Random Processes for Engineers: A Primer

ISBN-13: 9781498799034 / Angielski / Twarda / 2017 / 195 str.

Arthur David Snider

Opis

This book offers a simplified approach to random processes for the non-specialist and advises the reader on how to best predict its behavior, both from raw data and theoretical models. With a premise based on the idea that new techniques are best introduced by specific, low-dimensional examples, rather than attempting to strive for generality at the outset, the mathematics is easier to comprehend and more enjoyable. It distinguishes between the science of extracting statistical information from raw data - e.g., a time series about which nothing is known a priori - and that of analyzing specific statistical models. The former motivates the concepts of statistical spectral analysis (such as the Wiener-Khinchin theorem), and the latter applies and interprets them in specific physical contexts. The Kalman filter is regarded as formidable by most engineers because it is traditionally expostulated in full-blown matrix form. This book, however, introduces it in a very simple scalar context, where the basic strategy is transparent, as is its extension to the general case.

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.