简介
"This introduction to random variables and signals is intended to provide engineering students with the analyticand computational tools for processing random signals using linear systems, developing the underlying theory as well as applications and making extensive use of examples.Computational aids, in particular, computer-based symbolic,graphical and numerical computation programs Matlab and Mathcad, are used throughout for performing analytic manipulations and numerical calculations. The accompanyingCD-ROM provides Matlab notebooks and Mathcad sheets used in the examples to develop methods for processing random signals." "Intended for a one-semester course for undergraduate or beginning graduate students, the book covers such topics as set theory and an introduction to probability; random variables, distributions, and processes; random signals, spectral properties, and transformations; and filtering and detection theory." "Thelarge number of worked examples together with the programming aids provided on the CD-ROM makes the book eminently suited for self-study as well as for classroom use. The book includes a set of problems at the end of each chapter, and complete worked solutions to these problems are available."--BOOK JACKET.
目录
Table Of Contents:
Preface vii
Introduction to Sets and Probability 1(30)
Introduction to Nondeterministic Signals 1(1)
Introduction to Sets 2(1)
Operations on Sets 3(3)
Combined Operations on Sets 6(3)
Notion of Probability 9(3)
Relative Frequency and Probability 12(5)
Conditional Probability 17(2)
Total Probability 19(4)
Independence 23(2)
Summary 25(6)
Problems for Chapter 1 26(5)
One-Dimensional Random Variables 31(44)
Concept of Distributions 31(6)
Random Variables 37(1)
Distribution Functions 38(4)
Density Functions 42(3)
Continuous Density Functions 45(8)
Conditional Distribution and Density Functions 53(10)
Generation of Random Numbers 63(5)
Summary 68(7)
Problems for Chapter 2 70(5)
Operations on Random Numbers 75(47)
Concept of Expectation 75(6)
Moments and Functions 81(9)
Moment Generating Functions 90(8)
Transformation of Random Variables 98(12)
Random Variables with Prescribed Distributions 110(7)
Summary 117(5)
Problems for Chapter 3 118(4)
Two-Dimensional Random Variables 122(63)
Joint Distribution and Density Functions 127(7)
Conditional Density Functions 134(7)
Expectation and Joint Moments 141(7)
Transformations and Joint Characteristic Functions 148(11)
Independence 159(5)
Sum of Independent Random Variables 164(6)
Generation of Correlated Gaussian Random Sequences 170(8)
Summary 178(7)
Problems for Chapter 4 180(5)
Introduction to Random Processes 185(53)
Methods of Generation of Random Processes 186(5)
IID Random Variables 191(7)
Distribution Functions for a Random Process 198(10)
Properties of Expectation Operators 208(14)
Properties of the Correlation Functions 222(4)
Numerical Computation of the Correlation Function 226(6)
Summary 232(6)
Problems for Chapter 5 233(5)
Introduction to Transformations 238(58)
Function Transformation of Random Processes 238(11)
Transformation by Integration 249(4)
Transformation by Differentiation 253(4)
Linear Systems 257(6)
Power Spectrum Functions 263(8)
Transforms of Linear Systems 271(12)
Calculation of Power Density Spectrum 283(6)
Summary 289(7)
Problems for Chapter 6 291(5)
Introduction to Applications 296(61)
Matched Filtering 297(9)
Mean Square Filtering 306(7)
Detection Theory 313(16)
Radar Systems 329(18)
Noise in Control Systems 347(10)
Problems for Chapter 7 352(5)
Appendix A 357(6)
A.1 Signals and Spectra 357(2)
A.2 Singularity Functions 359(1)
A.3 Linear-Time-Invariant Systems 360(1)
A.4 Correlation Functions 361(2)
Appendix B 363(6)
B.1 Matlab and Mathcad 363(1)
B.2 Matlab 363(3)
B.3 Mathcad 366(2)
B.4 Contents of the CD-ROM 368(1)
References 369(2)
Index 371
Preface vii
Introduction to Sets and Probability 1(30)
Introduction to Nondeterministic Signals 1(1)
Introduction to Sets 2(1)
Operations on Sets 3(3)
Combined Operations on Sets 6(3)
Notion of Probability 9(3)
Relative Frequency and Probability 12(5)
Conditional Probability 17(2)
Total Probability 19(4)
Independence 23(2)
Summary 25(6)
Problems for Chapter 1 26(5)
One-Dimensional Random Variables 31(44)
Concept of Distributions 31(6)
Random Variables 37(1)
Distribution Functions 38(4)
Density Functions 42(3)
Continuous Density Functions 45(8)
Conditional Distribution and Density Functions 53(10)
Generation of Random Numbers 63(5)
Summary 68(7)
Problems for Chapter 2 70(5)
Operations on Random Numbers 75(47)
Concept of Expectation 75(6)
Moments and Functions 81(9)
Moment Generating Functions 90(8)
Transformation of Random Variables 98(12)
Random Variables with Prescribed Distributions 110(7)
Summary 117(5)
Problems for Chapter 3 118(4)
Two-Dimensional Random Variables 122(63)
Joint Distribution and Density Functions 127(7)
Conditional Density Functions 134(7)
Expectation and Joint Moments 141(7)
Transformations and Joint Characteristic Functions 148(11)
Independence 159(5)
Sum of Independent Random Variables 164(6)
Generation of Correlated Gaussian Random Sequences 170(8)
Summary 178(7)
Problems for Chapter 4 180(5)
Introduction to Random Processes 185(53)
Methods of Generation of Random Processes 186(5)
IID Random Variables 191(7)
Distribution Functions for a Random Process 198(10)
Properties of Expectation Operators 208(14)
Properties of the Correlation Functions 222(4)
Numerical Computation of the Correlation Function 226(6)
Summary 232(6)
Problems for Chapter 5 233(5)
Introduction to Transformations 238(58)
Function Transformation of Random Processes 238(11)
Transformation by Integration 249(4)
Transformation by Differentiation 253(4)
Linear Systems 257(6)
Power Spectrum Functions 263(8)
Transforms of Linear Systems 271(12)
Calculation of Power Density Spectrum 283(6)
Summary 289(7)
Problems for Chapter 6 291(5)
Introduction to Applications 296(61)
Matched Filtering 297(9)
Mean Square Filtering 306(7)
Detection Theory 313(16)
Radar Systems 329(18)
Noise in Control Systems 347(10)
Problems for Chapter 7 352(5)
Appendix A 357(6)
A.1 Signals and Spectra 357(2)
A.2 Singularity Functions 359(1)
A.3 Linear-Time-Invariant Systems 360(1)
A.4 Correlation Functions 361(2)
Appendix B 363(6)
B.1 Matlab and Mathcad 363(1)
B.2 Matlab 363(3)
B.3 Mathcad 366(2)
B.4 Contents of the CD-ROM 368(1)
References 369(2)
Index 371
- 名称
- 类型
- 大小
光盘服务联系方式: 020-38250260 客服QQ：4006604884
云图客服：
用户发送的提问，这种方式就需要有位在线客服来回答用户的问题，这种 就属于对话式的,问题是这种提问是否需要用户登录才能提问
Video Player
×
Audio Player
×
pdf Player
×
亲爱的云图用户，
光盘内的文件都可以直接点击浏览哦
无需下载，在线查阅资料！
