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An Introduction to the Theory of Random Signals and Noise

Cover Image Copyright Year: 1987
Author(s): Wilbur B. Davenport; William L. Root
Publisher: Wiley-IEEE Press
Content Type : Books & eBooks
Topics: Signal Processing & Analysis
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Abstract

This "bible" of a whole generation of communications engineers was originally published in 1958. The focus is on the statistical theory underlying the study of signals and noises in communications systems, emphasizing techniques as well s results. End of chapter problems are provided. Sponsored by: IEEE Communications Society

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      Frontmatter

      Page(s): i - xiii
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      The prelims comprise:
      Half Title
      IEEE Press Books Page
      Title
      IEEE Press Board Page
      Copyright
      Contents
      Preface to the IEEE Press Edition
      Preface
      Errata View full abstract»

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      Introduction

      Page(s): 1 - 4
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      Communications Systems and Statistics
      The Book View full abstract»

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      Probability

      Page(s): 5 - 18
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      Introduction
      Fundamentals
      Joint Probabilities
      Conditional Probabilities
      Statistical Independence
      Examples
      Problems View full abstract»

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      Random Variables and Probability Distributions

      Page(s): 19 - 44
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      Definitions
      Probability Distribution Functions
      Discrete Random Variables
      Continuous Random Variables
      Statistically Independent Random Variables
      Functions of Random Variables
      Random Processes
      Problems View full abstract»

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      Averages

      Page(s): 45 - 75
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      Statistical Averages
      Moments
      Characteristic Functions
      Correlation
      Correlation Functions
      Convergence
      Integrals of Random Processes
      Time Averages
      Problems View full abstract»

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      Sampling

      Page(s): 76 - 86
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      Introduction
      The Sample Mean
      Convergence of the Sample Mean
      The Central Limit Theorem
      Relative Frequency
      Problems View full abstract»

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      Spectral Analysis

      Page(s): 87 - 111
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      Introduction
      The Spectral Density of a Periodic Function
      Spectral Density of a Periodic Random Process
      Orthogonal Series Expansion of a Random Process
      Spectral Density for an Arbitrary Function
      Spectral Analysis of a Wide-sense Stationary Random Process
      Cross-spectral Densities
      Problems View full abstract»

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      Shot Noise

      Page(s): 112 - 144
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      Electronics Review
      The Probability Distribution of Electron-emission Times
      Average Current through a Temperature-limited Diode
      Shot-noise Spectral Density for a Temperature-limited Diode
      Shot-noise Probability Density for a Temperature-limited Diode
      Space-charge Limiting of Diode Current
      Shot Noise in a Space-charge-limited Diode
      Shot Noise in Space-charge-limited Triodes and Pentodes
      Problems View full abstract»

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      The Gaussian Process

      Page(s): 145 - 170
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      The Gaussian Random Variable
      The Bivariate Distribution
      The Multivariate Distribution
      The Gaussian Random Process
      The Narrow-band Gaussian Random Process
      Sine Wave Plus Narrow-band Gaussian Random Process
      Problems View full abstract»

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      Linear Systems

      Page(s): 171 - 203
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      Elements of Linear-system Analysis
      Random Inputs
      Output Correlation Functions and Spectra
      Thermal Noise
      Output Probability Distributions
      Problems View full abstract»

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      Noise Figure

      Page(s): 204 - 218
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      Definitions
      Noise Figure
      Cascaded Stages
      Example
      Problems View full abstract»

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      Optimum Linear Systems

      Page(s): 219 - 249
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      Introduction
      Smoothing and Predicting of Stationary Inputs Using the Infinite Past (Wiener Theory)
      Pure Prediction: Nondeterministic Processes
      Solution of the Equation for Predicting and Filtering
      Other Filtering Problems Using Least-mean-square Error Criterion Phillips' Least-mean-square Error Filter
      Smoothing and Predicting with a Finite Observation Time
      Maximizing Signal-to-noise Ratio: The Matched Filtert
      Problems View full abstract»

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      Nonlinear Devices: The Direct Method

      Page(s): 250 - 276
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      General Remarks
      The Square-law Detector
      The Square-law Detector: Signal-plus-Noise Input
      The Half-wave Linear Detector
      Problems View full abstract»

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      Nonlinear Devices: The Transform Method

      Page(s): 277 - 311
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      The Transfer Function
      vth-Law Devices
      The Output Autocorrelation Function, and Spectral Density
      The Output Spectral Density
      Narrow-band Inputs
      vth-Law Detectors
      Problems View full abstract»

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      Statistical Detection of Signals

      Page(s): 312 - 363
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This chapter contains sections titled:
      Application of Statistical Notions to Radio and Radar
      Testing of Statistical Hypotheses
      Likelihood Tests
      Statistical Estimation
      Communication with Fixed Signals in Gaussian Noise
      Signals with Unknown Parameters in Gaussian Noise
      Radar Signals in Gaussian Noise
      Problems View full abstract»

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      Appendix 1: The Impulse Function

      Page(s): 365 - 370
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This appendix contains sections titled:
      Definitions
      The Sifting Integral
      Fourier Transforms
      Derivatives of Impulse Functions View full abstract»

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      Appendix 2: Integral Equations

      Page(s): 371 - 382
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This appendix contains sections titled:
      Definitions
      Theorems
      Rational Spectra View full abstract»

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      Bibliography

      Page(s): 383 - 389
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This "bible" of a whole generation of communications engineers was originally published in 1958. The focus is on the statistical theory underlying the study of signals and noises in communications systems, emphasizing techniques as well s results. End of chapter problems are provided. Sponsored by: IEEE Communications Society View full abstract»

    • Full text access may be available. Click article title to sign in or learn about subscription options.

      Index

      Page(s): 391 - 393
      Copyright Year: 1987

      Wiley-IEEE Press eBook Chapters

      This "bible" of a whole generation of communications engineers was originally published in 1958. The focus is on the statistical theory underlying the study of signals and noises in communications systems, emphasizing techniques as well s results. End of chapter problems are provided. Sponsored by: IEEE Communications Society View full abstract»