Random Signals and Noise - A Mathematical Introduction

• Provides a solid introduction to the physical and mathematical fundamentals of noise
• Uses a careful treatment of the mathematics to build a strong understanding without being overwhelmingly rigorous
• Examines both the fundamental theory and physical sources of noise
• Covers critical topics such as the Fourier transform as well as modern and often-ignored topics like spread spectrum
• Incorporates MATLAB® into the discussion and the problems
• Includes numerous examples, exercises, and case studies

Understanding the nature of random signals and noise is critically important for detecting signals and for reducing and minimizing the effects of noise in applications such as communications and control systems. Outlining a variety of techniques and explaining when and how to use them, Random Signals and Noise: A Mathematical Introduction focuses on applications and practical problem solving rather than probability theory.

A Firm Foundation

Before launching into the particulars of random signals and noise, the author outlines the elements of probability that are used throughout the book and includes an appendix on the relevant aspects of linear algebra. He offers a careful treatment of Lagrange multipliers and the Fourier transform, as well as the basics of stochastic processes, estimation, matched filtering, the Wiener-Khinchin theorem and its applications, the Schottky and Nyquist formulas, and physical sources of noise.

Practical Tools for Modern Problems

Along with these traditional topics, the book includes a chapter devoted to spread spectrum techniques. It also demonstrates the use of MATLAB® for solving complicated problems in a short amount of time while still building a sound knowledge of the underlying principles.

A self-contained primer for solving real problems, Random Signals and Noise presents a complete set of tools and offers guidance on their effective application.