Random Processes Filtering Estimation And Detection

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RANDOM PROCESSES: FILTERING, ESTIMATION AND DETECTION

Author : Lonnie C. Ludeman
Publisher :
ISBN 13 : 9788126527236
Total Pages : 628 pages
Book Rating : 4.5/5 (272 download)

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Book Synopsis RANDOM PROCESSES: FILTERING, ESTIMATION AND DETECTION by : Lonnie C. Ludeman

Download or read book RANDOM PROCESSES: FILTERING, ESTIMATION AND DETECTION written by Lonnie C. Ludeman and published by . This book was released on 2010-07-01 with total page 628 pages. Available in PDF, EPUB and Kindle. Book excerpt: Market_Desc: Graduate students of electrical and computer engineering. Practicing engineers in communications and signal processing. Special Features: " Covers modern detection and estimation theory as well as the basics of random processes" Emphasizes the use of discrete-time Weiner and Kalman filters and covers nonlinear systems in detail" Includes over 380 class-tested homework exercises About The Book: An understanding of random processes is crucial in the study of many engineering systems, for example analyzing noise in a wireless communications channel. This book covers the basics of probability and random processes for an engineering audience. Importantly, though, the book also presents the details of modern detection and estimation theory, giving it a real edge over existing textbooks. The author has a proven track record. His book Fundamentals of Digital Signal Processing has sold 15,000 copies and won Choice magazine's Outstanding Engineering Book of the Year award.

Random Signals

Author : K. Sam Shanmugan
Publisher : John Wiley & Sons
ISBN 13 :
Total Pages : 686 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Random Signals by : K. Sam Shanmugan

Download or read book Random Signals written by K. Sam Shanmugan and published by John Wiley & Sons. This book was released on 1988-05-20 with total page 686 pages. Available in PDF, EPUB and Kindle. Book excerpt: This treatise develops the theory of random processes and its application to the study of systems and the analysis of random data. It covers the fundamentals of random process models, the applications of probabilistic models and statistical estimation.

Random Signals

Author : K. Sam Shanmugan
Publisher : John Wiley & Sons
ISBN 13 : 9780471612742
Total Pages : 664 pages
Book Rating : 4.6/5 (127 download)

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Book Synopsis Random Signals by : K. Sam Shanmugan

Download or read book Random Signals written by K. Sam Shanmugan and published by John Wiley & Sons. This book was released on 1988 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random Signals: Detection and Data Analysis develops the theory of random processes and its application to the study of systems and analysis of random data. The text covers three important areas: fundamentals and examples of random process models; application of probabilistic models - signal detection, and filtering; and statistical estimation - measurement and analysis of random data to determine the structure and parameter values of probabilistic models. This volume by Breipohl and Shanmugan offers the only one-volume treatment of the fundamentals of random process models, their applications, and data analysis.

Random Processes for Engineers

Author : Bruce Hajek
Publisher : Cambridge University Press
ISBN 13 : 1316241246
Total Pages : 429 pages
Book Rating : 4.3/5 (162 download)

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Book Synopsis Random Processes for Engineers by : Bruce Hajek

Download or read book Random Processes for Engineers written by Bruce Hajek and published by Cambridge University Press. This book was released on 2015-03-12 with total page 429 pages. Available in PDF, EPUB and Kindle. Book excerpt: This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: • Calculus of random processes in linear systems • Kalman and Wiener filtering • Hidden Markov models for statistical inference • The estimation maximization (EM) algorithm • An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).

Probability, Random Variables, and Random Processes

Author : John J. Shynk
Publisher : John Wiley & Sons
ISBN 13 : 1118393953
Total Pages : 850 pages
Book Rating : 4.1/5 (183 download)

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Book Synopsis Probability, Random Variables, and Random Processes by : John J. Shynk

Download or read book Probability, Random Variables, and Random Processes written by John J. Shynk and published by John Wiley & Sons. This book was released on 2012-10-15 with total page 850 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probability, Random Variables, and Random Processes is a comprehensive textbook on probability theory for engineers that provides a more rigorous mathematical framework than is usually encountered in undergraduate courses. It is intended for first-year graduate students who have some familiarity with probability and random variables, though not necessarily of random processes and systems that operate on random signals. It is also appropriate for advanced undergraduate students who have a strong mathematical background. The book has the following features: Several appendices include related material on integration, important inequalities and identities, frequency-domain transforms, and linear algebra. These topics have been included so that the book is relatively self-contained. One appendix contains an extensive summary of 33 random variables and their properties such as moments, characteristic functions, and entropy. Unlike most books on probability, numerous figures have been included to clarify and expand upon important points. Over 600 illustrations and MATLAB plots have been designed to reinforce the material and illustrate the various characterizations and properties of random quantities. Sufficient statistics are covered in detail, as is their connection to parameter estimation techniques. These include classical Bayesian estimation and several optimality criteria: mean-square error, mean-absolute error, maximum likelihood, method of moments, and least squares. The last four chapters provide an introduction to several topics usually studied in subsequent engineering courses: communication systems and information theory; optimal filtering (Wiener and Kalman); adaptive filtering (FIR and IIR); and antenna beamforming, channel equalization, and direction finding. This material is available electronically at the companion website. Probability, Random Variables, and Random Processes is the only textbook on probability for engineers that includes relevant background material, provides extensive summaries of key results, and extends various statistical techniques to a range of applications in signal processing.

