Nonlinear Transformations of Random Processes : Dover Books on Electrical Engineering - Ralph Deutsch

Nonlinear Transformations of Random Processes

By: Ralph Deutsch

Paperback | 1 February 2018

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This concise treatment of nonlinear noise techniques encountered in system applications is suitable for advanced undergraduates and graduate students.

The book is also a valuable reference for systems analysts and communication engineers, as it discusses the basic mathematical theories of nonlinear transformations applied to random processes encountered in communications and control systems. Prerequisites include a familiarity with statistics, probability, complex variables, and Fourier and Laplace transforms.

The first five chapters present specific classes of nonlinear devices and random processes that in combination lead to closed form solutions for the statistical properties of the transformed process. Subsequent chapters address techniques based on the use of series representations, general systematic approaches to the subject of nonlinear transformations of random processes, and sampling and quantizing a random process. A helpful Appendix features notes on hypergeometric functions.

Dover (2017) unabridged republication of the edition originally published by Prentice-Hall, Inc., Englewood Cliffs, New Jersey, 1962.

About the Author

Ralph Deutsch was a member of the Technical Staff, Space Systems Division, of the Hughes Aircraft Company. His other books include Estimation Theory and System Analysis Techniques.

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