Appropriate for upper-level undergraduates and graduate students, this volume addresses the fundamental concepts of martingales, stochastic integrals, and estimation. Written by an engineer for engineers, it emphasizes applications. Many theorems feature heuristic proofs; others…
Designed to offer a broad perspective on spectral estimations techniques and their implementation, this text provides theoretical background and review material in linear systems, Fourier transforms, matrix algebra, random processes, and statistics. 1987 edition Digital Spectra…