Random signal processing

Author: Lu Guanghua
Publisher:
Publish Date: 2002-10-01
Features: Random signal processing is an important branch of information science and technology. This book systematically and deeply introduces various theories and methods of random signal processing. The content mainly includes discrete random signals of stationary signals, Wiener filtering, Kalman filtering, adaptive filtering, power spectral estimation, as well as time-frequency representation and time-frequency distribution, which are specifically studied for non-stationary random signals. This book is primarily designed for master's students who have taken the "Digital Signal Processing" course, for the "Random Signal Processing" course. It is also suitable for a wide range of science and technology workers for self-study and further study.