Stationary Stochastic Processes for Scientists and Engineers - Couverture rigide

Lindgren, Georg; Rootzen, Holger; Sandsten, Maria

Couverture rigide

ISBN 10 : 1466586184 ISBN 13 : 9781466586185

Editeur : CRC Press Inc, 2013

Synopsis

Stochastic processes are indispensable tools for development and research in signal and image processing, automatic control, oceanography, structural reliability, environmetrics, climatology, econometrics, and many other areas of science and engineering. Suitable for a one-semester course, Stationary Stochastic Processes for Scientists and Engineers teaches students how to use these processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer.

The text first introduces numerous examples from signal processing, economics, and general natural sciences and technology. It then covers the estimation of mean value and covariance functions, properties of stationary Poisson processes, Fourier analysis of the covariance function (spectral analysis), and the Gaussian distribution. The book also focuses on input-output relations in linear filters, describes discrete-time auto-regressive and moving average processes, and explains how to solve linear stochastic differential equations. It concludes with frequency analysis and estimation of spectral densities.

With a focus on model building and interpreting the statistical concepts, this classroom-tested book conveys a broad understanding of the mechanisms that generate stationary stochastic processes. By combining theory and applications, the text gives students a well-rounded introduction to these processes. To enable hands-on practice, MATLAB^® code is available online.

A propos du livre

À propos de l'auteur

Georg Lindgren, Holger Rootzen, Maria Sandsten

À propos de la quatrième de couverture

Suitable for a one-semester course, this text teaches students how to use stochastic processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer. To enable hands-on practice, MATLAB® code is available online.

Détails de l'édition

• Éditeur: CRC Press Inc
• Date d'édition: 2013
• Langue: anglais
• ISBN 10: 1466586184
• ISBN 13: 9781466586185
• Reliure: Relié
• Numéro d'édition: 1
• Nombre de pages: 314
• Coordonnées du fabricant: non disponible
• Personne responsable: gpsr@libri.de; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Allemagne