Signals, Systems and Inference (Hardcover)

Alan V. Oppenheim, George C. Verghese

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商品描述

For upper-level undergraduate courses in deterministic and stochastic signals and system engineering

 

An Integrative Approach to Signals, Systems and Inference

Signals, Systems and Inference is a comprehensive text that builds on introductory courses in time- and frequency-domain analysis of signals and systems, and in probability. Directed primarily to upper-level undergraduates and beginning graduate students in engineering and applied science branches, this new textbook pioneers a novel course of study. Instead of the usual leap from broad introductory subjects to highly specialized advanced subjects, this engaging and inclusive text creates a study track for a transitional course. Properties and representations of deterministic signals and systems are reviewed and elaborated on, including group delay and the structure and behavior of state-space models.

 

The text also introduces and interprets correlation functions and power spectral densities for describing and processing random signals. Application contexts include pulse amplitude modulation, observer-based feedback control, optimum linear filters for minimum mean-square-error estimation, and matched filtering for signal detection. Model-based approaches to inference are emphasized, in particular for state estimation, signal estimation, and signal detection. The text explores ideas, methods and tools common to numerous fields involving signals, systems and inference: signal processing, control, communication, time-series analysis, financial engineering, biomedicine, and many others. Signals, Systems, and Inference  is a long-awaited and flexible text that can be used for a rigorous course in a broad range of engineering and applied science curricula.

商品描述(中文翻譯)

「信號、系統和推論:一種整合方法」是一本綜合性的教材,適用於高年級本科生的確定性和隨機信號與系統工程課程。本教材建立在信號和系統的時間域和頻率域分析以及概率的入門課程基礎上,主要針對工程和應用科學專業的高年級本科生和初級研究生,開創了一種新的學習方式。與通常從廣泛的入門科目跳躍到高度專業化的高級科目不同,這本引人入勝且包容性的教材為過渡課程創造了一個學習軌道。該教材回顧和詳細介紹了確定性信號和系統的特性和表示,包括群延遲、狀態空間模型的結構和行為等。

該教材還介紹和解釋了描述和處理隨機信號的相關函數和功率譜密度。應用背景包括脈衝幅度調製、基於觀察者的反饋控制、最小均方誤差估計的最佳線性濾波器以及信號檢測的匹配濾波器。教材強調基於模型的推論方法,特別是狀態估計、信號估計和信號檢測。該教材探討了在涉及信號、系統和推論的眾多領域中常見的思想、方法和工具:信號處理、控制、通信、時間序列分析、金融工程、生物醫學等等。這本期待已久且靈活的教材可以用於廣泛的工程和應用科學課程的嚴謹教學。