This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: • Calculus of random processes in linear systems • Kalman and Wiener filtering • Hidden Markov models for statistical inference • The estimation maximization (EM) algorithm • An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book).
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Bruce Hajek has been an avid student, instructor, and user of probability theory for his entire career. He is the Mary Lou and Leonard C. Hoeft Chair of Engineering, Center for Advanced Study Professor of Electrical and Computer Engineering, and Professor in the Coordinated Science Laboratory at the University of Illinois. Among his many awards, he is a member of the US National Academy of Engineering and a recipient of the IEEE Koji Kobayashi Computers and Communications Award. He is co-author, with E. Wong, of the more advanced classic book, Stochastic Processes in Engineering Systems, 2nd edition (1985).
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hardcover. Condition: VERY GOOD. First Edition. First Edition. 2015. Very good condition. Name stamp inside front and rear endpages. Hardcover binding, clean and bright, solid and square. Very light edge, corner and shelf wear. No rips, tears, or stains. Illustrated. From the personal collection of a professor of Engineering & Computer Science. A rigorous yet accessible engineering textbook introducing random processes and probabilistic methods used in modern system analysis and design. Ships from USA, quickly & with care. _______________________________________________________________________________________________________________________ ______ SYNOPSIS & HISTORY: This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students learn to manage the complexity of randomness through simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Topics include calculus of random processes in linear systems, Kalman and Wiener filtering, hidden Markov models for statistical inference, the estimation maximization algorithm, and an introduction to martingales and concentration inequalities. Key concepts are reinforced through more than 100 worked examples and 300 thoroughly tested homework problems, half of which are solved in detail at the end of the book. Seller Inventory # 0VGsam012826G12
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Condition: New. An engaging introduction to the critical tools needed to design and evaluate engineering systems operating in uncertain environments. Num Pages: 432 pages, 130 b/w illus. 1 table 307 exercises. BIC Classification: PBT; TBJ. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 255 x 183 x 23. Weight in Grams: 980. . 2015. 1st Edition. Hardcover. . . . . Seller Inventory # V9781107100121
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Hardback. Condition: New. 1st. This engaging introduction to random processes provides students with the critical tools needed to design and evaluate engineering systems that must operate reliably in uncertain environments. A brief review of probability theory and real analysis of deterministic functions sets the stage for understanding random processes, whilst the underlying measure theoretic notions are explained in an intuitive, straightforward style. Students will learn to manage the complexity of randomness through the use of simple classes of random processes, statistical means and correlations, asymptotic analysis, sampling, and effective algorithms. Key topics covered include: . Calculus of random processes in linear systems . Kalman and Wiener filtering . Hidden Markov models for statistical inference . The estimation maximization (EM) algorithm . An introduction to martingales and concentration inequalities. Understanding of the key concepts is reinforced through over 100 worked examples and 300 thoroughly tested homework problems (half of which are solved in detail at the end of the book). Seller Inventory # LU-9781107100121
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Condition: New. An engaging introduction to the critical tools needed to design and evaluate engineering systems operating in uncertain environments. Num Pages: 432 pages, 130 b/w illus. 1 table 307 exercises. BIC Classification: PBT; TBJ. Category: (P) Professional & Vocational; (U) Tertiary Education (US: College). Dimension: 255 x 183 x 23. Weight in Grams: 980. . 2015. 1st Edition. Hardcover. . . . . Books ship from the US and Ireland. Seller Inventory # V9781107100121
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