Field Guide to Probability, Random Processes, and Random Data Analysis

✍ Scribed by Larry C. Andrews, Ronald L. Phillips

Publisher: SPIE Press
Year: 2012
Tongue: English
Leaves: 109
Series: SPIE Field Guides FG 22
Edition: Spi
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

Mathematical theory developed in basic courses in engineering and science usually involves deterministic phenomena, and such is the case in solving a differential equation that describes some linear system where both the input and output are deterministic quantities. In practice, however, the input to a linear system, like an imaging system or radar system, may contain a "random" quantity that yields uncertainty about the output. Such systems must be treated by probabilistic methods rather than deterministic methods. For this reason, probability theory and random process theory have become indispensable tools in the mathematical analysis of these kinds of engineering systems. Topics included in this SPIE Field Guide are basic probability theory, random processes, random fields, and random data analysis.

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