Signal Analysis and Estimation

Discrete transforms, random signals and spectral estimation are stressed in this advanced-level text on Fourier analysis. Treatment is applicable to optical, acoustic and electrical signals. The text is divided into two main sections: deterministic signals and random signals. Initial chapters cover the analysis of continuous and discrete deterministic signals, and later chapters treat the properties, spectral analysis and estimation of random signals. Examples aim to assist the reader in understanding complex concepts and are often related to engineering applications - radar, antennae, tomography, analog and digital filters - illustrating how the techniques being studied are applied in practice.