Random Processes Filtering Estimation And Detection

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RANDOM PROCESSES: FILTERING, ESTIMATION AND DETECTION

Lonnie C. Ludeman
RANDOM PROCESSES FILTERING ESTIMATION AND DETECTION Book PDF

Author : Lonnie C. Ludeman
Publisher : Unknown
Page : 628 pages
File Size : 43,5 Mb
Release : 2010-07-01
Category : Electronic
ISBN : 8126527234

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RANDOM PROCESSES: FILTERING, ESTIMATION AND DETECTION by Lonnie C. Ludeman Pdf

Market_Desc: Graduate students of electrical and computer engineering. Practicing engineers in communications and signal processing. Special Features: " Covers modern detection and estimation theory as well as the basics of random processes" Emphasizes the use of discrete-time Weiner and Kalman filters and covers nonlinear systems in detail" Includes over 380 class-tested homework exercises About The Book: An understanding of random processes is crucial in the study of many engineering systems, for example analyzing noise in a wireless communications channel. This book covers the basics of probability and random processes for an engineering audience. Importantly, though, the book also presents the details of modern detection and estimation theory, giving it a real edge over existing textbooks. The author has a proven track record. His book Fundamentals of Digital Signal Processing has sold 15,000 copies and won Choice magazine's Outstanding Engineering Book of the Year award.

Random Signals

K. Sam Shanmugan,Sam K. Shanmugan,Arthur M. Breipohl
Random Signals Book PDF

Author : K. Sam Shanmugan,Sam K. Shanmugan,Arthur M. Breipohl
Publisher : John Wiley & Sons
Page : 664 pages
File Size : 44,9 Mb
Release : 1988
Category : Estimation theory
ISBN : 047161274X

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Random Signals by K. Sam Shanmugan,Sam K. Shanmugan,Arthur M. Breipohl Pdf

Random Signals: Detection and Data Analysis develops the theory of random processes and its application to the study of systems and analysis of random data. The text covers three important areas: fundamentals and examples of random process models; application of probabilistic models - signal detection, and filtering; and statistical estimation - measurement and analysis of random data to determine the structure and parameter values of probabilistic models. This volume by Breipohl and Shanmugan offers the only one-volume treatment of the fundamentals of random process models, their applications, and data analysis.

Random Signals

K. Sam Shanmugan,Arthur M. Breipohl
Random Signals Book PDF

Author : K. Sam Shanmugan,Arthur M. Breipohl
Publisher : John Wiley & Sons
Page : 686 pages
File Size : 45,5 Mb
Release : 1988-05-20
Category : Mathematics
ISBN : UOM:39015036320037

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Random Signals by K. Sam Shanmugan,Arthur M. Breipohl Pdf

This treatise develops the theory of random processes and its application to the study of systems and the analysis of random data. It covers the fundamentals of random process models, the applications of probabilistic models and statistical estimation.

Probability, Random Variables, and Random Processes

John J. Shynk
Probability Random Variables and Random Processes Book PDF

Author : John J. Shynk
Publisher : John Wiley & Sons
Page : 850 pages
File Size : 43,6 Mb
Release : 2012-10-15
Category : Computers
ISBN : 9781118393956

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Probability, Random Variables, and Random Processes by John J. Shynk Pdf

Probability, Random Variables, and Random Processes is a comprehensive textbook on probability theory for engineers that provides a more rigorous mathematical framework than is usually encountered in undergraduate courses. It is intended for first-year graduate students who have some familiarity with probability and random variables, though not necessarily of random processes and systems that operate on random signals. It is also appropriate for advanced undergraduate students who have a strong mathematical background. The book has the following features: Several appendices include related material on integration, important inequalities and identities, frequency-domain transforms, and linear algebra. These topics have been included so that the book is relatively self-contained. One appendix contains an extensive summary of 33 random variables and their properties such as moments, characteristic functions, and entropy. Unlike most books on probability, numerous figures have been included to clarify and expand upon important points. Over 600 illustrations and MATLAB plots have been designed to reinforce the material and illustrate the various characterizations and properties of random quantities. Sufficient statistics are covered in detail, as is their connection to parameter estimation techniques. These include classical Bayesian estimation and several optimality criteria: mean-square error, mean-absolute error, maximum likelihood, method of moments, and least squares. The last four chapters provide an introduction to several topics usually studied in subsequent engineering courses: communication systems and information theory; optimal filtering (Wiener and Kalman); adaptive filtering (FIR and IIR); and antenna beamforming, channel equalization, and direction finding. This material is available electronically at the companion website. Probability, Random Variables, and Random Processes is the only textbook on probability for engineers that includes relevant background material, provides extensive summaries of key results, and extends various statistical techniques to a range of applications in signal processing.

