Random Processes: Filtering, Estimation, and DetectionISBN: 978-0-471-25975-6
Hardcover
632 pages
January 2003, Wiley-IEEE Press
This is a Print-on-Demand title. It will be printed specifically to fill your order. Please allow an additional 10-15 days delivery time. The book is not returnable.
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Preface xv
1 Experiments and Probability 1
2 Random Variables 37
3 Estimation of Random Variables 133
4 Random Processes 179
5 Linear Systems: Random Processes 247
6 Nonlinear Systems: Random Processes 295
7 Optimum Linear Filters: The Wiener Approach 335
8 Optimum Linear Systems: The Kalman Approach 383
9 Detection Theory: Discrete Observation 423
10 Detection Theory: Continuous Observation 511
Appendixes
Index 599