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Random Signal Analysis in Engineering Systems John Komo

Random Signal Analysis in Engineering Systems By John Komo

Random Signal Analysis in Engineering Systems by John Komo


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Random Signal Analysis in Engineering Systems Summary

Random Signal Analysis in Engineering Systems by John Komo

Random Signal Analysis in Engineering Systems covers the concepts of probability, random variables, averages, simulation, and random signals. The book discusses set theory and probability; random variables and vectors; and the functions of random variables. The text also describes the statistical averages; simulation; statistical inference; and random processes. Undergraduate engineering students will find the book useful.

Table of Contents

Preface1 Set Theory and Probability 1.1 Introduction 1.2 Set Theory 1.3 Probability Theory 1.4 Conditional Probability and Statistical Independence Problems2 Random Variables and Vectors 2.1 Random Variables 2.2 Gaussian Random Variable 2.3 Other Random Variables 2.4 Random Vectors 2.5 Conditional Distribution and Density Functions Problems3 Functions of Random Variables 3.1 One-to-One Transformation of Random Variables 3.2 One-to-One Transformation of Random Vectors 3.3 Non-One-to-One Transformation 3.4 Sum of Random Variables 3.5 Special Transformations Problems4 Statistical Averages 4.1 Expected Value 4.2 Characteristic Function 4.3 Multiple Random Variables 4.4 TV-Dimensional Gaussian 4.5 Binary Communication Scheme 4.6 Inequalities 4.7 Central Limit Theorem Problems5 Simulation 5.1 Theoretical Histogram 5.2 Pseudorandom Numbers 5.3 Empirical Histogram 5.4 Goodness of Fit 5.5 Simulation Confidence Statements 5.6 Correlated Random Variables Problems6 Statistical Inference 6.1 Sampling and Estimation 6.2 Maximum Likelihood Estimation 6.3 Sequential Estimation 6.4 Random Parameter Estimation Problems7 Random Processes 7.1 Statistical Description 7.2 Statistical Averages 7.3 Spectral Density 7.4 Linear Systems with Random Inputs ProblemsAppendix A: Evaluation of Gaussian Probabilities A.l Q Function Evaluation A.2 Inverse Q FunctionAppendix B: Sum of N Uniform Random VariablesAppendix C: Moments of Random VariablesAppendix D: Matrix NotationAppendix E: Mathematical Quantities E.l Trigonometric Identities E.2 Indefinte Integrals E.3 Definite Integrals E.4 Series E.5 Fourier TransformsBibliographyAnswers to Selected ProblemsIndex

Additional information

CIN0124186602G
9780124186606
0124186602
Random Signal Analysis in Engineering Systems by John Komo
Used - Good
Hardback
Elsevier Science Publishing Co Inc
19870928
316
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in good condition, but if you are not entirely satisfied please get in touch with us

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