Stationary stochastic processes for scientists and engineers
Bok, 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

Författare

Georg Lindgren

Holger Rootzen

Chalmers, Matematiska vetenskaper, matematisk statistik

Göteborgs universitet

Maria Sandsten

Styrkeområden

Informations- och kommunikationsteknik

Building Futures

Energi

Fundament

Grundläggande vetenskaper

Ämneskategorier

Sannolikhetsteori och statistik

ISBN

978-1-4665-8618-5