Probabilistic Methods of Signal and System Analysis

✍ Scribed by George R. Cooper, Clare D. McGillem

• Publisher: Oxford University Press
• Year: 1998
• Tongue: English
• Leaves: 491
• Edition: 3rd
• Category: Library

✦ Synopsis

Probabilistic Methods of Signal and System Analysis, 3/e stresses the engineering applications of probability theory, presenting the material at a level and in a manner ideally suited to engineering students at the junior or senior level. It is also useful as a review for graduate students and practicing engineers.

Thoroughly revised and updated, this third edition incorporates increased use of the computer in both text examples and selected problems. It utilizes MATLAB as a computational tool and includes new sections relating to Bernoulli trials, correlation of data sets, smoothing of data, computer computation of correlation functions and spectral densities, and computer simulation of systems. All computer examples can be run using the Student Version of MATLAB. Almost all of the examples and many of the problems have been modified or changed entirely, and a number of new problems have been added. A separate appendix discusses and illustrates the application of computers to signal and system analysis.

✦ Table of Contents

Front Cover......Page 1
Contents......Page 4
Preface......Page 9
1 - Introduction to Probability......Page 12
2 - Random Variables......Page 63
3 - Several Random Variables......Page 131
4 - Elements of Statistics......Page 170
5 - Random Processes......Page 200
6 - Correlation Functions......Page 220
7 - Spectral Density......Page 268
8 - Response of Linear Systems to Random Inputs......Page 334
9 - Optimum Linear Systems......Page 392
A - Mathematical Tables......Page 430
B - Frequently Encountered Probability Distributions......Page 436
C - Binomial Coefficients......Page 442
D - Normal Probability Distribution Function......Page 443
E - The Q-Function......Page 445
F - Student's t Distribution Function......Page 447
G - Computer Computations......Page 449
H - Table of Correlation Function Spectral Density Pairs......Page 477
I - Contour Integration......Page 478
Index......Page 485
Back Cover......Page 491