Random Signals and Systems

Random Signals and Systems

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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.
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Product details

  • Paperback | 512 pages
  • 178 x 233mm | 800g
  • Upper Saddle River, United States
  • 013015900X
  • 9780130159007

Table of contents

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.
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