Probabilistic Methods of Signal and System Analysis

This text provides an introduction to the applications of probability theory to the solution of problems arising in the analysis of signals and systems. Since its original publication in 1971, this text has been a standard for signals and systems courses that emphasise probability. The new edition incorporates a much greater use of the computer in examples and problems. It increases the number and variety of examples, such as estimating the parameters of random processes and processing them through linear systems. In this edition, the use of the computer is introduced both in text examples and in selected problems. The computer examples are carried out using MATLAB. A number of new sections have been added relating to Benoulli trials, correlation of data sets, smoothing of data, computer computation of correlation functions, and spectral densities and system simulation. Key Features: • Stresses engineering applications of probability theory • Presents the material at a level and in a manner appropriate for engineering majors, as opposed to mathematics majors Supplement: Solutions Manual: 0195123557 Contents: Preface Introduction to Probability Random Variables Several Random Variables Elements of Statistics Random Processes Correlation Functions Spectral Density Repines of Linear Systems to Random Inputs Optimum Linear Systems Appendices: Mathematical Tables Frequently Encountered Probability Distributions Binomial Coefficients Normal Probability Distribution Function The Q-Function Student's T-Distribution Function Computer Computations Table of Correlation Function-Spectral Density Pairs Contour Integration