Random Signals and Noise

A Mathematical Introduction

Shlomo Engelberg

240 pages, parution le 15/11/2006

Ajouter à une liste

Indisponible

Résumé

Provides a solid introduction to the physical and mathematical fundamentals of noise
Uses a careful treatment of the mathematics to build a strong understanding without being overwhelmingly rigorous
Examines both the fundamental theory and physical sources of noise
Covers critical topics such as the Fourier transform as well as modern and often-ignored topics like spread spectrum
Incorporates MATLAB® into the discussion and the problems
Includes numerous examples, exercises, and case studies

Understanding the nature of random signals and noise is critically important for detecting signals and for reducing and minimizing the effects of noise in applications such as communications and control systems. Outlining a variety of techniques and explaining when and how to use them, Random Signals and Noise: A Mathematical Introduction focuses on applications and practical problem solving rather than probability theory.

A Firm Foundation

Before launching into the particulars of random signals and noise, the author outlines the elements of probability that are used throughout the book and includes an appendix on the relevant aspects of linear algebra. He offers a careful treatment of Lagrange multipliers and the Fourier transform, as well as the basics of stochastic processes, estimation, matched filtering, the Wiener-Khinchin theorem and its applications, the Schottky and Nyquist formulas, and physical sources of noise.

Practical Tools for Modern Problems

Along with these traditional topics, the book includes a chapter devoted to spread spectrum techniques. It also demonstrates the use of MATLAB® for solving complicated problems in a short amount of time while still building a sound knowledge of the underlying principles.

A self-contained primer for solving real problems, Random Signals and Noise presents a complete set of tools and offers guidance on their effective application.

L'auteur - Shlomo Engelberg

Shlomo Engelberg : Jerusalem College of Technology, Israel

Sommaire

Elementary probability theory
An introduction to stochastic processes
The weak law of large numbers
The central limit theorem
Extrema and the method of lagrange multipliers
The matched filter for stationary noise
Fourier series and transforms
The wiener-khinchin theorem and applications
Spread spectrum
More about the autocorrelation and the psd
Wiener filters
Appendix: a brief overview of linear algebra

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	CRC Press (Taylor and Francis Group)
Auteur(s)	Shlomo Engelberg
Parution	15/11/2006
Nb. de pages	240
Format	16 x 24
Couverture	Relié
Poids	475g
Intérieur	Noir et Blanc
EAN13	9780849375545
ISBN13	978-0-8493-7554-5