Random Signals: Detection, Estimation and Data Analysis

This treatise develops the theory of random processes and its application to the study of systems and the analysis of random data. It covers the fundamentals of random process models, the applications of probabilistic models and statistical estimation.
This treatise develops the theory of random processes and its application to the study of systems and the analysis of random data. The text covers three important areas: fundamentals and examples of random process models; application of probabilistic models - signal detection and filtering; and statistical estimation - the measurement and analysis of random data to determine the structure and parameter values of probabilistic models.