Random Processes for Engineers: A Primer
暫譯: 工程師的隨機過程入門

Snider, Arthur David

Random Processes for Engineers: A Primer
  • 出版商: CRC
  • 出版日期: 2020-09-30
  • 售價: $2,790
  • 貴賓價: 9.5 折 $2,651
  • 語言: 英文
  • 頁數: 207
  • 裝訂: Quality Paper - also called trade paper
  • ISBN: 0367656353
  • ISBN-13: 9780367656355

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商品描述

This book offers an intuitive approach to random processes and educates the reader on how to interpret and predict their behavior. Premised on the idea that new techniques are best introduced by specific, low-dimensional examples, the mathematical exposition is easier to comprehend and more enjoyable, and it motivates the subsequent generalizations. It distinguishes between the science of extracting statistical information from raw data--e.g., a time series about which nothing is known a priori--and that of analyzing specific statistical models, such as Bernoulli trials, Poisson queues, ARMA, and Markov processes. The former motivates the concepts of statistical spectral analysis (such as the Wiener-Khintchine theory), and the latter applies and interprets them in specific physical contexts. The formidable Kalman filter is introduced in a simple scalar context, where its basic strategy is transparent, and gradually extended to the full-blown iterative matrix form.

商品描述(中文翻譯)

這本書提供了一種直觀的方法來理解隨機過程，並教育讀者如何解釋和預測其行為。基於這樣的理念：新技術最好通過具體的、低維度的範例來介紹，數學的闡述變得更容易理解且更具趣味性，並激發後續的概括。它區分了從原始數據中提取統計信息的科學——例如，對於一個時間序列，對其一無所知的情況下——以及分析特定統計模型的科學，如伯努利試驗、泊松排隊、ARMA 和馬爾可夫過程。前者激發了統計頻譜分析的概念（例如，維納-金欽理論），而後者則在特定的物理背景中應用和解釋這些概念。強大的卡爾曼濾波器在一個簡單的標量上下文中被引入，在這裡其基本策略是透明的，並逐漸擴展到完整的迭代矩陣形式。

作者簡介

Dr. Arthur David Snider has over fifty years of experience in modeling physical systems in the areas of heat transfer, electromagnetics, microwave circuits, and orbital mechanics, as well as the mathematical areas of numerical analysis, signal processing, differential equations, and optimization. He holds degrees in both mathematics (BS, MIT, PhD, NYU) and physics (MA, Boston U), and he is a registered professional engineer. He served for forty-five years on the faculties of mathematics, physics, and electrical engineering at the University of South Florida after working for five years as a systems analyst at MIT's Draper Instrumentation Lab. He consults in many industries in Florida and has published five other textbooks in applied mathematics.

作者簡介(中文翻譯)

亞瑟·大衛·斯奈德博士在熱傳遞、電磁學、微波電路和軌道力學等物理系統建模方面擁有超過五十年的經驗，並在數值分析、信號處理、微分方程和優化等數學領域也有深入的研究。他擁有數學（麻省理工學院學士、紐約大學博士）和物理（波士頓大學碩士）的學位，並且是一名註冊專業工程師。在麻省理工學院的德雷珀儀器實驗室擔任系統分析師五年後，他在南佛羅里達大學的數學、物理和電機工程系任教四十五年。他在佛羅里達州的多個行業提供諮詢服務，並出版了五本應用數學的教科書。

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