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.
Developed by the author over the course of several 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 materials for scientists working in research laboratories.
Klappentext
This self-contained, deliberately compact, and user-friendly book 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.
Developed by the author over the course of several years of classroom use, this book may be used by junior/senior undergraduates or graduate students in electrical, systems, computer, and biomedical engineering, as well as the physical sciences.
Inhalt
Introduction
Notation
Description of Signals
Spectral Representation of Deterministic Signals: Fourier Series and Transforms
Random Quantities and Random Vectors
Stationary Signals
Power Spectra of Stationary Signals
Transmission of Stationary Signals through Linear Systems
Optimization of Signal-to-Noise Ratio in Linear Systems
Gaussian Signals, Correlation Matrices, and Sample Path Properties
Discrete Signals and Their Computer Simulations
Bibliographical Comments