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Introduction to random processes in engineering /

Balakrishnan, A. V.

Introduction to random processes in engineering / A.V. Balakrishnan. - xiii, 402 pages : illustrations ; 23 cm

Includes bibliographical references and index.

Preface.
Review. 1. Random Processes: Basic Concepts, Properties. 2. Stationary Random Processes: Covariance and Spectrum. 3. Response of Linear Systems to Random Inputs: Discrete-Time Models. 4. Response of Linear Systems to Random Inputs: Continuous-Time Models. 5. Time Averages and the Ergodic Principle. 6. Sampling Principle and Interpolation. 7. Simulation of Random Processes. 8. Random Fields. 9. Linear Filtering Theory. Index.

0471745022 (paper)


Engineering--Statistical methods.
Stochastic processes.
Signal processing.

620.00151923 / B.A.I