Discrete Random Signals and Statistical Signal Processing/Book [Pap/Dskt ed.] 0138521123, 9780138521127

675 174 67MB

English Pages 576 [749] Year 1992

Discrete Random Signals and Statistical Signal Processing/Book [Pap/Dskt ed.]
0138521123, 9780138521127

Author / Uploaded
Charles W. Therrien

Table of contents :
1. Introduction
2. Random Vectors
3. Random Processes
4. Second Moment Analysis
5. Linear Transformations
6. Estimation
7. Optimal Filtering
8. Linear Prediction
9. Linear Models
10. Spectrum Estimation

Appendices
A. Optimization of a quantity with respect to a vector parameter
B. Complex representation of bandpass signals and systems

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