This essentially self-contained, deliberately compact, and user-friendly
textbook is designed for a first, one-semester course in statistical signal
analysis for a broad audience of students in engineering and the physical
sciences. The emphasis throughout is on fundamental concepts and relationships
in the statistical theory of stationary random signals, explained in a concise,
yet fairly rigorous presentation.
Topics and Features:
* Fourier series and transforms"fundamentally important in random signal
analysis and processing"are developed from scratch, emphasizing the time-domain
vs. frequency-domain duality.
* Basic concepts of probability theory, laws of large numbers, the stability of
fluctuations law (central limit theorem), and statistical parametric inference
procedures are presented so that no prior knowledge of