Random Processes in Linear Systems PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Random Processes in Linear Systems PDF full book. Access full book title Random Processes in Linear Systems by Michael B. Pursley. Download full books in PDF and EPUB format.
Author: Michael B. Pursley
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 176
Get Book Here
Book Description
This book provides an introduction to random processes, and includes content in digital communications and signal processing.Chapter topics cover Probability and Random Variables—Review and Notation, an introduction to Random Processes, Linear Filtering of Random Processes, and Frequency-Domain Analysis of Random Processes in Linear Systems.For practicing engineers.
Author: Michael B. Pursley
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 176
Get Book Here
Book Description
This book provides an introduction to random processes, and includes content in digital communications and signal processing.Chapter topics cover Probability and Random Variables—Review and Notation, an introduction to Random Processes, Linear Filtering of Random Processes, and Frequency-Domain Analysis of Random Processes in Linear Systems.For practicing engineers.
Author: Scott Miller
Publisher: Academic Press
ISBN: 0123869811
Category : Mathematics
Languages : en
Pages : 625
Get Book Here
Book Description
Miller and Childers have focused on creating a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. * Exceptional exposition and numerous worked out problems make the book extremely readable and accessible * The authors connect the applications discussed in class to the textbook * The new edition contains more real world signal processing and communications applications * Includes an entire chapter devoted to simulation techniques.
Author: Bruce Hajek
Publisher: Cambridge University Press
ISBN: 1316241246
Category : Technology & Engineering
Languages : en
Pages : 429
Get Book Here
Book Description
This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: • Calculus of random processes in linear systems • Kalman and Wiener filtering • Hidden Markov models for statistical inference • The estimation maximization (EM) algorithm • An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).
Author: Peter E. Caines
Publisher: SIAM
ISBN: 1611974712
Category : Mathematics
Languages : en
Pages : 892
Get Book Here
Book Description
Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever. Its most outstanding feature is the unified presentation, including both input-output and state space representations of stochastic linear systems, together with their interrelationships. The author first covers the foundations of linear stochastic systems and then continues through to more sophisticated topics including the fundamentals of stochastic processes and the construction of stochastic systems; an integrated exposition of the theories of prediction, realization (modeling), parameter estimation, and control; and a presentation of stochastic adaptive control theory. Written in a clear, concise manner and accessible to graduate students, researchers, and teachers, this classic volume also includes background material to make it self-contained and has complete proofs for all the principal results of the book. Furthermore, this edition includes many corrections of errata collected over the years.
Author: Oliver Ibe
Publisher: Academic Press
ISBN: 0128010355
Category : Mathematics
Languages : en
Pages : 457
Get Book Here
Book Description
The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. - Demonstrates concepts with more than 100 illustrations, including 2 dozen new drawings - Expands readers' understanding of disruptive statistics in a new chapter (chapter 8) - Provides new chapter on Introduction to Random Processes with 14 new illustrations and tables explaining key concepts. - Includes two chapters devoted to the two branches of statistics, namely descriptive statistics (chapter 8) and inferential (or inductive) statistics (chapter 9).
Author: Anders Lindquist
Publisher: Springer
ISBN: 3662457504
Category : Science
Languages : en
Pages : 788
Get Book Here
Book Description
This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of past and future flows of the relevant signals, are revealed to be fundamentally unifying ideas. The book, based on over 30 years of original research, represents a valuable contribution that will inform the fields of stochastic modeling, estimation, system identification, and time series analysis for decades to come. It also provides the mathematical tools needed to grasp and analyze the structures of algorithms in stochastic systems theory.
Author: Scott Miller
Publisher: Academic Press
ISBN: 0123870135
Category : Mathematics
Languages : en
Pages : 625
Get Book Here
Book Description
Probability and Random Processes, Second Edition presents pertinent applications to signal processing and communications, two areas of key interest to students and professionals in today's booming communications industry. The book includes unique chapters on narrowband random processes and simulation techniques. It also describes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and others. Exceptional exposition and numerous worked out problems make this book extremely readable and accessible. The authors connect the applications discussed in class to the textbook. The new edition contains more real world signal processing and communications applications. It introduces the reader to the basics of probability theory and explores topics ranging from random variables, distributions and density functions to operations on a single random variable. There are also discussions on pairs of random variables; multiple random variables; random sequences and series; random processes in linear systems; Markov processes; and power spectral density. This book is intended for practicing engineers and students in graduate-level courses in the topic. - Exceptional exposition and numerous worked out problems make the book extremely readable and accessible - The authors connect the applications discussed in class to the textbook - The new edition contains more real world signal processing and communications applications - Includes an entire chapter devoted to simulation techniques
Author: William A. Gardner
Publisher:
ISBN:
Category : Mathematics
Languages : en
Pages : 456
Get Book Here
Book Description
Author: Iosif Il?ich Gikhman
Publisher: Courier Corporation
ISBN: 0486693872
Category : Mathematics
Languages : en
Pages : 537
Get Book Here
Book Description
Rigorous exposition suitable for elementary instruction. Covers measure theory, axiomatization of probability theory, processes with independent increments, Markov processes and limit theorems for random processes, more. A wealth of results, ideas, and techniques distinguish this text. Introduction. Bibliography. 1969 edition.
Author: University of Michigan. Engineering Summer Conferences, 1964
Publisher:
ISBN:
Category : Random noise theory
Languages : en
Pages : 478
Get Book Here
Book Description
