Random Signals and Systems
Published in March 1993
Book
Paperback/Softback
512 pages
978-0-13-015900-7 (ISBN)
Description
This text is a comprehensive presentation of random signals and systems, focusing on applications most often encountered in practice. As well as making systematic use of geometrical methods, it also contains an extensive and systematic presentation of co-variance matrices, and includes a methodical discussion of Gaussian complex random vectors with comparison to the real case.
More details
Language
English
Place of publication
Upper Saddle River
United States
Target group
College/higher education
Professional and scholarly
Dimensions
Height: 233 mm
Width: 178 mm
Weight
800 gr
ISBN-13
978-0-13-015900-7 (9780130159007)
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Schweitzer Classification
Content
Introduction to random signals and probability; a review of scalar random variables; second-order random vectors; multidimensional random variables; statistical description of random signals; spectral properties of random signals; statistical models for random signals; Poisson processes and affiliated signals; random signals and dynamical systems; mean square estimation; estimation; estimation for stationary signals; prediction for stationary signals; time recursive methods; matched filters.