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Probability and Random Processes

With Applications to Signal Processing and Communications

Probability and Random Processes provides a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas… Read more

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Description

Probability and Random Processes provides a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course.

It includes unique chapters on narrowband random processes and simulation techniques. It also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Exceptional exposition and numerous worked out problems make the book extremely readable and accessible.

It is meant for practicing engineers as well as graduate students.

Key features

  • Exceptional exposition and numerous worked out problems make the book extremely readable and accessible
  • The authors connect the applications discussed in class to the textbook
  • The new edition contains more real world signal processing and communications applications
  • Includes an entire chapter devoted to simulation techniques

Readership

Graduate-level courses in the topic with secondary interest to professionals.

Table of contents

Preface

1. Introduction

2. Introduction to Probability Theory

3. Random Variables, Distributions and Density Functions

4. Operations on a Single Random Variable

5. Pairs of Random Variables

6. Multiple Random Variables

7. Random Sequences and Series

8. Random Processes

9. Markov Processes

10. Power Spectral Density

11. Random Processes in Linear Systems

12. Simulation Techniques
Appendix A
Appendix B
Appendix C
Appendix D
Appendix E
Appendix F

Review quotes

"...primarily focused toward undergraduate students in areas of electrical and computer engineering...the book is very well written and wasy to read and follow."—Ali Esmaili, in TECHNOMETRICS, VOL. 47, 2005

"...very well written...I think this is a highly valuable textbook that is very recommendable for students, researchers as well as practitioners interested in signal processing and communications."—Stefan Reh, Carnegie Mellon University

"...it is well written, providing the intended readership with tools and methods to study and solve problems concerning random signals and systems."—Evelyn Buckwar, Zentralblatt MATH Berlin

Product details

About the author

SM

Scott Miller

Affiliations and expertise
Texas A & M University

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