Detection Estimation and Modulation Theory, Part I

Author : Harry L. Van Trees
Publisher : John Wiley & Sons
ISBN 13 : 0470542969
Total Pages : 1188 pages
Book Rating : 4.4/5 (75 download)

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Book Synopsis Detection Estimation and Modulation Theory, Part I by : Harry L. Van Trees

Download or read book Detection Estimation and Modulation Theory, Part I written by Harry L. Van Trees and published by John Wiley & Sons. This book was released on 2013-04-15 with total page 1188 pages. Available in PDF, EPUB and Kindle. Book excerpt: Originally published in 1968, Harry Van Trees’s Detection, Estimation, and Modulation Theory, Part I is one of the great time-tested classics in the field of signal processing. Highly readable and practically organized, it is as imperative today for professionals, researchers, and students in optimum signal processing as it was over thirty years ago. The second edition is a thorough revision and expansion almost doubling the size of the first edition and accounting for the new developments thus making it again the most comprehensive and up-to-date treatment of the subject. With a wide range of applications such as radar, sonar, communications, seismology, biomedical engineering, and radar astronomy, among others, the important field of detection and estimation has rarely been given such expert treatment as it is here. Each chapter includes section summaries, realistic examples, and a large number of challenging problems that provide excellent study material. This volume which is Part I of a set of four volumes is the most important and widely used textbook and professional reference in the field.

Probability and Random Processes for Electrical and Computer Engineers

Author : John A. Gubner
Publisher : Cambridge University Press
ISBN 13 : 1139457179
Total Pages : 4 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Probability and Random Processes for Electrical and Computer Engineers by : John A. Gubner

Download or read book Probability and Random Processes for Electrical and Computer Engineers written by John A. Gubner and published by Cambridge University Press. This book was released on 2006-06-01 with total page 4 pages. Available in PDF, EPUB and Kindle. Book excerpt: The theory of probability is a powerful tool that helps electrical and computer engineers to explain, model, analyze, and design the technology they develop. The text begins at the advanced undergraduate level, assuming only a modest knowledge of probability, and progresses through more complex topics mastered at graduate level. The first five chapters cover the basics of probability and both discrete and continuous random variables. The later chapters have a more specialized coverage, including random vectors, Gaussian random vectors, random processes, Markov Chains, and convergence. Describing tools and results that are used extensively in the field, this is more than a textbook; it is also a reference for researchers working in communications, signal processing, and computer network traffic analysis. With over 300 worked examples, some 800 homework problems, and sections for exam preparation, this is an essential companion for advanced undergraduate and graduate students. Further resources for this title, including solutions (for Instructors only), are available online at www.cambridge.org/9780521864701.

Random Signals Estimation and Identification

Author : Nirode Mohanty
Publisher : Springer Science & Business Media
ISBN 13 : 940117041X
Total Pages : 636 pages
Book Rating : 4.4/5 (11 download)

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Book Synopsis Random Signals Estimation and Identification by : Nirode Mohanty

Download or read book Random Signals Estimation and Identification written by Nirode Mohanty and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 636 pages. Available in PDF, EPUB and Kindle. Book excerpt: The techniques used for the extraction of information from received or ob served signals are applicable in many diverse areas such as radar, sonar, communications, geophysics, remote sensing, acoustics, meteorology, med ical imaging systems, and electronics warfare. The received signal is usually disturbed by thermal, electrical, atmospheric, channel, or intentional inter ferences. The received signal cannot be predicted deterministically, so that statistical methods are needed to describe the signal. In general, therefore, any received signal is analyzed as a random signal or process. The purpose of this book is to provide an elementary introduction to random signal analysis, estimation, filtering, and identification. The emphasis of the book is on the computational aspects as well as presentation of com mon analytical tools for systems involving random signals. The book covers random processes, stationary signals, spectral analysis, estimation, optimiz ation, detection, spectrum estimation, prediction, filtering, and identification. The book is addressed to practicing engineers and scientists. It can be used as a text for courses in the areas of random processes, estimation theory, and system identification by undergraduates and graduate students in engineer ing and science with some background in probability and linear algebra. Part of the book has been used by the author while teaching at State University of New York at Buffalo and California State University at Long Beach. Some of the algorithms presented in this book have been successfully applied to industrial projects.

