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TABLE OF CONTENTS
Preface.
Review.
1. Random Processes: Basic Concepts, Properties.
2. Stationary Random Processes: Covariance and Spectrum.
3. Response of Linear Systems to Random Inputs: Discrete-Time Models.
4. Response of Linear Systems to Random Inputs: Continuous-Time Models.
5. Time Averages and the Ergodic Principle.
6. Sampling Principle and Interpolation.
7. Simulation of Random Processes.
8. Random Fields.
9. Linear Filtering Theory.
Index.
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Presents the theoretical framework fundamental to the processing of random signals and data. Centered on the concepts of stationarity, correlation and spectrum, including the Ergodic Principle and the Sampling Principle, and the principles of digital computer simulation of random processes.
--FROM THE PUBLISHER
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