Probabilistic Models in Engineering Sciences: 002 - Hardcover

Larson, Harold J.

 
9780894643736: Probabilistic Models in Engineering Sciences: 002

Synopsis

Deals with topics in the theory and applications of stochastic processes. The unifying theme is the Doob-Meyer decomposition of process types into their "signal" and "noise" components. Two types are considered. The first is a continuous path process, which leads to white Gaussian noise and the second is a point process which leads to the Poisson noise process. References are also made to the canonical state-space representation of a disturbed dynamic system.

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