Introduction to random processes in engineering / Alampallam Venkatachalaiyer Balakrishnan (2005)
Introduction to random processes in engineering [texte imprimé] / Alampallam Venkatachalaiyer Balakrishnan (1922-2015), Auteur . - New York : John Wiley & Sons, 2005 . - xiii-402 p. : ill. ; 24 cm.
ISBN : 978-0-471-74502-0
Références bibliogr. en fin de chapitres. Index.
Langues : Anglais (eng)
Mots-clés : Ingénierie -- Méthodes statistiques
Processus stochastiques
Traitement du signalIndex. décimale : 621.391 Notions générales sur l'ingénierie des Communications électriques. Cybernétique. Théorie de l'information. Théorie des signaux Résumé :
On the surface, Introduction to Random Processes in Engineering is simply a first-rate textbook for senior or first-year graduate engineering courses in stochastic processes. A closer look, however, reveals an innovative book-rich with examples and commonsense explanations-that demystifies theories, eliminates ambiguities; and provides a solid up-to-date introduction to this important subject.
Departing from the classical texts of the sixties and seventies in its coverage of random signals and data processing, Introduction to Random Processes in Engineering addresses the latest advances in communication, control engineering, and signal processing by allowing all processes to be multidimensional with an emphasis on discrete-time processes and systems...Note de contenu :
* Random Processes: Basic Concepts, Properties.
* Stationary Random Processes: Covariance and Spectrum.
* Response of Linear Systems to Random Inputs: Discrete-Time Models.
* Response of Linear Systems to Random Inputs: Continuous-Time Models.
* Time Averages and the Ergodic Principle.
* Sampling Principle and Interpolation.
* Simulation of Random Processes.
* Random Fields.
* Linear Filtering Theory.