Probability, Random Variables, and Random Signal Principles, 4e

Written for junior and senior undergraduate and first-year graduate electrical engineering students, this book covers the theories of probability, random variables, and random signals, including the response of linear networks to random waveforms. Time domain descriptions of the concepts are introduced, followed by a thorough description of random signals using frequency domain. Practical applications are a key feature of this edition and include discussions of practical noise, a chapter on applications of the theory, and a chapter devoted to optimum networks when noise is present. Throughout the book there are examples and problems that use MATLAB.