Introduction to Random Signals and Noise

Author : Wim C. Van Etten
Publisher : John Wiley & Sons
ISBN 13 : 0470024127
Total Pages : 270 pages
Book Rating : 4.4/5 (7 download)

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Book Synopsis Introduction to Random Signals and Noise by : Wim C. Van Etten

Download or read book Introduction to Random Signals and Noise written by Wim C. Van Etten and published by John Wiley & Sons. This book was released on 2006-02-03 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random signals and noise are present in many engineering systems and networks. Signal processing techniques allow engineers to distinguish between useful signals in audio, video or communication equipment, and interference, which disturbs the desired signal. With a strong mathematical grounding, this text provides a clear introduction to the fundamentals of stochastic processes and their practical applications to random signals and noise. With worked examples, problems, and detailed appendices, Introduction to Random Signals and Noise gives the reader the knowledge to design optimum systems for effectively coping with unwanted signals. Key features: Considers a wide range of signals and noise, including analogue, discrete-time and bandpass signals in both time and frequency domains. Analyses the basics of digital signal detection using matched filtering, signal space representation and correlation receiver. Examines optimal filtering methods and their consequences. Presents a detailed discussion of the topic of Poisson processes and shot noise. An excellent resource for professional engineers developing communication systems, semiconductor devices, and audio and video equipment, this book is also ideal for senior undergraduate and graduate students in Electronic and Electrical Engineering.

Statistics of Random Processes II

Author : Robert Shevilevich Lipt︠s︡er
Publisher : Springer Science & Business Media
ISBN 13 : 9783540639282
Total Pages : 428 pages
Book Rating : 4.6/5 (392 download)

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Book Synopsis Statistics of Random Processes II by : Robert Shevilevich Lipt︠s︡er

Download or read book Statistics of Random Processes II written by Robert Shevilevich Lipt︠s︡er and published by Springer Science & Business Media. This book was released on 2001 with total page 428 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Written by two renowned experts in the field, the books under review contain a thorough and insightful treatment of the fundamental underpinnings of various aspects of stochastic processes as well as a wide range of applications. Providing clear exposition, deep mathematical results, and superb technical representation, they are masterpieces of the subject of stochastic analysis and nonlinear filtering....These books...will become classics." --SIAM REVIEW

An Introduction to Statistical Signal Processing

Author : Robert M. Gray
Publisher : Cambridge University Press
ISBN 13 : 1139456288
Total Pages : 479 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis An Introduction to Statistical Signal Processing by : Robert M. Gray

Download or read book An Introduction to Statistical Signal Processing written by Robert M. Gray and published by Cambridge University Press. This book was released on 2004-12-02 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes the essential tools and techniques of statistical signal processing. At every stage theoretical ideas are linked to specific applications in communications and signal processing using a range of carefully chosen examples. The book begins with a development of basic probability, random objects, expectation, and second order moment theory followed by a wide variety of examples of the most popular random process models and their basic uses and properties. Specific applications to the analysis of random signals and systems for communicating, estimating, detecting, modulating, and other processing of signals are interspersed throughout the book. Hundreds of homework problems are included and the book is ideal for graduate students of electrical engineering and applied mathematics. It is also a useful reference for researchers in signal processing and communications.

Random Signal Processing

Author : Shaila Dinkar Apte
Publisher : CRC Press
ISBN 13 : 1351651390
Total Pages : 519 pages
Book Rating : 4.3/5 (516 download)

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Book Synopsis Random Signal Processing by : Shaila Dinkar Apte

Download or read book Random Signal Processing written by Shaila Dinkar Apte and published by CRC Press. This book was released on 2017-08-15 with total page 519 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers random signals and random processes along with estimation of probability density function, estimation of energy spectral density and power spectral density. The properties of random processes and signal modelling are discussed with basic communication theory estimation and detection. MATLAB simulations are included for each concept with output of the program with case studies and project ideas. The chapters progressively introduce and explain the concepts of random signals and cover multiple applications for signal processing. The book is designed to cater to a wide audience starting from the undergraduates (electronics, electrical, instrumentation, computer, and telecommunication engineering) to the researchers working in the pertinent fields. Key Features: • Aimed at random signal processing with parametric signal processing-using appropriate segment size. • Covers speech, image, medical images, EEG and ECG signal processing. • Reviews optimal detection and estimation. • Discusses parametric modeling and signal processing in transform domain. • Includes MATLAB codes and relevant exercises, case studies and solved examples including multiple choice questions

Probability and Random Processes

Author : Venkatarama Krishnan
Publisher : John Wiley & Sons
ISBN 13 : 0471998281
Total Pages : 739 pages
Book Rating : 4.4/5 (719 download)

