Introduction to Random Processes in EngineeringISBN: 978-0-471-74502-0
Paperback
402 pages
June 2005
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Preface.
Review.
1. Random Processes: Basic Concepts, Properties.
2. Stationary Random Processes: Covariance and Spectrum.
3. Response of Linear Systems to Random Inputs: Discrete-Time Models.
4. Response of Linear Systems to Random Inputs: Continuous-Time Models.
5. Time Averages and the Ergodic Principle.
6. Sampling Principle and Interpolation.
7. Simulation of Random Processes.
8. Random Fields.
9. Linear Filtering Theory.
Index.