Random Signals and Systems
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.
- Paperback | 512 pages
- 178 x 233mm | 800g
- 01 Mar 1993
- Pearson Education (US)
- Upper Saddle River, United States
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.