Introduction to Random Processes in Engineering

Dr. A. V. Balakrishnan is Professor of Electrical Engineering at University of California, Los Angeles.

Review.; Random Processes: Basic Concepts, Properties.; Stationary Random Processes: Covariance and Spectrum.; Response of Linear Systems to Random Inputs: Discrete--Time Models.; Response of Linear Systems to Random Inputs: Continuous--Time Models.; Time Averages and the Ergodic Principle.; Sampling Principle and Interpolation.; Simulation of Random Processes.; Random Fields.; Linear Filtering Theory.; Problems.; Notes and Comments.; References.; Index.