Description
Book SynopsisAn understanding of random processes is crucial to many engineering fields-including communication theory, computer vision, and digital signal processing in electrical and computer engineering, and vibrational theory and stress analysis in mechanical engineering.
Trade Review"The reader will find an excellent presentation ranging from the basic concepts of probability theory to the advanced topics of RP, filtering, estimation and detection." (
IIE Transactions on Operations Engineering)
Table of ContentsPreface xv
1 Experiments and Probability 1
2 Random Variables 37
3 Estimation of Random Variables 133
4 Random Processes 179
5 Linear Systems: Random Processes 247
6 Nonlinear Systems: Random Processes 295
7 Optimum Linear Filters: The Wiener Approach 335
8 Optimum Linear Systems: The Kalman Approach 383
9 Detection Theory: Discrete Observation 423
10 Detection Theory: Continuous Observation 511
Appendixes
Index 599
