Random Processes for Engineers: A Primer - Brossura

Snider, Arthur David

Brossura

ISBN 10: 0367656353 ISBN 13: 9780367656355

Casa editrice: CRC Press, 2020

Riassunto

This book offers an intuitive approach to random processes and educates the reader on how to interpret and predict their behavior. Premised on the idea that new techniques are best introduced by specific, low-dimensional examples, the mathematical exposition is easier to comprehend and more enjoyable, and it motivates the subsequent generalizations. It distinguishes between the science of extracting statistical information from raw data--e.g., a time series about which nothing is known a priori--and that of analyzing specific statistical models, such as Bernoulli trials, Poisson queues, ARMA, and Markov processes. The former motivates the concepts of statistical spectral analysis (such as the Wiener-Khintchine theory), and the latter applies and interprets them in specific physical contexts. The formidable Kalman filter is introduced in a simple scalar context, where its basic strategy is transparent, and gradually extended to the full-blown iterative matrix form.

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Informazioni sull?autore

Dr. Arthur David Snider has over fifty years of experience in modeling physical systems in the areas of heat transfer, electromagnetics, microwave circuits, and orbital mechanics, as well as the mathematical areas of numerical analysis, signal processing, differential equations, and optimization. He holds degrees in both mathematics (BS, MIT, PhD, NYU) and physics (MA, Boston U), and he is a registered professional engineer. He served for forty-five years on the faculties of mathematics, physics, and electrical engineering at the University of South Florida after working for five years as a systems analyst at MIT's Draper Instrumentation Lab. He consults in many industries in Florida and has published five other textbooks in applied mathematics.

Dettagli dell?edizione

• Editore: CRC Press
• Data di pubblicazione: 2020
• Lingua: Inglese
• ISBN 10: 0367656353
• ISBN 13: 9780367656355
• Rilegatura: Copertina flessibile
• Numero edizione: 1
• Numero di pagine: 195
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile