Random Processes for Engineers: A Primer

ISBN-13: 9780367656355 / Angielski / Miękka / 2020 / 195 str.

Arthur David Snider

Opis

This book discusses the statistical description of processes, including an extensive review of probability and statistics and the analysis of raw data using spectral methods. Various theoretical models (ARMA, Bernoulli, shot, Markov, and random walks) are explored, as well as techniques that are used for prediction—least mean-squared error, Wien

Spis treści

Probability Basics. Random Processes. Analysis of Raw Data. Models for Random Processes. Least Mean-Square Error Predictors. The Kalman Filter.

O autorze

Dr. Arthur David Snider has over fifty years of experience in modeling physical systems in the areas of heat transfer, electromagnetics, microwave circuits, and orbital mechanics, as well as the mathematical areas of numerical analysis, signal processing, differential equations, and optimization. He holds degrees in both mathematics (BS, MIT, PhD, NYU) and physics (MA, Boston U), and he is a registered professional engineer. He served for forty-five years on the faculties of mathematics, physics, and electrical engineering at the University of South Florida after working for five years as a systems analyst at MIT's Draper Instrumentation Lab. He consults in many industries in Florida and has published five other textbooks in applied mathematics.