Random Processess: Filtering, Estimation and Detection by Lonnie C. Ludeman (Ed.) - 2010

Wiley India Pvt. Ltd., 2010. Softcover. New. 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. Contents:- 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. Printed Pages: 348.