The techniques used for the extraction of information from received
or ob served signals are applicable in many diverse areas such as
radar, sonar, communications, geophysics, remote sensing,
acoustics, meteorology, med ical imaging systems, and electronics
warfare. The received signal is usually disturbed by thermal,
electrical, atmospheric, channel, or intentional inter ferences.
The received signal cannot be predicted deterministically, so that
statistical methods are needed to describe the signal. In general,
therefore, any received signal is analyzed as a random signal or
process. The purpose of this book is to provide an elementary
introduction to random signal analysis, estimation, filtering, and
identification. The emphasis of the book is on the computational
aspects as well as presentation of com mon analytical tools for
systems involving random signals. The book covers random processes,
stationary signals, spectral analysis, estimation, optimiz ation,
detection, spectrum estimation, prediction, filtering, and
identification. The book is addressed to practicing engineers and
scientists. It can be used as a text for courses in the areas of
random processes, estimation theory, and system identification by
undergraduates and graduate students in engineer ing and science
with some background in probability and linear algebra. Part of the
book has been used by the author while teaching at State University
of New York at Buffalo and California State University at Long
Beach. Some of the algorithms presented in this book have been
successfully applied to industrial projects."
General
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