Probabilistic Methods of Signal and System Analysis

ISBN-10: 0195123549
ISBN-13: 9780195123548
Edition: 3rd 1998 (Revised)
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Description: Probabilistic Methods of Signal and System Analysis, 3/e stresses the engineering applications of probability theory, presenting the material at a level and in a manner ideally suited to engineering students at the junior or senior level. It is also  More...

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Book details

List price: $199.95
Edition: 3rd
Copyright year: 1998
Publisher: Oxford University Press, Incorporated
Publication date: 9/3/1998
Binding: Hardcover
Pages: 496
Size: 7.75" wide x 9.50" long x 1.00" tall
Weight: 2.2
Language: English

Probabilistic Methods of Signal and System Analysis, 3/e stresses the engineering applications of probability theory, presenting the material at a level and in a manner ideally suited to engineering students at the junior or senior level. It is also useful as a review for graduate students and practicing engineers. Thoroughly revised and updated, this third edition incorporates increased use of the computer in both text examples and selected problems. It utilizes MATLAB as a computational tool and includes new sections relating to Bernoulli trials, correlation of data sets, smoothing of data, computer computation of correlation functions and spectral densities, and computer simulation of systems. All computer examples can be run using the Student Version of MATLAB. Almost all of the examples and many of the problems have been modified or changed entirely, and a number of new problems have been added. A separate appendix discusses and illustrates the application of computers to signal and system analysis.

Preface
Introduction to Probability
Random Variables
Several Random Variables
Elements of Statistics
Random Processes
Correlation Functions
Spectral Density
Response Of Linear Systems To Random Inputs
Optimum Linear Systems
Mathematical Tables
Frequently Encountered Probability Distributions
Binomial Coefficients
Normal Probability Distribution Function
The Q-Function
Student's t Distribution Function
Computer Programs For Estimating Correlation Functions and Spectral Density
Table of Correlation Function-Spectral Density Pairs
!c Contour Integration
Selected Answers

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