Introduction to Random Signals and Noise

Wim C. Van Etten
Introduction to Random Signals and Noise Book PDF

Author : Wim C. Van Etten
Publisher : John Wiley & Sons
Page : 270 pages
File Size : 44,9 Mb
Release : 2006-02-03
Category : Science
ISBN : 9780470024126

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Introduction to Random Signals and Noise by Wim C. Van Etten Pdf

Random signals and noise are present in many engineering systems and networks. Signal processing techniques allow engineers to distinguish between useful signals in audio, video or communication equipment, and interference, which disturbs the desired signal. With a strong mathematical grounding, this text provides a clear introduction to the fundamentals of stochastic processes and their practical applications to random signals and noise. With worked examples, problems, and detailed appendices, Introduction to Random Signals and Noise gives the reader the knowledge to design optimum systems for effectively coping with unwanted signals. Key features: Considers a wide range of signals and noise, including analogue, discrete-time and bandpass signals in both time and frequency domains. Analyses the basics of digital signal detection using matched filtering, signal space representation and correlation receiver. Examines optimal filtering methods and their consequences. Presents a detailed discussion of the topic of Poisson processes and shot noise. An excellent resource for professional engineers developing communication systems, semiconductor devices, and audio and video equipment, this book is also ideal for senior undergraduate and graduate students in Electronic and Electrical Engineering.

Random Processes for Engineers

Bruce Hajek
Random Processes for Engineers Book PDF

Author : Bruce Hajek
Publisher : Cambridge University Press
Page : 429 pages
File Size : 55,5 Mb
Release : 2015-03-12
Category : Computers
ISBN : 9781107100121

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Random Processes for Engineers by Bruce Hajek Pdf

An engaging introduction to the critical tools needed to design and evaluate engineering systems operating in uncertain environments.

Statistics of Random Processes II

Robert Shevilevich Lipt︠s︡er,Alʹbert Nikolaevich Shiri︠a︡ev
Statistics of Random Processes II Book PDF

Author : Robert Shevilevich Lipt︠s︡er,Alʹbert Nikolaevich Shiri︠a︡ev
Publisher : Springer Science & Business Media
Page : 428 pages
File Size : 54,9 Mb
Release : 2001
Category : Mathematics
ISBN : 3540639284

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Statistics of Random Processes II by Robert Shevilevich Lipt︠s︡er,Alʹbert Nikolaevich Shiri︠a︡ev Pdf

"Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW

Probability and Random Processes for Electrical and Computer Engineers

John A. Gubner
Probability and Random Processes for Electrical and Computer Engineers Book PDF

Author : John A. Gubner
Publisher : Cambridge University Press
Page : 4 pages
File Size : 41,9 Mb
Release : 2006-06-01
Category : Technology & Engineering
ISBN : 9781139457170

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Probability and Random Processes for Electrical and Computer Engineers by John A. Gubner Pdf

The theory of probability is a powerful tool that helps electrical and computer engineers to explain, model, analyze, and design the technology they develop. The text begins at the advanced undergraduate level, assuming only a modest knowledge of probability, and progresses through more complex topics mastered at graduate level. The first five chapters cover the basics of probability and both discrete and continuous random variables. The later chapters have a more specialized coverage, including random vectors, Gaussian random vectors, random processes, Markov Chains, and convergence. Describing tools and results that are used extensively in the field, this is more than a textbook; it is also a reference for researchers working in communications, signal processing, and computer network traffic analysis. With over 300 worked examples, some 800 homework problems, and sections for exam preparation, this is an essential companion for advanced undergraduate and graduate students. Further resources for this title, including solutions (for Instructors only), are available online at www.cambridge.org/9780521864701.

