This book presents a clear introduction to the concept of stochastic processes and its applications to random signals and noise. It has on one hand a firm mathematical foundation for senior undergraduates and graduates, and on the other hand it introduces practical subjects and applications that practicing engineers will find useful. The book is written by an electrical engineer, and the examples are taken from that discipline. It considers the basic definitions of probability density functions and describes stochastic processes in the frequency domain. The book illustrates theoretical...
This book presents a clear introduction to the concept of stochastic processes and its applications to random signals and noise. It has on one hand a ...