Lindgren / Rootzen / Sandsten Stationary Stochastic Processes for Scientists and Engineers

1. Auflage 2013
ISBN: 978-1-4665-8619-2
Verlag: Taylor & Francis
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)

E-Book, Englisch, 330 Seiten

Based on a course taught to undergraduate students in engineering for over 30 years, this textbook presents all the material for a first course in stationary stochastic processes (SSP). Following naturally from a mathematical statistics course, it covers model building via SSP with a focus on engineering applications. The book includes many exercises and computer-based practicals using MATLAB®. A solutions manual and figure slides are available upon qualifying course adoption.

Autoren/Hrsg.

Lindgren, Georg

Rootzen, Holger

Sandsten, Maria

Fachgebiete

• Interdisziplinäres Wissenschaften Wissenschaften Interdisziplinär Naturwissenschaften, Technik, Medizin
• Mathematik | Informatik Mathematik Stochastik Stochastische Prozesse

Inhaltsverzeichnis

Stochastic Processes. Stationary Processes. The Poisson Process and Its Relatives. Spectral Representations. Gaussian Processes. Linear Filters—General Theory. AR, MA, and ARMA Models. Linear Filters—Applications. Frequency Analysis and Spectral Estimation. Appendices. References. Index.