Detection Estimation and Modulation Theory, Part I

Harry L. Van Trees,Kristine L. Bell
Detection Estimation and Modulation Theory Part I Book PDF

Author : Harry L. Van Trees,Kristine L. Bell
Publisher : John Wiley & Sons
Page : 1188 pages
File Size : 52,7 Mb
Release : 2013-04-15
Category : Technology & Engineering
ISBN : 9780470542965

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Detection Estimation and Modulation Theory, Part I by Harry L. Van Trees,Kristine L. Bell Pdf

Originally published in 1968, Harry Van Trees’s Detection, Estimation, and Modulation Theory, Part I is one of the great time-tested classics in the field of signal processing. Highly readable and practically organized, it is as imperative today for professionals, researchers, and students in optimum signal processing as it was over thirty years ago. The second edition is a thorough revision and expansion almost doubling the size of the first edition and accounting for the new developments thus making it again the most comprehensive and up-to-date treatment of the subject. With a wide range of applications such as radar, sonar, communications, seismology, biomedical engineering, and radar astronomy, among others, the important field of detection and estimation has rarely been given such expert treatment as it is here. Each chapter includes section summaries, realistic examples, and a large number of challenging problems that provide excellent study material. This volume which is Part I of a set of four volumes is the most important and widely used textbook and professional reference in the field.

An Introduction to Statistical Signal Processing

Robert M. Gray,Lee D. Davisson
An Introduction to Statistical Signal Processing Book PDF

Author : Robert M. Gray,Lee D. Davisson
Publisher : Cambridge University Press
Page : 479 pages
File Size : 43,5 Mb
Release : 2004-12-02
Category : Technology & Engineering
ISBN : 9781139456289

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An Introduction to Statistical Signal Processing by Robert M. Gray,Lee D. Davisson Pdf

This book describes the essential tools and techniques of statistical signal processing. At every stage theoretical ideas are linked to specific applications in communications and signal processing using a range of carefully chosen examples. The book begins with a development of basic probability, random objects, expectation, and second order moment theory followed by a wide variety of examples of the most popular random process models and their basic uses and properties. Specific applications to the analysis of random signals and systems for communicating, estimating, detecting, modulating, and other processing of signals are interspersed throughout the book. Hundreds of homework problems are included and the book is ideal for graduate students of electrical engineering and applied mathematics. It is also a useful reference for researchers in signal processing and communications.

Fundamentals of Applied Probability and Random Processes

Oliver Ibe
Fundamentals of Applied Probability and Random Processes Book PDF

Author : Oliver Ibe
Publisher : Academic Press
Page : 456 pages
File Size : 53,6 Mb
Release : 2014-06-13
Category : Mathematics
ISBN : 9780128010358

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Fundamentals of Applied Probability and Random Processes by Oliver Ibe Pdf

The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. Demonstrates concepts with more than 100 illustrations, including 2 dozen new drawings Expands readers’ understanding of disruptive statistics in a new chapter (chapter 8) Provides new chapter on Introduction to Random Processes with 14 new illustrations and tables explaining key concepts. Includes two chapters devoted to the two branches of statistics, namely descriptive statistics (chapter 8) and inferential (or inductive) statistics (chapter 9).

Random Signals Estimation and Identification

Nirode Mohanty
Random Signals Estimation and Identification Book PDF

Author : Nirode Mohanty
Publisher : Springer Science & Business Media
Page : 636 pages
File Size : 45,5 Mb
Release : 2012-12-06
Category : Science
ISBN : 9789401170413

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Random Signals Estimation and Identification by Nirode Mohanty Pdf

The techniques used for the extraction of information from received or ob served signals are applicable in many diverse areas such as radar, sonar, communications, geophysics, remote sensing, acoustics, meteorology, med ical imaging systems, and electronics warfare. The received signal is usually disturbed by thermal, electrical, atmospheric, channel, or intentional inter ferences. The received signal cannot be predicted deterministically, so that statistical methods are needed to describe the signal. In general, therefore, any received signal is analyzed as a random signal or process. The purpose of this book is to provide an elementary introduction to random signal analysis, estimation, filtering, and identification. The emphasis of the book is on the computational aspects as well as presentation of com mon analytical tools for systems involving random signals. The book covers random processes, stationary signals, spectral analysis, estimation, optimiz ation, detection, spectrum estimation, prediction, filtering, and identification. The book is addressed to practicing engineers and scientists. It can be used as a text for courses in the areas of random processes, estimation theory, and system identification by undergraduates and graduate students in engineer ing and science with some background in probability and linear algebra. Part of the book has been used by the author while teaching at State University of New York at Buffalo and California State University at Long Beach. Some of the algorithms presented in this book have been successfully applied to industrial projects.

