Stationary stochastic processes for scientists and engineers
Book, 2014

Stochastic processes are indispensable tools for development and research in signal and image processing, automatic control, oceanography, structural reliability, environmetrics, climatology, econometrics, and many other areas of science and engineering. Suitable for a one-semester course, Stationary Stochastic Processes for Scientists and Engineers teaches students how to use these processes efficiently. Carefully balancing mathematical rigor and ease of exposition, the book provides students with a sufficient understanding of the theory and a practical appreciation of how it is used in real-life situations. Special emphasis is on the interpretation of various statistical models and concepts as well as the types of questions statistical analysis can answer.

linear filter

Wiener filter

Kalman filter

spectral density

ARMA and Garch models

covariance function

Author

Georg Lindgren

Holger Rootzen

Chalmers, Mathematical Sciences, Mathematical Statistics

University of Gothenburg

Maria Sandsten

Areas of Advance

Information and Communication Technology

Building Futures (2010-2018)

Energy

Roots

Basic sciences

Subject Categories

Probability Theory and Statistics

ISBN

978-1-4665-8618-5

More information

Created

10/7/2017