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English
Table of contents :
Generalized harmonic analysis
probability
Random variables, ensembles and distributions
Averages
The Poisson distribution, the normal density and other densities
Time averages and ensemble averages
Analytical determination of correlation functions
Measurement of correlation functions and probability densities
Sampling theory
Detection of a periodic signal in noise by correlation
Fundamental relations for a linear system
Optimum linear systems
Optimum filtering and prediction
Errors in optimum systems
Some problems in the theory of optimum systems
Representation of correlation functions by orthonormal functions
synthesis of linear systems by means of orthonormal functions