Fundamentals Of Stochastic Signals, Systems And Estimation Theory 2Ed (Hb)
Language: English
Published by Springer Verlag, 2008
- Hardcover
- New
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- Title
- Fundamentals Of Stochastic Signals, Systems And Estimation Theory 2Ed (Hb)
- Author
- Kovacevic, Branko; Durovic, Zeljko, Ph.D.
- Publisher
- Springer Verlag
- Publication year
- 2008
- Condition
- New
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 3540709908
- ISBN 13
- 9783540709909
- Edition
- 2nd Edition
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.
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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)
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