Probabilistic Methods of Signal and System Analysis (The Oxford Series in Electrical and Computer Engineering) Book

Probabilistic Methods of Signal and System Analysis, Third Edition, provides an introduction to the applications of probability theory to the solution of problems arising in the analysis of signals and systems. Since its original publication in 1971, this text has been a standard for signals and systems courses that emphasize probability.

The new edition incorporates a much greater use of the computer in examples and problems. It increases the number and variety of examples, such as estimating the parameters of random processes and processing them through linear systems. In this edition, the use of the computer is introduced both in text examples and in selected problems. The computer examples are carried out using MATLAB. A number of new sections have been added relating to Benoulli trials, correclation of data sets, smoothing of data, computer computation of correlation functions and spectral densities and system simulation. Virtually all of the examples have been modified or changed, many of the problems have been modified and a number of new problems have been added. A separate Appendix is included that discusses and illustrates the application of computers to signal and system analysis.

It is written as a textbook appropriate for engineering students at the junior or senior level. However, it may also serve graduate students and engineers as a review of topics previously encountered, albeit from scattered sources.