Introduction to random processes : with applications to signals and systems
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Bibliographic Information
Introduction to random processes : with applications to signals and systems
McGraw-Hill, c1990
2nd ed
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Note
Bibliography: p. 523-531
Includes indexes
Description and Table of Contents
Description
Intended to serve primarily as a first course on random processes for graduate-level engineering and science students, particularly those with an interest in the analysis and design of signals and systems. This new edition includes over 350 exercises, new material on applications of cyclostationary processes, detailed coverage of minimum-mean-squared-error estimation, and much more. Includes coverage of spectral analysis, dynamical systems, and statistical signal processing. Solutions manual also available.
Table of Contents
1 Probability and Random Variables2 Expectations3 Introduction to Random Processes4 Mean and Autocorrelation5 Classes of Random Processes6 Weiner and Poisson Processes7 Stochastic Calculus8 Ergodicity and Duality9 Linear Transformations10 Spectral Density11 Special Topics and Applications12 Cyclostationary Processes13 Minimum-Mean-Squared Error EstimationReferencesIndex
by "Nielsen BookData"