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  • © 2019

A First Course in Statistics for Signal Analysis

Birkhäuser
  • Provides a wide audience with the fundamentals of statistical signal analysis in an accessible yet rigorous manner
  • Includes two new chapters that present wavelets and the uncertainty principle, and the forecasting problems for stationary time series
  • Considerably expands on previous editions with new examples, illustrations, and commentary
  • Contains a large appendix with solutions of selected problems

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Table of contents (11 chapters)

  1. Front Matter

    Pages i-xviii
  2. Part I

    1. Front Matter

      Pages 1-1
    2. Description of Signals

      • Wojbor A. Woyczyński
      Pages 3-23
    3. Uncertainty Principle and Wavelet Transforms

      • Wojbor A. Woyczyński
      Pages 57-90
    4. Random Quantities and Random Vectors

      • Wojbor A. Woyczyński
      Pages 91-148
  3. Part II

    1. Front Matter

      Pages 149-149
    2. Stationary Signals

      • Wojbor A. Woyczyński
      Pages 151-173
    3. Power Spectra of Stationary Signals

      • Wojbor A. Woyczyński
      Pages 175-191
    4. Transmission of Stationary Signals Through Linear Systems

      • Wojbor A. Woyczyński
      Pages 193-214
  4. Part III

    1. Front Matter

      Pages 215-215
    2. Optimization of Signal-to-Noise Ratio in Linear Systems

      • Wojbor A. Woyczyński
      Pages 217-227
    3. Prediction Theory for Stationary Random Signals

      • Wojbor A. Woyczyński
      Pages 279-289
  5. Back Matter

    Pages 291-332

About this book

This essentially self-contained, deliberately compact, and user-friendly textbook is designed for a first, one-semester course in statistical signal analysis for a broad audience of students in engineering and the physical sciences. The emphasis throughout is on fundamental concepts and relationships in the statistical theory of stationary random signals, explained in a concise, yet fairly rigorous presentation.

Topics and Features:

·         Fourier series and transforms—fundamentally important in random signal analysis and processing—are developed from scratch, emphasizing the time-domain vs. frequency-domain duality;

·         Basic concepts of probability theory, laws of large numbers, the central limit theorem, and statistical parametric inference procedures are presented so that no prior knowledge of probability and statistics is required; the only prerequisite is a basic two–three semester calculus sequence;

·         Computer simulation algorithms of stationary random signals with a given power spectrum density;

·         Complementary bibliography for readers who wish to pursue the study of random signals in greater depth;

·         Many diverse examples and end-of-chapter problems and exercises.

Developed by the author over the course of many years of classroom use, A First Course in Statistics for Signal Analysis, Second Edition may be used by junior/senior undergraduates or graduate students in electrical, systems, computer, and biomedical engineering, as well as the physical sciences. The work is also an excellent resource of educational and training material for scientists and engineers working in research laboratories. This third edition contains two additional chapters that present wavelets and the uncertainty principle, and the forecasting problems for stationary time series. These two topics are essential for students to attain a deeper understanding of statistical analysis of random signals.

Reviews from previous editions:

A First Course in Statistics for Signal Analysis is a small, dense, and inexpensive book that covers exactly what the title says: statistics for signal analysis. The book has much to recommend it. The author clearly understands the topics presented. The topics are covered in a rigorous manner, but not so rigorous as to be ostentatious.  JASA (Review of the First Edition)

This is a nicely written self-contained book and it is a good candidate for adoption as a textbook for upper-level undergraduate and even for a graduate course for engineering and physical sciences students. … I have no hesitation in recommending it as a textbook for the targeted course and audience.  Technometrics, Vol. 53 (4), November, 2011 (Review of the Second Edition)


Authors and Affiliations

  • Cleveland, USA

    Wojbor A. Woyczyński

About the author

Wojbor A. Woyczyński is a Professor in the Department of Statistics and the Director of the Center for Stochastic and Chaotic Processes in Science and Technology at Case Western Reserve University. His research interests include probability theory, Lévy stochastic processes, random fields and their statistics, nonlinear, stochastic and fractional evolution equations, harmonic and functional analysis, random graphs, statistical physics and hydrodynamics, chaotic dynamics, applications to chemistry, physics, operations research, financial mathematics, medicine, oceanography, and atmospheric physics. 

Bibliographic Information

Buy it now

Buying options

eBook USD 54.99
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 69.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 109.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access