Probability, random processes, and estimation theory for engineers:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Englewood Cliffs, NJ
Prentice Hall
1994
|
| Edition: | 2. ed. |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XIV, 618 S. graph. Darst. 1 Diskette, 3,5" |
| ISBN: | 0137287917 |
Staff View
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV010009791 | ||
| 003 | DE-604 | ||
| 005 | 19950426 | ||
| 007 | t | ||
| 008 | 950127s1994 d||| |||| 00||| eng d | ||
| 020 | |a 0137287917 |9 0-13-728791-7 | ||
| 035 | |a (OCoLC)632986228 | ||
| 035 | |a (DE-599)BVBBV010009791 | ||
| 040 | |a DE-604 |b ger |e rakddb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-945 |a DE-91 |a DE-91G |a DE-29T |a DE-634 | ||
| 084 | |a QH 230 |0 (DE-625)141545: |2 rvk | ||
| 084 | |a SK 800 |0 (DE-625)143256: |2 rvk | ||
| 084 | |a MAT 600f |2 stub | ||
| 100 | 1 | |a Stark, Henry |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Probability, random processes, and estimation theory for engineers |c Henry Stark ; John W. Woods |
| 250 | |a 2. ed. | ||
| 264 | 1 | |a Englewood Cliffs, NJ |b Prentice Hall |c 1994 | |
| 300 | |a XIV, 618 S. |b graph. Darst. |e 1 Diskette, 3,5" | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 650 | 0 | 7 | |a Schätztheorie |0 (DE-588)4121608-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Wahrscheinlichkeit |0 (DE-588)4137007-7 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Statistik |0 (DE-588)4056995-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Signalverarbeitung |0 (DE-588)4054947-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Wahrscheinlichkeitsrechnung |0 (DE-588)4064324-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Schätztheorie |0 (DE-588)4121608-8 |D s |
| 689 | 0 | |5 DE-604 | |
| 689 | 1 | 0 | |a Stochastischer Prozess |0 (DE-588)4057630-9 |D s |
| 689 | 1 | |5 DE-604 | |
| 689 | 2 | 0 | |a Wahrscheinlichkeitsrechnung |0 (DE-588)4064324-4 |D s |
| 689 | 2 | |5 DE-604 | |
| 689 | 3 | 0 | |a Signalverarbeitung |0 (DE-588)4054947-1 |D s |
| 689 | 3 | 1 | |a Wahrscheinlichkeit |0 (DE-588)4137007-7 |D s |
| 689 | 3 | 2 | |a Statistik |0 (DE-588)4056995-0 |D s |
| 689 | 3 | |8 1\p |5 DE-604 | |
| 700 | 1 | |a Woods, John W. |e Verfasser |4 aut | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006636780&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-006636780 | ||
| 883 | 1 | |8 1\p |a cgwrk |d 20201028 |q DE-101 |u https://d-nb.info/provenance/plan#cgwrk | |
Record in the Search Index
| _version_ | 1804124388966006784 |
|---|---|
| adam_text | Contents
Preface, xi
CHAPTER 1
Introduction to Probability, 1
1.1 Introduction: Why Study Probability? 1
1.2 The Different Kinds of Probability, 2
1.3 Sets, Fields, and Events, 5
1.4 Axiomatic Definition of Probability, 10
1.5 Joint, Conditional, and Total Probabilities; Independence, 13
1.6 Bayes Theorem and Applications, 19
1.7 Combinatorics, 21
1.8 Bernoulli Trials—Binomial and Multinomial Probability Laws, 28
1.9 Asymptotic Behavior of the Binomial Law: The Poisson Law, 36
1.10 Summary, 42
Problems, 42
References, 51
V
vi Contents
CHAPTER 2
Random Variables, 52
2.1 Introduction, 52
2.2 Definition of a Random Variable, 53
2.3 Probability Distribution Function, 56
2.4 Probability Density Function (pdf), 59
2.5 Continuous, Discrete, and Mixed Random Variables, 66
2.6 The Dirac Delta Function, 69
2.7 Conditional and Joint Distributions and Densities, 74
2.8 Failure Rates, 96
2.9 Summary, 99
Problems, 100
References, 104
Additional Reading, 105
CHAPTER 3
Functions of Random Variables, 106
3.1 Introduction, 106
3.2 Solving Problems of the Type Y = g(X), 110
3.3 Solving Problems of the Type Z = g(X, Y), 122
3.4 Solving Problems of the Type V = g(X, Y), W = h(X, Y), 141
3.5 Examples, 148
3.6 Summary, 152
Problems, 153
References, 158
Additional Reading, 158
CHAPTER 4
Averages, 160
4.1 Expected Value of a Random Variable, 160
4.2 Conditional Expectation, 170
4.3 Moments, 178
4.4 Chebyshev and Schwarz Inequalities, 194
4.5 Moment Generating Functions, 198
4.6 Chernoff Bound, 202
4.7 Characteristic Functions, 204
4.8 Summary, 218
Problems, 219
References, 225
Contents vii
CHAPTER 5
Vector Random Variables, 226
5.1 Joint Distributions and Densities, 226
5.2 Expectation of Random Vectors and Covariance Matrices, 231
5.3 Properties of Covariance Matrices, 233
5.4 Simultaneous Diagonalizations of Two Covariance Matrices and
Applications in Pattern Recognition, 237
5.5 The Multidimensional Gaussian Law, 248
5.6 Characteristic Functions of Random Vectors, 258
5.7 Summary, 263
Problems, 263
References, 267
CHAPTER 6
Estimation and Decision Theory I, 269
6.1 Parameter Estimation, 270
6.2 Confidence Intervals, 275
6.3 Estimation of Vector Means and Covariance Matrices, 280
6.4 Maximum Likelihood Parameter Estimation, 284
6.5 Linear Estimation of Vector Parameters, 288
