Random Signals and Processes Primer with MATLAB

Annotation This book provides anyone needing a primer on random signals and processes with a highly accessible introduction to these topics. It assumes a minimal amount of mathematical background and focuses on concepts, related terms and interesting applications to a variety of fields. All of this is motivated by numerous examples implemented with MATLAB, as well as a variety of exercises at the end of each chapter This book provides anyone needing a primer on random signals and processes with a highly accessible introduction to these topics. It assumes a minimal amount of mathematical background and focuses on concepts, related terms and interesting applications to a variety of fields. All of this is motivated by numerous examples implemented with MATLAB. Provides a highly accessible introduction to the concepts and key terms related to random variables and processes; Assumes minimal mathematical background and gives simple explanations of key terms such as density, distribution, mean value, variance, correlation, autocorrelation, ergodicity, etc; Includes many examples and applications implemented in MATLAB Front Matter....Pages i-xviii Introduction to Sample Space and Probability....Pages 1-28 Random Variable....Pages 29-153 Multidimensional Random Variables....Pages 155-226 Normal Random Variable....Pages 227-295 Other Important Random Variables....Pages 297-369 Random Processes....Pages 371-446 Spectral Characteristics of Random Processes....Pages 447-507 Back Matter....Pages 509-528