Random Signals and Noise

Providing an introduction that is at once mathematical and intuitive, Random Signals and Noise allows readers to learn the theory through expository sections and examples. This book contains a chapter on spread spectrum techniques, a concise explanation of the physical origins of shot and thermal noise, an extensive explanation and use of the method of Lagrange multipliers, and a careful presentation of the Fourier transform. Assuming the reader has some background in calculus, it also offers reviews of probability and linear algebra. This textbook is intended for a first course in random signals and noise, includes examples, homework problems, case studies, and offers a solutions manual with qualifying course adoptions.

Shlomo Engelberg

Elementary Probability Theory. An Introduction to Stochastic Processes. The Weak Law of Large Numbers. The Central Limit Theorem. Extrema and the Method of Lagrange Multipliers. The Matched Filter for Stationary Noise. Fourier Series and Transforms. The Wiener-Khinchin Theorem and Applications. Spread Spectrum. More about the Autocorrelation and the PSD. Wiener Filters. Appendix: A Brief Overview of Linear Algebra. Bibliography. Index.