Random Signals for Engineers using MATLAB and Mathcad

Written for a one-semester course for undergraduate and beginning graduate students, this book is intended to provide the analytic and computational tools for processing random signals using linear systems, developing the underlying theory, developing applications, and making extensive use of examples. It covers such topics as set theory and an introduction to probability; random variables, distributions, and processes; random signals, spectral properties, and transformations; and filtering and detection theory. MATLAB is used to solve numerous problems throughout the text.