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Book Synopsis Probability and Random Processes by : Venkatarama Krishnan

Download or read book Probability and Random Processes written by Venkatarama Krishnan and published by John Wiley & Sons. This book was released on 2006-06-27 with total page 739 pages. Available in PDF, EPUB and Kindle. Book excerpt: A resource for probability AND random processes, with hundreds ofworked examples and probability and Fourier transform tables This survival guide in probability and random processes eliminatesthe need to pore through several resources to find a certainformula or table. It offers a compendium of most distributionfunctions used by communication engineers, queuing theoryspecialists, signal processing engineers, biomedical engineers,physicists, and students. Key topics covered include: * Random variables and most of their frequently used discrete andcontinuous probability distribution functions * Moments, transformations, and convergences of randomvariables * Characteristic, generating, and moment-generating functions * Computer generation of random variates * Estimation theory and the associated orthogonalityprinciple * Linear vector spaces and matrix theory with vector and matrixdifferentiation concepts * Vector random variables * Random processes and stationarity concepts * Extensive classification of random processes * Random processes through linear systems and the associated Wienerand Kalman filters * Application of probability in single photon emission tomography(SPECT) More than 400 figures drawn to scale assist readers inunderstanding and applying theory. Many of these figures accompanythe more than 300 examples given to help readers visualize how tosolve the problem at hand. In many instances, worked examples aresolved with more than one approach to illustrate how differentprobability methodologies can work for the same problem. Several probability tables with accuracy up to nine decimal placesare provided in the appendices for quick reference. A specialfeature is the graphical presentation of the commonly occurringFourier transforms, where both time and frequency functions aredrawn to scale. This book is of particular value to undergraduate and graduatestudents in electrical, computer, and civil engineering, as well asstudents in physics and applied mathematics. Engineers, computerscientists, biostatisticians, and researchers in communicationswill also benefit from having a single resource to address mostissues in probability and random processes.

Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking

Author : Harry L. Van Trees
Publisher : Wiley-IEEE Press
ISBN 13 : 9780470120958
Total Pages : 951 pages
Book Rating : 4.1/5 (29 download)

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Book Synopsis Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking by : Harry L. Van Trees

Download or read book Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking written by Harry L. Van Trees and published by Wiley-IEEE Press. This book was released on 2007-08-31 with total page 951 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first comprehensive development of Bayesian Bounds for parameter estimation and nonlinear filtering/tracking Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communications, seismology, and medical diagnosis. There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds. This book provides a comprehensive overview of the state of the art in Bayesian Bounds. It addresses two related problems: the estimation of multiple parameters based on noisy measurements and the estimation of random processes, either continuous or discrete, based on noisy measurements. An extensive introductory chapter provides an overview of Bayesian estimation and the interrelationship and applicability of the various Bayesian Bounds for both static parameters and random processes. It provides the context for the collection of papers that are included. This book will serve as a comprehensive reference for engineers and statisticians interested in both theory and application. It is also suitable as a text for a graduate seminar or as a supplementary reference for an estimation theory course.

Random Processes Filtering and Estimation

Author : Ludeman
Publisher :
ISBN 13 : 9780471607564
Total Pages : pages
Book Rating : 4.6/5 (75 download)

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Book Synopsis Random Processes Filtering and Estimation by : Ludeman

Download or read book Random Processes Filtering and Estimation written by Ludeman and published by . This book was released on 1988 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:

Introduction to Random Signals, Estimation Theory, and Kalman Filtering

Author : M. Sami Fadali
Publisher : Springer Nature
ISBN 13 : 9819980631
Total Pages : 489 pages
Book Rating : 4.8/5 (199 download)

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Book Synopsis Introduction to Random Signals, Estimation Theory, and Kalman Filtering by : M. Sami Fadali

Download or read book Introduction to Random Signals, Estimation Theory, and Kalman Filtering written by M. Sami Fadali and published by Springer Nature. This book was released on with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Fundamentals of Applied Probability and Random Processes

Author : Oliver Ibe
Publisher : Academic Press
ISBN 13 : 0128010355
Total Pages : 457 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis Fundamentals of Applied Probability and Random Processes by : Oliver Ibe

Download or read book Fundamentals of Applied Probability and Random Processes written by Oliver Ibe and published by Academic Press. This book was released on 2014-06-13 with total page 457 pages. Available in PDF, EPUB and Kindle. Book excerpt: The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. Demonstrates concepts with more than 100 illustrations, including 2 dozen new drawings Expands readers’ understanding of disruptive statistics in a new chapter (chapter 8) Provides new chapter on Introduction to Random Processes with 14 new illustrations and tables explaining key concepts. Includes two chapters devoted to the two branches of statistics, namely descriptive statistics (chapter 8) and inferential (or inductive) statistics (chapter 9).