Introduction to Random Processes in Engineering
@inproceedings{Balakrishnan1995IntroductionTR, title={Introduction to Random Processes in Engineering}, author={A. Balakrishnan}, year={1995} }
Review. Random Processes: Basic Concepts, Properties. Stationary Random Processes: Covariance and Spectrum. Response of Linear Systems to Random Inputs: Discrete--Time Models. Response of Linear Systems to Random Inputs: Continuous--Time Models. Time Averages and the Ergodic Principle. Sampling Principle and Interpolation. Simulation of Random Processes. Random Fields. Linear Filtering Theory. Problems. Notes and Comments. References. Index.
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