Fundamentals of Random Signal Analysis (Second Edition)

Author: Wang Yongde Wang Jun
Publisher:
Publish Date: 2003-06-01
Features: This book primarily discusses the theoretical analysis and experimental methods of random signals (random processes) from an engineering application perspective. The book consists of eight chapters, covering the following content: methods for describing the two statistical characteristics of random signals, an introduction to digital features, including mean value, variance, correlation function, coherence function, power spectral density, higher-order spectra, and the theory of spectral correlation, as well as their experimental determination (estimation) methods; the variations in the statistical characteristics of random signals in linear and nonlinear systems; and some typical random signals in communication and electronic systems, such as white noise, narrowband random signals, Gaussian processes, and Markov processes.