RANDOM SIGNALS AND NOISE - A MATHEMATICAL INTRODUCTION

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.