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Correlation Theory Of Random Processes
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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).
Book Synopsis Correlation Theory of Stationary and Related Random Functions by : A.M. Yaglom
Download or read book Correlation Theory of Stationary and Related Random Functions written by A.M. Yaglom and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 267 pages. Available in PDF, EPUB and Kindle. Book excerpt: Correlation Theory of Stationary and Related Random Functions is an elementary introduction to the most important part of the theory dealing only with the first and second moments of these functions. This theory is a significant part of modern probability theory and offers both intrinsic mathematical interest and many concrete and practical applications. Stationary random functions arise in connection with stationary time series which are so important in many areas of engineering and other applications. This book presents the theory in such a way that it can be understood by readers without specialized mathematical backgrounds, requiring only the knowledge of elementary calculus. The first volume in this two-volume exposition contains the main theory; the supplementary notes and references of the second volume consist of detailed discussions of more specialized questions, some more additional material (which assumes a more thorough mathematical background than the rest of the book) and numerous references to the extensive literature.
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).
Book Synopsis Periodically Correlated Random Sequences by : Harry L. Hurd
Download or read book Periodically Correlated Random Sequences written by Harry L. Hurd and published by John Wiley & Sons. This book was released on 2007-11-09 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: Uniquely combining theory, application, and computing, this book explores the spectral approach to time series analysis The use of periodically correlated (or cyclostationary) processes has become increasingly popular in a range of research areas such as meteorology, climate, communications, economics, and machine diagnostics. Periodically Correlated Random Sequences presents the main ideas of these processes through the use of basic definitions along with motivating, insightful, and illustrative examples. Extensive coverage of key concepts is provided, including second-order theory, Hilbert spaces, Fourier theory, and the spectral theory of harmonizable sequences. The authors also provide a paradigm for nonparametric time series analysis including tests for the presence of PC structures. Features of the book include: An emphasis on the link between the spectral theory of unitary operators and the correlation structure of PC sequences A discussion of the issues relating to nonparametric time series analysis for PC sequences, including estimation of the mean, correlation, and spectrum A balanced blend of historical background with modern application-specific references to periodically correlated processes An accompanying Web site that features additional exercises as well as data sets and programs written in MATLAB® for performing time series analysis on data that may have a PC structure Periodically Correlated Random Sequences is an ideal text on time series analysis for graduate-level statistics and engineering students who have previous experience in second-order stochastic processes (Hilbert space), vector spaces, random processes, and probability. This book also serves as a valuable reference for research statisticians and practitioners in areas of probability and statistics such as time series analysis, stochastic processes, and prediction theory.
Book Synopsis Non-Linear Transformations of Stochastic Processes by : P. I. Kuznetsov
Download or read book Non-Linear Transformations of Stochastic Processes written by P. I. Kuznetsov and published by Elsevier. This book was released on 2014-05-12 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: Non-Linear Transformations of Stochastic Processes focuses on the approaches, methodologies, transformations, and computations involved in the non-linear transformations of stochastic processes. The selection first underscores some problems of the theory of stochastic processes and the transmission of random functions through non-linear systems. Discussions focus on the transformation of moment functions for the general non-linear transformation; conversion formulas for correlation functions; transformation of moment functions for the simplest type of non-linear transformation; and normalization of the linear system of probability distribution laws. The text then ponders on quasi-moment functions in the theory of random processes and correlation functions in the theory of the Brownian motion generalization of the Fokker-Planck equation. The manuscript elaborates on the correlation functions of random sequences of rectangular pulses; method of determining the envelope of quasi-harmonic fluctuations; and the problem of measuring electrical fluctuations with the aid of thermoelectric devices. The book then examines the effect of signal and noise on non-linear elements and the approximate method of calculating the correlation function of stochastic signals. The selection is a dependable source of information for researchers interested in the non-linear transformations of stochastic processes.
Book Synopsis An Introduction to the Theory of Stationary Random Functions by : A. M. Yaglom
Download or read book An Introduction to the Theory of Stationary Random Functions written by A. M. Yaglom and published by Courier Corporation. This book was released on 2004-01-01 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory. 1962 edition.
Book Synopsis Introduction to Random Processes by : William A. Gardner
Download or read book Introduction to Random Processes written by William A. Gardner and published by McGraw-Hill Companies. This book was released on 1990-01 with total page 546 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Correlation Theory of Random Processes by : Sergei Mikhailovich Rytov
Download or read book Correlation Theory of Random Processes written by Sergei Mikhailovich Rytov and published by . This book was released on 1988 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
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.
