eBook - ePub

Random Processes for Engineers

Name: Random Processes for Engineers
ISBN: 9781498799058

A Primer

Arthur David Snider,

195 pages
English
ePUB (mobile friendly)
Available on iOS & Android

eBook - ePub

Random Processes for Engineers

A Primer

Arthur David Snider,

About this book

This book offers an intuitive approach to random processes and educates the reader on how to interpret and predict their behavior. Premised on the idea that new techniques are best introduced by specific, low-dimensional examples, the mathematical exposition is easier to comprehend and more enjoyable, and it motivates the subsequent generalizations. It distinguishes between the science of extracting statistical information from raw data--e.g., a time series about which nothing is known a priori--and that of analyzing specific statistical models, such as Bernoulli trials, Poisson queues, ARMA, and Markov processes. The former motivates the concepts of statistical spectral analysis (such as the Wiener-Khintchine theory), and the latter applies and interprets them in specific physical contexts. The formidable Kalman filter is introduced in a simple scalar context, where its basic strategy is transparent, and gradually extended to the full-blown iterative matrix form.

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Yes, you can access Random Processes for Engineers by Arthur David Snider in PDF and/or ePUB format, as well as other popular books in Technology & Engineering & Applied Mathematics. We have over one million books available in our catalogue for you to explore.