Random Signal Analysis in Engineering Systems

Random Signal Analysis in Engineering Systems

1st Edition - January 1, 1987

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  • Author: John Komo
  • eBook ISBN: 9780323156271

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Random Signal Analysis in Engineering Systems covers the concepts of probability, random variables, averages, simulation, and random signals. The book discusses set theory and probability; random variables and vectors; and the functions of random variables. The text also describes the statistical averages; simulation; statistical inference; and random processes. Undergraduate engineering students will find the book useful.

Table of Contents

  • Preface

    1 Set Theory and Probability

    1.1 Introduction

    1.2 Set Theory

    1.3 Probability Theory

    1.4 Conditional Probability and Statistical Independence


    2 Random Variables and Vectors

    2.1 Random Variables

    2.2 Gaussian Random Variable

    2.3 Other Random Variables

    2.4 Random Vectors

    2.5 Conditional Distribution and Density Functions


    3 Functions of Random Variables

    3.1 One-to-One Transformation of Random Variables

    3.2 One-to-One Transformation of Random Vectors

    3.3 Non-One-to-One Transformation

    3.4 Sum of Random Variables

    3.5 Special Transformations


    4 Statistical Averages

    4.1 Expected Value

    4.2 Characteristic Function

    4.3 Multiple Random Variables

    4.4 TV-Dimensional Gaussian

    4.5 Binary Communication Scheme

    4.6 Inequalities

    4.7 Central Limit Theorem


    5 Simulation

    5.1 Theoretical Histogram

    5.2 Pseudorandom Numbers

    5.3 Empirical Histogram

    5.4 Goodness of Fit

    5.5 Simulation Confidence Statements

    5.6 Correlated Random Variables


    6 Statistical Inference

    6.1 Sampling and Estimation

    6.2 Maximum Likelihood Estimation

    6.3 Sequential Estimation

    6.4 Random Parameter Estimation


    7 Random Processes

    7.1 Statistical Description

    7.2 Statistical Averages

    7.3 Spectral Density

    7.4 Linear Systems with Random Inputs


    Appendix A: Evaluation of Gaussian Probabilities

    A.l Q Function Evaluation

    A.2 Inverse Q Function

    Appendix B: Sum of N Uniform Random Variables

    Appendix C: Moments of Random Variables

    Appendix D: Matrix Notation

    Appendix E: Mathematical Quantities

    E.l Trigonometric Identities

    E.2 Indefinte Integrals

    E.3 Definite Integrals

    E.4 Series

    E.5 Fourier Transforms


    Answers to Selected Problems


Product details

  • No. of pages: 316
  • Language: English
  • Copyright: © Academic Press 1987
  • Published: January 1, 1987
  • Imprint: Academic Press
  • eBook ISBN: 9780323156271

About the Author

John Komo

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