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Nonlinear Transformations of Random Processes


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English | November 8th, 2017 | ASIN: B077913PVY, ISBN: 0486818071, 1258437678 | 176 Pages | EPUB | 21.00 MB

This concise treatment of nonlinear noise techniques encountered in system applications is suitable for advanced undergraduates and graduate students. The book is also a valuable reference for systems analysts and communication engineers, as it discusses the basic mathematical theories of nonlinear transformations applied to random processes encountered in communications and control systems.

Prerequisites include a familiarity with statistics, probability, complex variables, and Fourier and Laplace transforms.
The first five chapters present specific classes of nonlinear devices and random processes that in combination lead to closed form solutions for the statistical properties of the transformed process. Subsequent chapters address techniques based on the use of series representations, general systematic approaches to the subject of nonlinear transformations of random processes, and sampling and quantizing a random process. A helpful Appendix features notes on hypergeometric functions.
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