Random Signals Estimation and Identification Analysis and Applicatio
The techniques used for the extraction of information from received or ob served signals are applicable in many diverse areas such as radar, sonar, communications, geophysics, remote sensing, acoustics, meteorology, med ical imaging systems, and electro
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Nirode Mohanty The Aerospace Corporation Los Angeles, California
Van Nostrand Reinhold Electrical/Computer Science and Engineering Series
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Copyright © 1986 by Van Nostrand Reinhold Company Inc. Softcover reprint of the hardcover I st edition 1986 Library of Congress Catalog Card Number: 85-12973
[SBN-13: 978-94-011-7043-7 001: 10.100/978-94-011-7041-3
e-ISBN-13: 978-94-011-7041-3
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Library of Congress Cataloging in Publication Data Mohanty, Nirode. Random signals estimation and identification. (Van Nostrand Reinhold electrical/computer science and engineering series) Bibliography: p. Includes index. 1. Statistical communication theory. 2. Random noise theory. 3. Estimation theory. 1. Title. II. Series. TK5102.5.M64 1986 621.38'0436 85-12973
ISBN-13: 978-94-011-7043-7
To Dr. Richard Ernest Bellman, Professor of Mathematics, Electrical Engineering and Medicine University of Southern California
Van Nostrand Reinhold Electrical/Computer Science and Engineering Series Sanjit Mitra -Series Editor HANDBOOK OF ELECTRONIC DESIGN AND ANALYSIS PROCEDURES USING PROGRAMMABLE CALCULATORS, by Bruce K. Murdock COMPILER DESIGN AND CONSTRUCTION, by Arthur B. Pyster SINUSOIDAL ANALYSIS AND MODELING OF WEAKLY NONLINEAR CIRCUITS, by Donald D. Weiner and John F. Spina APPLIED MULTIDIMENSIONAL SYSTEMS THEORY, by N. K. Bose MICROWAVE SEMICONDUCTOR ENGINEERING, by Joseph F. White INTRODUCTION TO QUARTZ CRYSTAL UNIT DESIGN, by Virgil E. Bottom DIGITAL IMAGE PROCESSING, by William B. Green SOFTWARE TESTING TECHNIQUES, by Boris Beizer LIGHT TRANSMISSION OPTICS, Second edition, by Dietrich Marcuse REAL TIME COMPUTING, edited by Duncan Mellichamp HARDWARE AND SOFTWARE CONCEPTS IN VLSI, edited by Guy Rabbat MODELING AND IDENTIFICATION OF DYNAMIC SYSTEMS, by N. K. Sinha and B. Kuszta COMPUTER METHODS FOR CIRCUIT ANALYSIS AND DESIGN, by Jiri Vlach and
Kishore Singhal HANDBOOK OF SOFTWARE ENGINEERING, edited by C. R. Vick and C. V. Ramamoorthy SWITCHED CAPACITOR CIRCUITS, by Phillip E. Allen and Edgar SanchezSinencio SOFTWARE SYSTEM TESTING AND QUALITY ASSURANCE, by Boris Beizer MODERN DC-TO-DC SWITCHMODE POWER CONVERTER CIRCUITS, by Rudolf P. Severns and Gordon E. Bloom DIGITAL COMMUNICATIONS, by Israel Korn RANDOM SIGNALS ESTIMATION AND IDENTIFICATION, by
