Random Processes in Linear Systems

Random Processes in Linear Systems

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Description

For courses in Probability/Random Processes and Digital Communications.This text provides an introduction to random processes that is suitable for advanced undergraduates, beginning graduate students, and practicing engineers. It could also serve as a supplemental text for a one- or two-semester course in digital communications or signal processing.show more

Product details

  • Paperback | 157 pages
  • 180.3 x 234.2 x 8.9mm | 258.55g
  • Pearson Education (US)
  • Pearson
  • Upper Saddle River, NJ, United States
  • English
  • 0130673919
  • 9780130673916

Table of contents

Introduction. 1. Probability and Random Variables-Review and Notation. Purpose of the Chapter. Probability Spaces. Random Variables. References and Suggestions for Further Reading. Problems.2. Introduction to Random Processes. Origins of Random Processes in Electronic Systems. Examples of Random Processes. Definitions and Basic Concepts. Mean, Autocorrelation, and Autocovariance. Stationary Random Processes. Crosscorrelation and Crosscovariance Functions. White Noise. Stationary Gaussian Random Processes. Problems.3. Linear Filtering of Random Processes. The Need for Filtering of Random Processes. Discrete- and Continuos-time linear Systems. Linear Operations on Random Processes. Time-Domain Analysis of Second-Order Random Processes in Linear Systems. Guassian Random Processes in Linear Systems. Determination of Correlation Functions. Applications. Problems.4. Frequency-Domain Analysis of Random Processes in Linear Systems. The Use of Fourier Transform Techniques. The Spectral Density of a Wide-Sense Stationary Random Process. Spectral Analysis of Random Processes in Linear Systems. Derivation of Properties 3 and 4. Spectrum of Amplitude-Modulated Signals. Band-Pass Frequency Functions. Band-Pass Random Processes. References and Suggestions for Further Reading. Problems.Index.show more