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

Kovacevic, Branko; Durovic, Zeljko

ISBN 10: 3540709908 / ISBN 13: 9783540709909

Published by Springer, 2008

About this Item

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Bibliographic Details

• Title: Fundamentals of Stochastic Signals, Systems and Estimation Theory: With worked Examples
• Publisher: Springer
• Publication Date: 2008
• Language: English
• ISBN 10: 3540709908
• ISBN 13: 9783540709909
• Binding: Hardcover
• Edition: 2nd Edition
• Condition: New

About this title

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.

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)