Filtering, Estimation, and Detection
An understanding of random processes is crucial to many engineering fields including communication theory, computer vision, and digital signal processing in electrical and computer engineering, and vibrational theory and stress analysis in mechanical engineering.
Experiments and Probability.
Estimation of Random Variables.
Linear Systems: Random Processes.
Nonlinear Systems: Random Processes.
Optimum Linear Filters: The Wiener Approach.
Optimum Linear Systems: The Kalman Approach.
Detection Theory: Discrete Observation.
Detection Theory: Continuous Observation.
Appendix A. The Bilateral Laplace Transform.
Appendix B. Table of Binomial Probabilities.
Appendix C. Table of Discrete Random Variables and Properties.
Appendix D. Table of Continuous Random Variables and Properties.
Appendix E. Table of Gaussian Cumulative Distribution Function.