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Random Processes: Filtering, Estimation, and Detection, by Lonnie C. Ludeman
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An understanding of random processes is crucial to many engineering fields-including communication theory, computer vision, and digital signal processing in electrical and computer engineering, and vibrational theory and stress analysis in mechanical engineering. The filtering, estimation, and detection of random processes in noisy environments are critical tasks necessary in the analysis and design of new communications systems and useful signal processing algorithms. Random Processes: Filtering, Estimation, and Detection clearly explains the basics of probability and random processes and details modern detection and estimation theory to accomplish these tasks.
In this book, Lonnie Ludeman, an award-winning authority in digital signal processing, joins the fundamentals of random processes with the standard techniques of linear and nonlinear systems analysis and hypothesis testing to give signal estimation techniques, specify optimum estimation procedures, provide optimum decision rules for classification purposes, and describe performance evaluation definitions and procedures for the resulting methods. The text covers four main, interrelated topics:
* Probability and characterizations of random variables and random processes
* Linear and nonlinear systems with random excitations
* Optimum estimation theory including both the Wiener and Kalman Filters
* Detection theory for both discrete and continuous time measurements
Lucid, thorough, and well-stocked with numerous examples and practice problems that emphasize the concepts discussed, Random Processes: Filtering, Estimation, and Detection is an understandable and useful text ideal as both a self-study guide for professionals in the field and as a core text for graduate students.
- Sales Rank: #3438711 in Books
- Published on: 2003-01-06
- Original language: English
- Number of items: 1
- Dimensions: 9.51" h x 1.30" w x 6.28" l, 2.20 pounds
- Binding: Hardcover
- 632 pages
Review
"The reader will find an excellent presentation ranging from the basic concepts of probability theory to the advanced topics of RP, filtering, estimation and detection." (IIE Transactions on Operations Engineering)
From the Back Cover
About the Author
LONNIE C. LUDEMAN, PhD, received his doctorate from Arizona State University and is Professor Emeritus of electrical and computer engineering at New Mexico State University. In 1993, he was a Fulbright Scholar at the Aristotle University in Thessaloniki, Greece. He is the author of Fundamentals of Digital Signal Processing, which won Choice magazine's award for Outstanding Engineering Book of the Year.
Most helpful customer reviews
1 of 1 people found the following review helpful.
Way to many errors
By J. Pennington
This book has an excellent choice of topics, use of figures, and numerous well presented examples. It would be an excellent book, except it has so many errors it is almost useless. I am working though the early chapters and examples as a refresher, since I am familiar already with this material, and have found errors in almost every section. Often the errors are subtle, an exponent missing here or an incorrect integration bound there, including in key equations, making them very difficult to find if you don't already know the material and are willing to work through it in detail. I have completely lost confidence in the book. When I go to later chapters, which are new material to me, I never know if my misunderstanding is the result of my missing something or Ludeman's unbelievably sloppy production. Hopefully he will come out with a second edition, and actually bother to proofread it.
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