Probability for Electrical and Computer Engineers

Published:
January 23, 2004 by CRC Press - 328 Pages
Author(s):
Charles Therrien, Naval Postgraduate School, Monterey, California, USA; Murali Tummala, Naval Postgraduate School, Monterey, California, USA
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ISBN 9780849318849
Cat# 1884
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Features

  • Develops the ideas leading up to queueing theory
  • Presents elements of parameter estimation and their application to communication theory
  • Includes MATLAB functions
  • Provides numerous examples and problems, including computer projects
  • Offers an extensive set of lecture slides for download from www.crcpress.comA solutions manual is available with qualifying course adoptions.

    • Summary

    Scientists and engineers must use methods of probability to predict the outcome of experiments, extrapolate results from a small case to a larger one, and design systems that will perform optimally when the exact characteristics of the inputs are unknown. While many engineering books dedicated to the advanced aspects of random processes and systems include background information on probability, an introductory text devoted specifically to probability and with engineering applications is long overdue.

    Probability for Electrical and Computer Engineers provides an introduction to probability and random variables. Written in a clear and concise style that makes the topic interesting and relevant for electrical and computer engineering students, the text also features applications and examples useful to anyone involved in other branches of engineering or physical sciences. Chapters focus on the probability model, random variables and transformations, inequalities and limit theorems, random processes, and basic combinatorics. These topics are reinforced with computer projects available on the CRC Press Web site.

    This unique book enhances the understanding of probability by introducing engineering applications and examples at the earliest opportunity, as well as throughout the text. Electrical and computer engineers seeking solutions to practical problems will find it a valuable resource in the design of communication systems, control systems, military or medical sensing or monitoring systems, and computer networks.

    Table of Contents

    INTRODUCTION
    The Analysis of Random Experiments
    Probability in Electrical and Computer Engineering
    Outline of the Book.
    THE PROBABILITY MODEL
    The Algebra of Events
    Probability of Events
    Some Applications
    Conditional Probability and Bayes' Rule
    More Applications
    Summary
    RANDOM VARIABLES AND TRANSFORMATIONS
    Discrete Random Variables
    Common Discrete Probability Distributions
    Continuous Random Variables
    Common Continuous Probability Density Functions
    CDF and PDF for Discrete and Mixed Random Variables
    Transformation of Random Variables
    Distributions Conditioned on an Event
    Applications
    Summary
    EXPECTATION, MOMENTS, AND GENERATING FUNCTIONS
    Expectation of a Random Variable
    Moments of a Distribution
    Generating Functions
    Application: Entropy and Source Coding
    Summary
    TWO AND MORE RANDOM VARIABLES
    Two Discrete Random Variables
    Two Continuous Random Variables
    Expectation and Correlation
    Gaussian Random Variables
    Multiple Random Variables
    Sums of Some Common Random Variable
    Random Vectors
    An Application to Signal Detection
    Summary
    INEQUALITIES, LIMIT THEOREMS, AND PARAMETER ESTIMATION
    Inequalities
    Convergence and Limit Theorems
    Estimation of Parameters
    Maximum Likelihood Estimation
    Application to Signal Estimation
    Summary
    RANDOM PROCESSES
    Random Process
    First and Second Moments of a Random Process
    Properties: Independence, Stationarity, and Ergodicity
    Power Spectral Density
    Noise Sources
    Response of Linear Systems
    Summary
    MARKOV AND POISSON RANDOM PROCESSES
    The Poisson Model
    Discrete-Time Markov Chains
    Continuous-Time Markov Chains
    Basic Queueing Theory
    Summary
    APPENDICES
    Basic Combinatorics
    The Unit Impulse
    INDEX

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