Random Signals and Systems - Tapa blanda

Presented here is the basic knowledge students require to design analog communications systems and linear control systems operating in an aleatory environment. It enables students to understand standard digital signal processing techniques, and is intended to prepare students for the increasingly high level of mathematical sophistication they will need to comprehend research papers in the IEEE Transcriptions and many other journals. In addition, there are discussions of Hilbert space, the Karhunen-Loeve expansion, the Gaussian distribution in one and two dimensions and finite length random sequences (accompanied by a computer program that generates them).