6.6 Optimal Properties of Least Squares Estimators; The Gauss Markov
Theorem, 292
6.7 Estimation of Random Variables, 296
6.8 Decision Theory: The Bayesian Approach, 303
6.9 Summary, 312
Problems, 313
References, 317
CHAPTER 7
Random Sequences, 318
7.1 Basic Concepts, 318
7.2 Basic Principles of Discrete Time Linear Systems, 336
7.3 Random Sequences and Linear Systems, 341
7.4 Convergence of Random Sequences, 348
7.5 Laws of Large Numbers, 357
7.6 Summary, 362
Problems, 362
References, 370
viii Contents
CHAPTER 8
Random Processes, 371
8.1 Definitions, 372
8.2 Some Important Random Processes, 376
8.3 Linear Systems with Random Inputs, 399
8.4 Classification of Random Processes, 404
8.5 Summary, 411
Problems, 412
References, 418
CHAPTER 9
Mean Square Calculus, 419
9.1 Continuity and Derivatives, 420
9.2 Stochastic Integrals, 433
9.3 Stochastic Differential Equations, 437
9.4 Ergodicity, 442
9.5 Karhunen Loeve Expansion, 450
9.6 Summary, 456
9.App Integral Equations, 457
Problems, 461
References, 466
CHAPTER 10
Stationary Processes and Sequences, 468
10.1 Power Spectral Density, 469
10.2 More on White Noise, 478
10.3 Stationary Process and Linear Systems, 480
10.4 WSS Random Sequences, 489
10.5 Estimation of Power Spectral Densities, 492
10.6 Vector Processes and State Equations, 511
10.7 Representation of Bandlimited and Periodic Processes, 519
10.8 Summary, 531
lO.App Residue Method for Inverse Fourier Transformation, 531
Problems, 538
References, 545
Contents be
CHAPTER 11
Estimation Theory II, 546
11.1 The Conditional Mean Revisited, 546
11.2 Orthogonality and Linear Estimation, 549
11.3 Innovations Sequences and Prediction, 557
11.4 Kalman Predictor and Filter, 563
11.5 Wiener Filters for Random Sequences, 573
11.6 Linear Estimation for Random Processes, 578
11.7 Summary, 594
Problems, 595
References, 599
APPENDIX
Review of Relevant Mathematics, 600
Index, 611
Information for Using the Program Disk, 619
|
| any_adam_object | 1 |
| author | Stark, Henry Woods, John W. |
| author_facet | Stark, Henry Woods, John W. |
| author_role | aut aut |
| author_sort | Stark, Henry |
| author_variant | h s hs j w w jw jww |
| building | Verbundindex |
| bvnumber | BV010009791 |
| classification_rvk | QH 230 SK 800 |
| classification_tum | MAT 600f |
| ctrlnum | (OCoLC)632986228 (DE-599)BVBBV010009791 |
| discipline | Mathematik Wirtschaftswissenschaften |
| edition | 2. ed. |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02184nam a2200529 c 4500</leader><controlfield tag="001">BV010009791</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">19950426 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">950127s1994 d||| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">0137287917</subfield><subfield code="9">0-13-728791-7</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)632986228</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV010009791</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakddb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-945</subfield><subfield code="a">DE-91</subfield><subfield code="a">DE-91G</subfield><subfield code="a">DE-29T</subfield><subfield code="a">DE-634</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QH 230</subfield><subfield code="0">(DE-625)141545:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">SK 800</subfield><subfield code="0">(DE-625)143256:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">MAT 600f</subfield><subfield code="2">stub</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Stark, Henry</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Probability, random processes, and estimation theory for engineers</subfield><subfield code="c">Henry Stark ; John W. Woods</subfield></datafield><datafield tag="250" ind1=" " ind2=" "><subfield code="a">2. ed.</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Englewood Cliffs, NJ</subfield><subfield code="b">Prentice Hall</subfield><subfield code="c">1994</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XIV, 618 S.</subfield><subfield code="b">graph. Darst.</subfield><subfield code="e">1 Diskette, 3,5"</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Schätztheorie</subfield><subfield code="0">(DE-588)4121608-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wahrscheinlichkeit</subfield><subfield code="0">(DE-588)4137007-7</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Statistik</subfield><subfield code="0">(DE-588)4056995-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Signalverarbeitung</subfield><subfield code="0">(DE-588)4054947-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Wahrscheinlichkeitsrechnung</subfield><subfield code="0">(DE-588)4064324-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Schätztheorie</subfield><subfield code="0">(DE-588)4121608-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="1" ind2="0"><subfield