Probabilistic Methods of Signal and System Analysis – G. Cooper, C. McGillem – 3rd Edition


Probabilistic Methods of Signal and System Analysis, 3/e stresses the applications of probability theory, presenting the material at a level and in a manner ideally suited to engineering at the junior or senior level. It is also useful as a review for graduate students and practicing engineers.

Thoroughly revised and updated, this third edition incorporates increased use of the computer in both text examples and selected problems. It utilizes as a computational tool and includes new sections relating to Bernoulli trials, correlation of data sets, smoothing of data, computer computation of correlation and spectral densities, and computer simulation of systems. All computer examples can be run using the Version of MATLAB. Almost all of the examples and many of the have been modified or changed entirely, and a number of new problems have been added. A separate appendix discusses and illustrates the application of to signal and system analysis.

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  • 1. Introduction to Probability
    2. Random Variables
    3. Several Random Variables
    4. Elements of Statistics
    5. Random Processes
    6. Correlation Functions
    7. Spectral Density
    8. Response of Linear Systems to Random Inputs
    9. Optimum Linear Systems

    A. Mathematical Tables
    B. Frequently Encountered Probability Distributions
    C. Binomial Coefficients
    D. Normal Probability Distribution Function
    E. The Q-Function
    F. Student's t Distribution Function
    G. Computer Computations
    H. Table of Correlation Function--Spectral Density Pairs
    I. Contour Integration
  • Citation

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