Random Processes for Engineers: A Primer

Arthur David Snider

ISBN 10: 0367656353 / ISBN 13: 9780367656355

Published by Taylor & Francis Ltd, 2020

About this Item

2020. 1st Edition. Paperback. . . . . .

Seller Inventory # V9780367656355

Bibliographic Details

• Title: Random Processes for Engineers: A Primer
• Publisher: Taylor & Francis Ltd
• Publication Date: 2020
• Language: English
• ISBN 10: 0367656353
• ISBN 13: 9780367656355
• Binding: Soft cover
• Edition: 1st Edition
• Condition: New

About this title

Synopsis

This book offers an intuitive approach to random processes and educates the reader on how to interpret and predict their behavior. Premised on the idea that new techniques are best introduced by specific, low-dimensional examples, the mathematical exposition is easier to comprehend and more enjoyable, and it motivates the subsequent generalizations. It distinguishes between the science of extracting statistical information from raw data--e.g., a time series about which nothing is known a priori--and that of analyzing specific statistical models, such as Bernoulli trials, Poisson queues, ARMA, and Markov processes. The former motivates the concepts of statistical spectral analysis (such as the Wiener-Khintchine theory), and the latter applies and interprets them in specific physical contexts. The formidable Kalman filter is introduced in a simple scalar context, where its basic strategy is transparent, and gradually extended to the full-blown iterative matrix form.

About the Author

Dr. Arthur David Snider has over fifty years of experience in modeling physical systems in the areas of heat transfer, electromagnetics, microwave circuits, and orbital mechanics, as well as the mathematical areas of numerical analysis, signal processing, differential equations, and optimization. He holds degrees in both mathematics (BS, MIT, PhD, NYU) and physics (MA, Boston U), and he is a registered professional engineer. He served for forty-five years on the faculties of mathematics, physics, and electrical engineering at the University of South Florida after working for five years as a systems analyst at MIT's Draper Instrumentation Lab. He consults in many industries in Florida and has published five other textbooks in applied mathematics.