Random processes filtering, estimation, and detection

An understanding of random processes is crucial to many engineering fields-including communication theory, computer vision, and digital signal processing in electrical and computer engineering, and vibrational theory and stress analysis in mechanical engineering. The filtering, estimation, and detec...

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Bibliographic Details
Main Author: Ludeman, Lonnie C.
Format: eBook
Language:English
Published: Hoboken, N.J. Wiley-Interscience 2003
Subjects:
Online Access:
Collection: O'Reilly - Collection details see MPG.ReNa
Table of Contents:
  • Includes bibliographical references and index
  • Preface.
  • Experiments and Probability.
  • Random Variables.
  • Estimation of Random Variables.
  • Random Processes.
  • Linear Systems: Random Processes.
  • Nonlinear Systems: Random Processes.
  • Optimum Linear Filters: The Wiener Approach.
  • Optimum Linear Systems: The Kalman Approach.
  • Detection Theory: Discrete Observation.
  • Detection Theory: Continuous Observation.
  • Appendix A. The Bilateral Laplace Transform.
  • Appendix B. Table of Binomial Probabilities.
  • Appendix C. Table of Discrete Random Variables and Properties.
  • Appendix D. Table of Continuous Random Variables and Properties.
  • Appendix E. Table of Gaussian Cumulative Distribution Function.
  • Index