Woyczynski A First Course in Statistics for Signal Analysis

2. Auflage 2011
ISBN: 978-0-8176-8101-2
Verlag: Birkhäuser Boston
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 261 Seiten, Web PDF

Reihe: Mathematics and Statistics

This essentially self-contained, deliberately compact, and user-friendly textbook is designed for a first, one-semester course in statistical signal analysis for a broad audience of students in engineering and the physical sciences. The emphasis throughout is on fundamental concepts and relationships in the statistical theory of stationary random signals, explained in a concise, yet fairly rigorous presentation.

New to the Second Edition: many redrawn figures to better illustrate the scale of the quantities represented; revised notation and terminology to better reflect the concepts under discussion; considerably expanded sections with new examples, illustrations, and commentary; addition of more applied exercises; a large appendix containing solutions of selected problems from each of the nine chapters.

Developed by the author over the course of many years of classroom use, A First Course in Statistics for Signal Analysis may be used by junior/senior undergraduates or graduate students in electrical, systems, computer, and biomedical engineering, as well as the physical sciences. The work is also an excellent resource of educational and training material for scientists and engineers working in research laboratories.

Zielgruppe

Upper undergraduate

Autoren/Hrsg.

Woyczynski, Wojbor A.

Inhaltsverzeichnis

Foreword to the Second Edition.- Introduction.- Notation.- Description of Signals.- Spectral Representation of Deterministic Signals: Fourier Series and Transforms.- Random Quantities and Random Vectors.- Stationary Signals.- Power Spectra of Random Signals.- Transmission of Stationary Signals through Linear Systems.- Optimization of Signal-to-Noise Ratio in Linear Systems.- Gaussian Signals, Covariance Matrices, and Sample Path Properties.- Spectral Representation of Discrete-Time Stationary Signals and Their Computer Simulations.- Solutions to Selected Exercises.- Bibliographical Comments.- Index.

Über Autor(innen)

Wojbor A. Woyczynski is a Professor in the Department of Statistics and the Director of the Center for Stochastic and Chaotic Processes in Science and Technology at Case Western Reserve University. His research interests include: probability theory, Lévy stochastic processes, random fields and their statistics, nonlinear, stochastic and fractional evolution equations, harmonic and functional analysis, random graphs, statistical physics and hydrodynamics, chaotic dynamics, applications to chemistry, physics, operations research, financial mathematics, medicine, oceanography, and atmospheric physics. Professor Woyczynski is the author of 11 books and many papers in a wide range of international research journals.