Probabilistic Methods of Signal and System Analysis

by Cooper, George R.; McGillem, the late Clare D.

• ISBN13: 9780195123548
• ISBN10: 0195123549
• Edition: 3rd
• Format: Hardcover
• Copyright: 1998-09-03
• Publisher: Oxford University Press

Summary

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 andpracticing 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, computercomputation 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 beenadded. A separate appendix discusses and illustrates the application of computers to signal and system analysis.

Author Biography

George R. Cooper is Professor Emeritus of Electrical and Computer Engineering at Purdue University and a Fellow of the IEEE.

Table of Contents

Preface

Introduction to Probability

Random Variables

Several Random Variables

Elements of Statistics

Random Processes

Correlation Functions

Spectral Density

Response Of Linear Systems To Random Inputs

Optimum Linear Systems

Mathematical Tables

Frequently Encountered Probability Distributions

Binomial Coefficients

Normal Probability Distribution Function

The Q-Function

Student's t Distribution Function

Computer Programs For Estimating Correlation Functions and Spectral Density

Table of Correlation Function-Spectral Density Pairs

!c Contour Integration

Selected Answers

Table of Contents provided by Publisher. All Rights Reserved.