Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications (2012)

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Probability, Random Variables, and Random Processes: Theory and Signal Processing Applications (2012)

by John J. Shynk, Wiley-Interscience, 2012.

Publisher's description: This book is aimed at graduate level, and is written, as the subtitle states, with Signal Processing applications in mind. The book is designed for first-year graduate students -- the author explains in the preface that the goal is to provide a more rigorous mathematical framework for the subject, compared to most undergraduate textbooks. Several examples are provided along the text, but there are also four additional chapters (available at the publisher's website) with examples of applications: Communications and Information Theory, Optimal Filtering, Adaptive Filtering, and Equalization, Beamforming, and Direction Finding.

More details can be found at the book's website.

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