Book Synopsis Random Processes: Measurement, Analysis and Simulation by : J. Cacko
Download or read book Random Processes: Measurement, Analysis and Simulation written by J. Cacko and published by Elsevier. This book was released on 2012-12-02 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book covers the basic topics associated with the measurement, analysis and simulation of random environmental processes which are encountered in practice when dealing with the dynamics, fatigue and reliability of structures in real environmental conditions. The treatment is self-contained and the authors have brought together and integrated the most important information relevant to this topic in order that the newcomer can see and study it as a whole. This approach should also be of interest to experienced engineers from fatigue laboratories who want to learn more about the possible methods of simulation, especially for use in real time on electrohydraulic computer-controlled loading machines.Problems of constructing a measuring system are dealt with in the first chapter. Here the authors discuss the choice of measuring conditions and locations, as well as the organization of a chain of devices for measuring and recording random environmental processes. Some experience gained from practical measurements is also presented. The recorded processes are further analysed by various methods. The choice is governed by the aims of the measurements and applications of the results. Chapter 2 is thus devoted to methods of random process evaluations for digital computers, both from the fatigue and dynamic point of view. The most important chapter is Chapter 3 as this presents a review of up-to-date methods of random process simulation with given statistical characteristics. These methods naturally follow those of random process analysis, and their results form initial data for the corresponding simulations algorithms, including occurrences of characteristic parameters of counting methods, reproduction of correlation theory characteristics and of autoregressive models. The simulation of non-stationary processes is treated in depth, taking into account their importance for practical applications and also the lack of information of this subject.The book is intended to help resolve many practical problems concerning the methods and quality of environmental process evaluation and simulation which can arise when up-to-date loading systems with computer control are being used in material, component and structural fatigue and dynamic research.
Book Synopsis Probability and Random Processes by : Scott Miller
Download or read book Probability and Random Processes written by Scott Miller and published by Academic Press. This book was released on 2012-01-11 with total page 625 pages. Available in PDF, EPUB and Kindle. Book excerpt: Miller and Childers have focused on creating a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. * Exceptional exposition and numerous worked out problems make the book extremely readable and accessible * The authors connect the applications discussed in class to the textbook * The new edition contains more real world signal processing and communications applications * Includes an entire chapter devoted to simulation techniques.
Book Synopsis Space-time Correlation Theory for Information-carrying Signals by : Young G. O.
Download or read book Space-time Correlation Theory for Information-carrying Signals written by Young G. O. and published by . This book was released on 1967 with total page 20 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Probability, Random Processes and Queueing Theory by : A.M. Natarajan
Download or read book Probability, Random Processes and Queueing Theory written by A.M. Natarajan and published by New Age International. This book was released on 2007 with total page 23 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Book Covers The Entire Syllabus Prescribed By Anna University For Be (It, Cse, Ece) Courses Of Tamil Nadu Engineering Colleges. This Book Also Meets The Requirements Of Students Preparing For Various Competitive Examinations. Professionals And Research Workers Can Also Use This Book As A Ready Reference.Main Topics Dealt In Depth Are: Random Variables, Random Processes, Correlation And Regression, Autocorrelation And Power Spectral Density, Testing Hypothesis, Design Of Experiments, Quality Control, Queueing Theory And Reliability Engineering. Each Chapter Concludes With Fairly A Good Number Of Exercises With Answers.
Book Synopsis Cyclostationarity: Theory and Methods by : Fakher Chaari
Download or read book Cyclostationarity: Theory and Methods written by Fakher Chaari and published by Springer Science & Business Media. This book was released on 2014-01-16 with total page 189 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last decade the research in signal analysis was dominated by models that encompass nonstationarity as an important feature. This book presents the results of a workshop held in Grodek—Poland in February 2013 which was dedicated to the investigation of cyclostationary signals. Its main objective is to highlight the strong interactions between theory and applications of cyclostationary signals with the use of modern statistical tools. An important application of cyclostationary signals is the analysis of mechanical signals generated by a vibrating mechanism. Cyclostationary models are very important to perform basic operations on signals in both time and frequency domains. One of the fundamental problems in diagnosis of rotating machine is the identification of significant modulating frequencies that contribute to the cyclostationary nature of the signals. The book shows that there are modern tools available for analyzing cyclostationary signals without the assumption of gaussianity. Those methods are based on the ideas of bootstrap, subsampling and Fraction-of-time (FOT) models. The book is organised in two parts. The first part will be dedicated to pure theory on cyclostationarity. Applications are presented in the second part including several mechanical systems such as bearings, gears, with or without damages.
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.
Download or read book NASA Technical Translation written by and published by . This book was released on 1969 with total page 826 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stationary Stochastic Processes by : Georg Lindgren
Download or read book Stationary Stochastic Processes written by Georg Lindgren and published by CRC Press. This book was released on 2012-10-01 with total page 378 pages. Available in PDF, EPUB and Kindle. Book excerpt: Intended for a second course in stationary processes, Stationary Stochastic Processes: Theory and Applications presents the theory behind the field’s widely scattered applications in engineering and science. In addition, it reviews sample function properties and spectral representations for stationary processes and fields, including a portion on stationary point processes. Features Presents and illustrates the fundamental correlation and spectral methods for stochastic processes and random fields Explains how the basic theory is used in special applications like detection theory and signal processing, spatial statistics, and reliability Motivates mathematical theory from a statistical model-building viewpoint Introduces a selection of special topics, including extreme value theory, filter theory, long-range dependence, and point processes Provides more than 100 exercises with hints to solutions and selected full solutions This book covers key topics such as ergodicity, crossing problems, and extremes, and opens the doors to a selection of special topics, like extreme value theory, filter theory, long-range dependence, and point processes, and includes many exercises and examples to illustrate the theory. Precise in mathematical details without being pedantic, Stationary Stochastic Processes: Theory and Applications is for the student with some experience with stochastic processes and a desire for deeper understanding without getting bogged down in abstract mathematics.
