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Introduction to random processes : with applications to signals and systems /

Bibliographic Details
Main Author: Gardner, William A (Author)
Format: Book
Language:English
Published: New York : McGraw-Hill, [1990]
Edition:2nd ed.
Subjects:
Stochastic processes.
Stochastic systems.
Signal processing.
Stochastic Processes
Processus stochastiques.
Systèmes stochastiques.
Traitement du signal.
Processos Estocasticos.
Signal processing > Statistical methods.
Signal processing
Stochastic processes
Stochastic systems
Table of Contents:
  • Part 1. Review of probability, random variables, and expectation
  • 1. Probability and random variables
  • 2. Expectation
  • Part 2. Random processes
  • 3. Introduction to random processes
  • 4. Mean and autocorrelation
  • 5. Classes of random processes
  • 6. The Wiener and Poisson processes
  • 7. Stochastic calculus
  • 8. Ergodicity and duality
  • 9. Linear transformations, filters, and dynamical systems
  • 10. Spectral density
  • 11. Special topics and applications
  • 12. Cyclostationary processes
  • 13. Minimum-mean-squared-error estimation.