Random Signal Analysis and Processing

Author: Luo Pengfei
Publisher:
Publish Date: 2006-06-01
Features: This textbook organically integrates the content of random signal analysis, signal detection, and estimation, serving as a fundamental course for undergraduate students majoring in electronic information. The book emphasizes intuitive understanding of concepts, carefully designed simple and easy-to-understand examples to illustrate them. It also focuses on cultivating practical skills by introducing MATLAB-based statistical analysis methods, including probability distributions, estimation of digital characteristics, and providing numerous MATLAB implementation programs. Additionally, the textbook includes an introduction to the basic theory of Monte Carlo simulation and explains how to use Monte Carlo methods to simulate and analyze system performance. The book is divided into 9 chapters, covering topics such as the fundamentals of random variables, basic concepts of random processes, linear transformations of random processes, nonlinear transformations of random processes, narrowband random processes, Markov processes and Poisson processes, estimation theory, detection theory, and signal detection in noise. Each chapter is accompanied by exercises, computer assignments, and experiments. This textbook is suitable for undergraduate students majoring in electronic information in ordinary universities and colleges.