Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons.

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Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. Acoustic Array Systems: Theory, Implementation and Application Chapter 3. Theoretical Preliminaries of Array Signal Processing 3.1 Linear Algebra Basics 3.2 Digital Signal Processing Basics 3.3 Array Signal Processing Basics 3.4 Optimization Algorithms 3.5 Inverse Filtering from a Model Matching Perspective 3.6 Parameter Estimation Theory 1

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 3.1 Linear Algebra Basics 2

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 3

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 4

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 5

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 3.2 Digital Signal Processing Basics 6

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 7

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 8

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 9

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 10

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 11

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 12

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 13

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 14

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 15

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 16

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 17

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 18

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 3.3 Array Signal Processing Basics 19

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 20

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 21

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 22

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 23

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 3.4 Optimization Algorithms 24

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 25

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 26

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 27

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 28

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 29

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 30

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 3.5 Inverse Filtering from a Model Matching Perspective 31

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 32

Acoustic Array Systems: Theory, Implementation and Application, First Edition. Mingsian R. Bai, Jeong-Guan Ih and Jacob Benesty. c 2013 John Wiley & Sons Singapore Pte. Ltd. Published 2013 by John Wiley & Sons Singapore Pte. Ltd. 33