Random Processes for Engineers
- Textbook
Description
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,…
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Key features
- Provides an engaging introduction to random processes for senior undergraduate and graduate students
- Covers both methods of using Markov processes (for inference with hidden states and for modelling/analysis of random dynamical systems) which are central to practical applications
- Includes over 300 end-of-chapter problems, with worked solutions to half supplied at the back of the text, and the rest available online for instructors
About the book
- DOI https://doi.org/10.1017/CBO9781316164600
- Subjects Communications and Signal Processing,Engineering,Statistics and Probability,Statistics for Physical Sciences and Engineering
- Format: Hardback
- Publication date: 16 March 2015
- ISBN: 9781107100121
- Dimensions (mm): 247 x 174 mm
- Weight: 0.98kg
- Contains: 130 b/w illus. 1 table 307 exercises
- Page extent: 432 pages
- Availability: Available
- Format: Digital
- Publication date: 11 May 2018
- ISBN: 9781316164600
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