Fundamentals of Stochastic Signals, Systems and Estimation Theory: With worked Examples - Softcover

Kovacevic, Branko; Durovic, Zeljko

Softcover

ISBN 10: 364209001X ISBN 13: 9783642090011

Publisher: Springer, 2011

Synopsis

The main theme of this book deals with fundamental concepts underlying stochastic signal or linear stochastic systems, their modelling and analysis as well as model-based signal processing. Many examples are included to illustrate the concepts of this book.

About this title

Review

From the reviews of the second edition:

"In the present textbook basic concepts of linear stochastic systems, stochastic signals, modeling and analysis, as well as model-based signal processing are described using the transfer function model and the state space model. ... Many worked examples are given within the text. The book is suitable for undergraduate and graduate courses in the field of linear stochastic systems, signal processing and automatic control." (Kurt Marti, Zentralblatt MATH, Vol. 1156, 2009)

“The book presents the fundamentals of stochastic processes and systems, with emphasis on estimation theory. It is appropriate for both undergraduate and graduate students and for engineers in the fields of communications, signal processing, and automatic control. It contains several examples and experiments performed by using Matlab. ... Appendices on Laplace and Z-transforms, matrix analysis, and probability density functions and references end the book.”­­­ (Antonio Napolitano, Mathematical Reviews, Issue 2010 j)

Edition details

• Publisher: Springer
• Publication date: 2011
• Language: English
• ISBN 10: 364209001X
• ISBN 13: 9783642090011
• Binding: Paperback
• Edition number: 2
• Number of pages: 380