Detection Estimation and Modulation Theory, Part I

Harry L. Van Trees,Kristine L. Bell
Detection Estimation and Modulation Theory Part I Book PDF

Author : Harry L. Van Trees,Kristine L. Bell
Publisher : John Wiley & Sons
Page : 1188 pages
File Size : 53,5 Mb
Release : 2013-04-15
Category : Technology & Engineering
ISBN : 9780470542965

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Detection Estimation and Modulation Theory, Part I by Harry L. Van Trees,Kristine L. Bell Pdf

Originally published in 1968, Harry Van Trees’s Detection, Estimation, and Modulation Theory, Part I is one of the great time-tested classics in the field of signal processing. Highly readable and practically organized, it is as imperative today for professionals, researchers, and students in optimum signal processing as it was over thirty years ago. The second edition is a thorough revision and expansion almost doubling the size of the first edition and accounting for the new developments thus making it again the most comprehensive and up-to-date treatment of the subject. With a wide range of applications such as radar, sonar, communications, seismology, biomedical engineering, and radar astronomy, among others, the important field of detection and estimation has rarely been given such expert treatment as it is here. Each chapter includes section summaries, realistic examples, and a large number of challenging problems that provide excellent study material. This volume which is Part I of a set of four volumes is the most important and widely used textbook and professional reference in the field.

Random Signal Processing

Shaila Dinkar Apte
Random Signal Processing Book PDF

Author : Shaila Dinkar Apte
Publisher : CRC Press
Page : 463 pages
File Size : 43,9 Mb
Release : 2017-08-15
Category : Mathematics
ISBN : 9781498782012

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Random Signal Processing by Shaila Dinkar Apte Pdf

This book covers random signals and random processes along with estimation of probability density function, estimation of energy spectral density and power spectral density. The properties of random processes and signal modelling are discussed with basic communication theory estimation and detection. MATLAB simulations are included for each concept with output of the program with case studies and project ideas. The chapters progressively introduce and explain the concepts of random signals and cover multiple applications for signal processing. The book is designed to cater to a wide audience starting from the undergraduates (electronics, electrical, instrumentation, computer, and telecommunication engineering) to the researchers working in the pertinent fields. Key Features: • Aimed at random signal processing with parametric signal processing-using appropriate segment size. • Covers speech, image, medical images, EEG and ECG signal processing. • Reviews optimal detection and estimation. • Discusses parametric modeling and signal processing in transform domain. • Includes MATLAB codes and relevant exercises, case studies and solved examples including multiple choice questions

Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking

Harry L. Van Trees,Kristine L. Bell
Bayesian Bounds for Parameter Estimation and Nonlinear Filtering Tracking Book PDF

Author : Harry L. Van Trees,Kristine L. Bell
Publisher : Wiley-IEEE Press
Page : 951 pages
File Size : 51,5 Mb
Release : 2007-08-31
Category : Technology & Engineering
ISBN : 0470120959

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Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking by Harry L. Van Trees,Kristine L. Bell Pdf

The first comprehensive development of Bayesian Bounds for parameter estimation and nonlinear filtering/tracking Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communications, seismology, and medical diagnosis. There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds. This book provides a comprehensive overview of the state of the art in Bayesian Bounds. It addresses two related problems: the estimation of multiple parameters based on noisy measurements and the estimation of random processes, either continuous or discrete, based on noisy measurements. An extensive introductory chapter provides an overview of Bayesian estimation and the interrelationship and applicability of the various Bayesian Bounds for both static parameters and random processes. It provides the context for the collection of papers that are included. This book will serve as a comprehensive reference for engineers and statisticians interested in both theory and application. It is also suitable as a text for a graduate seminar or as a supplementary reference for an estimation theory course.