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Probability and Random Processes with Applications to Signal Processing

ISBN: 9780130200716 | 0130200719
Edition: 3rd
Format: Hardcover
Publisher: Prentice Hall
Pub. Date: 1/1/2002

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Provides users with an accessible, yet mathematically solid, treatment of probability and random processes. Many computer examples integrated throughout, including random process examples in MATLAB.Includes expanded discussions of fundamental principles, especially basic probability. Includes new problems which deal with applications of basic theoryin such areas as medical imaging, percolation theory in fractals, and generation of random numbers. Several new topics include Failure rates, the Chernoff bound, interval estimation and the Student t-distribution, and power spectral density estimation. Functions of Random Variables is included as a separate chapter. Mean square convergence and introduction of Martingales is covered in the latter half of the book.Provides electrical and computer engineers with a solid treatment of probability and random processes.

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