This book discusses the statistical description of processes, including an extensive review of probability and statistics and the analysis of raw data using spectral methods. Various theoretical models (ARMA, Bernoulli, shot, Markov, and random walks) are explored, as well as techniques that are used for prediction-least mean-squared error, Wiener-Hopf and Kalman filters, etc. Everything in this book is introduced at a nuts and bolts level and fills in the gap between the undergraduate engineering statistics course and the axiomatic approaches venerated by specialists.
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