Stationary stochastic processes for scientists and engineers /
Georg Lindgren, Lund University Lund, Sweden, Holger Rootzén, Chalmers University of Technology Gothenburg, Sweden, Maria Sandsten, Lund University Lund, Sweden.
- 1st ed.
- xv, 314 pages : illustrations ; 25 cm
Includes bibliographical references (pages 299-303) and index.
"Based on a course taught to undergraduate students in engineering for over 30 years, this textbook presents all the material for a first course in stationary stochastic processes (SSP). Following naturally from a mathematical statistics course, it covers model building via SSP with a focus on engineering applications. The book includes many exercises and computer-based practicals using MATLAB" --