Random signals and noise: a mathematical introduction a mathematical introduction
Shlomo Engelberg
- Boca Raton : CRC Press, c2007
- xix, 216 p. : ill. ; 24 cm.
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
0849375541 0849375541
Digital signalbehandling Signalbehandling--matematik Signal theory (Telecommunication) Statistical communication theory Signal processing - Digital techniques