Probabilistic Models in Engineering Sciences: 002 - Hardcover

Harold J. Larson

Hardcover

ISBN 10: 0894643738 ISBN 13: 9780894643736

Publisher: Krieger Publishing Company, 2006

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.

About this edition

• Publisher: Krieger Publishing Company
• Publication date: 2006
• ISBN 10: 0894643738
• ISBN 13: 9780894643736
• Binding: Hardcover
• Number of pages: 750