code="a">Stochastischer Prozess</subfield><subfield code="0">(DE-588)4057630-9</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="1" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="2" ind2="0"><subfield code="a">Wahrscheinlichkeitsrechnung</subfield><subfield code="0">(DE-588)4064324-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="2" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="689" ind1="3" ind2="0"><subfield code="a">Signalverarbeitung</subfield><subfield code="0">(DE-588)4054947-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2="1"><subfield code="a">Wahrscheinlichkeit</subfield><subfield code="0">(DE-588)4137007-7</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2="2"><subfield code="a">Statistik</subfield><subfield code="0">(DE-588)4056995-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="3" ind2=" "><subfield code="8">1\p</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Woods, John W.</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006636780&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-006636780</subfield></datafield><datafield tag="883" ind1="1" ind2=" "><subfield code="8">1\p</subfield><subfield code="a">cgwrk</subfield><subfield code="d">20201028</subfield><subfield code="q">DE-101</subfield><subfield code="u">https://d-nb.info/provenance/plan#cgwrk</subfield></datafield></record></collection> |
| id | DE-604.BV010009791 |
| illustrated | Illustrated |
| indexdate | 2024-07-09T17:44:53Z |
| institution | BVB |
| isbn | 0137287917 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-006636780 |
| oclc_num | 632986228 |
| open_access_boolean | |
| owner | DE-945 DE-91 DE-BY-TUM DE-91G DE-BY-TUM DE-29T DE-634 |
| owner_facet | DE-945 DE-91 DE-BY-TUM DE-91G DE-BY-TUM DE-29T DE-634 |
| physical | XIV, 618 S. graph. Darst. 1 Diskette, 3,5" |
| publishDate | 1994 |
| publishDateSearch | 1994 |
| publishDateSort | 1994 |
| publisher | Prentice Hall |
| record_format | marc |
| spelling | Stark, Henry Verfasser aut Probability, random processes, and estimation theory for engineers Henry Stark ; John W. Woods 2. ed. Englewood Cliffs, NJ Prentice Hall 1994 XIV, 618 S. graph. Darst. 1 Diskette, 3,5" txt rdacontent n rdamedia nc rdacarrier Schätztheorie (DE-588)4121608-8 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Wahrscheinlichkeit (DE-588)4137007-7 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Signalverarbeitung (DE-588)4054947-1 gnd rswk-swf Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf Schätztheorie (DE-588)4121608-8 s DE-604 Stochastischer Prozess (DE-588)4057630-9 s Wahrscheinlichkeitsrechnung (DE-588)4064324-4 s Signalverarbeitung (DE-588)4054947-1 s Wahrscheinlichkeit (DE-588)4137007-7 s Statistik (DE-588)4056995-0 s 1\p DE-604 Woods, John W. Verfasser aut HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006636780&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Stark, Henry Woods, John W. Probability, random processes, and estimation theory for engineers Schätztheorie (DE-588)4121608-8 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Wahrscheinlichkeit (DE-588)4137007-7 gnd Statistik (DE-588)4056995-0 gnd Signalverarbeitung (DE-588)4054947-1 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| subject_GND | (DE-588)4121608-8 (DE-588)4057630-9 (DE-588)4137007-7 (DE-588)4056995-0 (DE-588)4054947-1 (DE-588)4064324-4 |
| title | Probability, random processes, and estimation theory for engineers |
| title_auth | Probability, random processes, and estimation theory for engineers |
| title_exact_search | Probability, random processes, and estimation theory for engineers |
| title_full | Probability, random processes, and estimation theory for engineers Henry Stark ; John W. Woods |
| title_fullStr | Probability, random processes, and estimation theory for engineers Henry Stark ; John W. Woods |
| title_full_unstemmed | Probability, random processes, and estimation theory for engineers Henry Stark ; John W. Woods |
| title_short | Probability, random processes, and estimation theory for engineers |
| title_sort | probability random processes and estimation theory for engineers |
| topic | Schätztheorie (DE-588)4121608-8 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Wahrscheinlichkeit (DE-588)4137007-7 gnd Statistik (DE-588)4056995-0 gnd Signalverarbeitung (DE-588)4054947-1 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd |
| topic_facet | Schätztheorie Stochastischer Prozess Wahrscheinlichkeit Statistik Signalverarbeitung Wahrscheinlichkeitsrechnung |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=006636780&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT starkhenry probabilityrandomprocessesandestimationtheoryforengineers AT woodsjohnw probabilityrandomprocessesandestimationtheoryforengineers |