Random Signals for Engineers Using Matlab and Mathcad
Richard C. Jaffe
This introduction to random variables and signals is
intended to provide engineering students with the analytical and computational
tools for processing random signals using linear systems, developing the
underlying theory as well as applications and making extensive use of examples.
Computational aids, in particular, computer-based symbolic, the graphical and
numerical computation programs MATLAB(tm) and Mathcad(tm), are used throughout
for performing analytical manipulations and numerical calculations. The
accompanying CD-ROM provides MATLAB notebooks and Mathcad sheets used in the
examples to develop methods for processing random signals.
Intended for a one-semester course for undergraduates or beginning graduate students, the book covers such topics as: set theory and an introduction to probability; random variables, distributions, and processes; random signals, spectral properties, and transformations; and filtering, and detection theory.
The large number of worked examples together with the programming aids provided on the CD make the book eminently suited for self study as well as classroom use and includes a set of problems at the end of each chapter. Complete worked solutions to these problems are available.
Table of Contents
- Introduction to Sets and Probability.
- One Dimensional Random Variables.
- Operations on Random Numbers.
- Two Dimensional Random Variables.
- Random Processes.
- Transformation of Random Processes.
- Applications of Theory.
- Appendix A. Linear Signals and Systems B. Matlab and Mathcad C. Bibliography.