Publisher description for Introduction to random signals and noise / Wim van Etten.
Bibliographic record and links to related information available from the Library of Congress catalog
Information from electronic data provided by the publisher. May be incomplete or contain other coding.
This book presents a clear introduction to the concept of stochastic processes and its applications to random signals and noise. It has on one hand a firm mathematical foundation for senior undergraduates and graduates, and on the other hand it introduces practical subjects and applications that practicing engineers will find useful. The book is written by an electrical engineer, and the examples are taken from that discipline. It considers the basic definitions of probability density functions and describes stochastic processes in the frequency domain. The book illustrates theoretical concepts with practical examples, covering detection and optimal filtering.
Introduces the concepts of stochastic processes and their applications to random signals and noise.
Covers the basic definitions of probability density functions.
Presents practical applications in detection and optimal filtering.
Includes problems and worked examples at the end of each chapter.
Library of Congress subject headings for this publication:
Random noise theory.