Random signals and noise : a mathematical introduction / Shlomo Engelberg.
Material type:
TextLanguage: English Publisher: Boca Raton : CRC Press, c2007Description: xix, 216 p. ill. 24 cmISBN: - 9780849375545
- 0849375541
- 621.3822 22
| Cover image | Item type | Current library | Home library | Collection | Shelving location | Call number | Materials specified | Vol info | URL | Copy number | Status | Notes | Date due | Barcode | Item holds | Item hold queue priority | Course reserves | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Book | Högskolan Väst Övre plan / Upper floor | 621.3822 Engelberg | Available | 6004300008338 |
Includes bibliographical references (p. 209-211) and index
1. Elementary probability theory -- 2. An introduction to stochastic processes -- 3. The weak law of large numbers -- 4. The central limit theorem -- 5. Extrema and the method of Lagrange multipliers -- 6. The matched filter for stationary noise -- 7. Fourier series and transforms -- 8. The Wiener-Khinchin theorem and applications -- 9. Spread spectrum -- 10. More about the autocorrelation and the PSD -- 11. Wiener filters -- A. Abrief overview of linear algebra