A First Course in Statistics for Signal Analysis

This essentially self-contained, deliberately compact, and user-friendly textbook is designed for a first, one-semester course in statistical signal analysis for a broad audience of students in engineering and the physical sciences. The emphasis throughout is on fundamental concepts and relationships in the statistical theory of stationary random signals, explained in a concise, yet fairly rigorous presentation. Topics and Features: Fourier series and transformsfundamentally important in random signal analysis and processingare developed from scratch, emphasizing the time-domain vs. frequency-domain duality; Basic concepts of probability theory, laws of large numbers, the central limit theorem, and statistical parametric inference procedures are presented so that no prior knowledge of probability and statistics is required; the only prerequisite is a basic twothree semester calculus sequence; Computer simulation algorithms of stationary random signals with a given power spectrum density; Complementary bibliography for readers who wish to pursue the study of random signals in greater depth; Many diverse examples and end-of-chapter problems and exercises. Developed by the author over the course of many years of classroom use, A First Course in Statistics for Signal Analysis, Second Edition may be used by junior/senior undergraduates or graduate students in electrical, systems, computer, and biomedical engineering, as well as the physical sciences. The work is also an excellent resource of educational and training material for scientists and engineers working in research laboratories. This third edition contains two additional chapters that present wavelets and the uncertainty principle, and the forecasting problems for stationary time series. These two topics are essential for students to attain a deeper understanding of statistical analysis of random signals. Reviews from previous editions: A First Course in Statistics for Signal Analysis is a small, dense, and inexpensive book that covers exactly what the title says: statistics for signal analysis. The book has much to recommend it. The author clearly understands the topics presented. The topics are covered in a rigorous manner, but not so rigorous as to be ostentatious. JASA (Review of the First Edition) This is a nicely written self-contained book and it is a good candidate for adoption as a textbook for upper-level undergraduate and even for a graduate course for engineering and physical sciences students. I have no hesitation in recommending it as a textbook for the targeted course and audience. Technometrics, Vol. 53 (4), November, 2011 (Review of the Second Edition).