Random Signals and Systems (Prentice Hall Signal Processing) - Hardcover
This is a comprehensive presentation of random signals and systems focusing on applications most often encountered in practice, which makes systematic use of geometrical methods, contains an extensive and systematic presentation of covariance matrices, includes a methodical discussion of Gaussian complex random vectors with comparison to the real case and features an elementary presentation of higher-order statistics such as polyspectra, using either moments or cumulants. Use is also made of Hilbert space concepts to clearly explain all the estimation problems by a unified geometrical procedure and provides an extensive and clear discussion of prediction problems, including a detailed analysis of predictable signals and innovations representation.
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- PublisherPrentice Hall
- Publication date1993
- ISBN 10 0137522703
- ISBN 13 9780137522705
- BindingHardcover
- Edition number1
- Number of pages512
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Random Signals and Systems (Prentice Hall Signal Processing)
Published by
Prentice Hall
(1993)
ISBN 10: 0137522703
ISBN 13: 9780137522705
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Hardcover
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