Field Guide to Probability, Random Processes, and Random Data Analysis

Developed in basic courses in engineering and science, mathematical theory usually involves deterministic phenomena. In practice, however, the input to a linear system, such as imaging or radar systems, can contain a “random” quantity that yields uncertainty about the output. Such systems must be treated by probabilistic rather than deterministic methods. For this reason, probability theory and random-process theory have become indispensable tools in the mathematical analysis of these kinds of engineering systems.
Topics included in this Field Guide are basic probability theory, random processes, random fields, and random data analysis.
Contents: Probability: One Random Variable - Conditional Probabilities - Probability: Two Random Variables - Sums of N Complex Random Variables - Random Processes - Random Fields - Transformations of Random Processes - Random Data Analysis