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Random Processes: Filtering, Estimation, and Detection

ISBN: 978-0-471-25975-6
Hardcover
632 pages
January 2003, Wiley-IEEE Press
List Price: US $215.25
Government Price: US $148.44
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Random Processes: Filtering, Estimation, and Detection (0471259756) cover image
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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

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