Personal Website of George V. Moustakides
Information
Scientific Activities
Publications
Books & Theses
Teaching
Local Links
CS Rutgers
Books
Basic techniques in digital signal processing. (Textbook in Greek)
Sequential Hypothesis Testing and Quickest Change Detection: Optimum Tests. (with A. Tartakovsky, scheduled for 2017, CRC Editions)
Theory of detection and estimation. (Textbook in Greek, under preparation)
Theses
The representation of bivariate densities with applications in detection and estimation.  pdf   (1983, PhD, Princeton, USA)
Robust Wiener filters for imprecise second order statistics.  pdf   (1980, MSE, University of Pennsylvania, USA)
Subharmonic oscillations in systems ẍ+g(x,ẋ,t)=0.  pdf   (1978, Diploma, National Technical University of Athens, Greece, in Greek)
 
 
Sequential Hypothesis Testing and Quickest Change Detection: Optimum Tests
 
This book is currently under preparation.
The book focuses on sequential techniques, in particular on the problems of sequential change detection and sequential hypo­thesis testing. Emphasis is placed on deriving non­asym­ptotically optimum schemes. The known optimality properties of CUSUM, Shiryayev-Roberts and Shewhart test are presented with novel and easy to understand proofs.
Topics elaborated:
-  Simple introduction to optimal stopping
-  Sequential hypothesis testing and SPRT
-  Change-time modeling and optimality criteria
-  Bayesian approach for the i.i.d. and the BM case
-  CUSUM for the BM case and for Ito processes
-  CUSUM for discrete time i.i.d. processes
-  The Poisson disorder problem
-  Alternative Lorden-like criteria
-  2-Sided CUSUM tests
-  Decentralized CUSUM detection & hypothesis testing
to top
 
Basic Techniques in Digital Signal Processing (in Greek)
 
The book focuses on classical techniques in Digital Signal Pro­cess­ing. It is intended for undergraduate students with back­ground in basic signals and systems theory.
Topics elaborated:
-  Sampling & reconstruction of signals
-  Windowing
-  Convolutions
-  Discrete fourier transform
-  FIR digital filters
-  IIR analog & digital filters
-  Special digital filters
-  Multirate processing
-  Stochastic signal processing
-  Spectrum estimation
Contents (in Greek)  pdf 
Errata (in Greek)  pdf 
Book & Publisher Information
Title: Basic Techniques in Digital Signal Processing
Author: George V. Moustakides
Publisher: Tziola Editions
Filippou 91, 546 35 Thessaloniki
Tel: +30 2310 247 887, Fax: +30 2310 210 729.
Internet: http://www.tziola.gr/
to top