Author : Abraham H. Haddad
Publisher : Prentice Hall
Page : 454 pages
File Size : 31,71 MB
Release : 2006
Category : Computers
ISBN :
In-depth mathematical treatment, including examples of real systems to explain many of the probabilistic models and the use of Matlab both in examples and problem assignments, ensures students can relate to the mathematical material in practical terms Unique applications--covering issues such as reliability, measurement errors, and arrival and departure of events in networks--provide students with a broader range of topical coverage.
Author : George R. Cooper
Publisher : Oxford Series in Electrical an
Page : 480 pages
File Size : 39,38 MB
Release : 1999
Category : Computers
ISBN : 9780195123548
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.
Author : Charles G. Boncelet
Publisher :
Page : 418 pages
File Size : 21,84 MB
Release : 2016
Category : Electrical engineering
ISBN : 9780190200527
Author : Hisashi Kobayashi
Publisher : Cambridge University Press
Page : 813 pages
File Size : 14,92 MB
Release : 2011-12-15
Category : Technology & Engineering
ISBN : 1139502611
Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum–Welch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks are treated in detail. The book will be useful to students and researchers in such areas as communications, signal processing, networks, machine learning, bioinformatics, econometrics and mathematical finance. With a solutions manual, lecture slides, supplementary materials and MATLAB programs all available online, it is ideal for classroom teaching as well as a valuable reference for professionals.
Author : Scott Miller
Publisher : Academic Press
Page : 625 pages
File Size : 23,97 MB
Release : 2012-01-11
Category : Mathematics
ISBN : 0123869811
Miller and Childers have focused on creating a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. * Exceptional exposition and numerous worked out problems make the book extremely readable and accessible * The authors connect the applications discussed in class to the textbook * The new edition contains more real world signal processing and communications applications * Includes an entire chapter devoted to simulation techniques.
Author : William A. Gardner
Publisher : McGraw-Hill Companies
Page : 546 pages
File Size : 30,34 MB
Release : 1990-01
Category : Mathematics
ISBN : 9780070228559
Author : Hossein Pishro-Nik
Publisher :
Page : 746 pages
File Size : 43,85 MB
Release : 2014-08-15
Category : Probabilities
ISBN : 9780990637202
The book covers basic concepts such as random experiments, probability axioms, conditional probability, and counting methods, single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities; limit theorems and convergence; introduction to Bayesian and classical statistics; random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion; simulation using MATLAB and R.
Author : Roman Vershynin
Publisher : Cambridge University Press
Page : 299 pages
File Size : 31,40 MB
Release : 2018-09-27
Category : Business & Economics
ISBN : 1108415199
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.
Author : Robert M. Gray
Publisher : Cambridge University Press
Page : 479 pages
File Size : 50,39 MB
Release : 2004-12-02
Category : Technology & Engineering
ISBN : 1139456288
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.
Author : Bruce Hajek
Publisher : Cambridge University Press
Page : 429 pages
File Size : 19,1 MB
Release : 2015-03-12
Category : Technology & Engineering
ISBN : 1316241246
This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: • Calculus of random processes in linear systems • Kalman and Wiener filtering • Hidden Markov models for statistical inference • The estimation maximization (EM) algorithm • An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).
