Probability and Random Processes for Electrical and Computer Engineers

https://www.crcpress.com/Probability-and-Random-Processes-for-Electrical-and-Computer-Engineers/Therrien-Tummala/9781439826980
Features

• Elaborates on continuous and discrete random processes with applications for signal processing
  
  
  
  
• Uses examples from different fields, illustrating how presented concepts are tied to important engineering applications
  
  
  
  
  
• Introduces basic ideas of decision theory and its applications to communications, radar, and sonar
  
  
  
  
  
• Develops elementary concepts of queuing theory for analysis of packet-switched networks
  
  
  
  
  
• Includes numerous examples and problems, including computer projects with MATLAB functions
  
  
  
  
  
• Offers numerous examples, as well as more than 200 homework problems, and 15 computer programs
  
  
  
  
  
• Presents more than 100 pages of new material since the first edition
  

Therrien, Charles_ Tummala, Murali-Probability and Random Processes for Electric.pdf (7.23 MB, 需要: 1 个论坛币)

2016-1-18 09:27:34 上传

需要: 1 个论坛币  [购买]

1. function A=getdata(name,nw)
   
2. %Function to read free-formated data A (matrix or vector) from disk.
   
3. %Numbers need not have decimal points and are delimited by white space;
   
4. %Complex numbers are represented as (+X.XXXXXX,-X.XXXXXX);
   
5. %E format is also allowed. First few entries are expected to be 'size' of data.
   
6. %
   
7. %Use: A=getdata('filename.ext')
   
8. %
   
9. %If .ext is not specified it is assumed to be .dat
   
10. %
    
11. %Updated December 1999 for complex data and multidimensional arrays
    
12. %
    
13. %Copyright (C) 1993, 1999 by Charles W. Therrien
    
14. %
    
15. if ~ischar(name), error('Argument must be a string (''filename'').'), end
    
16. if all(name ~= '.')
    
17.    name=[name,'.dat'];
    
18. end
    
19. [ft,message]=fopen(name,'r');
    
20. if ft<0
    
21.    error(message)
    
22. end
    
23. [strbf,Nchar]=fread(ft,inf,'uchar');              %read data to a string for editing
    
24. strbf=setstr(strbf);
    
25. fclose(ft);
    
26. strbf(strbf==',')=' ';                            %replace commas with spaces
    
27. lp=find(strbf=='(');                              %check for complex data
    
28. if any(lp)
    
29.    rp=find(strbf==')');                                  %assume complex data
    
30.    if length(lp)~=length(rp)
    
31.       error('Missing parentheses.')
    
32.    elseif any(rp<lp)
    
33.       error('Unmatched parentheses.')
    
34.    else
    
35.       strbf(lp)=' ';                              %replace left perens with spaces
    
36.       [bf,N]=sscanf(strbf(lp(1):Nchar),'%g %g %*s',[2 inf]);
    
37.       bf=bf(1,:)+i*bf(2,:);
    
38.       [siz,ndim]=sscanf(strbf(1:lp(1)-1),'%g');   %check for valid size of data
    
39.       if all(siz>0 & ~mod(siz,1)) & 2*prod(siz) == N
    
40.          siz=siz.';
    
41.       else
    
42.          bf=[siz.', bf];                            %incorrect or missing size
    
43.          siz=[0];        
    
44.       end
    
45.    end
    
46. else
    
47.    [bf,N]=sscanf(strbf,'%g');                     %assume real data,
    
48.    ndim=1;                                        %try to determine size
    
49.    siz=[bf(1)];
    
50.    while prod(siz) < N-ndim
    
51.       next=bf(ndim+1);
    
52.       if next <= 0 | mod(next,1), siz=[0]; break, end
    
53.       ndim=ndim+1;
    
54.       siz=[siz, next];
    
55.    end
    
56.    if prod(siz) == N-ndim
    
57.       bf=bf(ndim+1:N);
    
58.    else
    
59.       siz=[0];
    
60.    end
    
61. end   
    
62. if siz                                           %reshape the data
    
63.    if ndim==1
    
64.       siz=[1 siz];
    
65.       ndim=ndim+1;
    
66.    end
    
67.    reindex=[2 1 3:ndim];                         %transpose rows and columns
    
68.    A=permute(reshape(bf,siz(reindex)),reindex);
    
69. else
    
70.    A=bf.';
    
71.    if nargin ~= 2                               %(undocumented option)
    
72.       fprintf(['\n Warning: Incorrect or missing size in file.\n',...
    
73.          ' File content is being returned as a vector.\n'])
    
74.    end
    
75. end

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1. function [pdf,cdf,xxp,xxc] = pdfcdf(xdata,ndx)
   
2. 
   
3. % function [pdf,cdf,xxp,xxc] = pdfcdf(xdata,ndx)   
   
4. % measure the prob density (fx) and distribution functions (FX)
   
5. % xdata = input array of random numbers
   
6. % ndx   = the number of intervals or bins in the hist function
   
7. % xxp   = array that contains the range of the pdf
   
8. % xxc   = array that contains the range of the cdf
   
9. % (c) Murali Tummala, Code EC/Tu, NPS (September 1990)  
   
10. 
    
11. if (nargin == 1)
    
12.   ndx = 25;        %ndx in the range of 20 to 40 is suggested
    
13. end
    
14. 
    
15. [nx,xxp] = hist(xdata,ndx);
    
16. px = nx/length(xdata);
    
17. binwidth=xxp(2)-xxp(1);
    
18. pdf = px/binwidth;
    
19. 
    
20. [nx2,xxc] = hist(xdata,length(xdata));
    
21. px2 = nx2/length(xdata);
    
22. cdf = cumsum(px2);
    
23. 
    
24. return

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1. function plotcov(C,m,s,axs)
   
2. 
   
3. %Function to plot contour of a 2 X 2 covariance matrix.
   
4. %
   
5. %Use: plotcov(C,m,s,axs)
   
6. %
   
7. %where: C is the covariance matrix
   
8. %       m is the mean vector
   
9. %       s is the size of the ellipse in standard deviations
   
10. %         (may be fractional)
    
11. %       axs is the vector controling axis scaling
    
12. %         (same format as used by the axis command)
    
13. 
    
14. %...written by Charles W. Therrien 10/93 (updated for MATLAB 4.0)
    
15. %              Department of Electrical and Computer Engineering
    
16. %              Naval Postgraduate School
    
17. %              Monterey, California
    
18. %Copyright (c) 1994 by Charles W. Therrien
    
19. if nargin~=4
    
20.     error('Wrong number of arguments.')
    
21. elseif any(size(C)-[2 2])
    
22.     error('First argument must be a 2 x 2 matrix.')
    
23. elseif any(any(C'~=C))
    
24.     error('First argument does not have proper symmetry.')
    
25. elseif min(size(m)) > 1 | max(size(m)) ~= 2
    
26.     error('Second argument must be a 2-dimensional vector.')
    
27. elseif max(size(s)) > 1 | s(1,1) <=0
    
28.    error('Third argument must be a positive scalar.')
    
29. elseif min(size(axs)) > 1 | max(size(axs)) ~= 4
    
30.     error('Fourth argument must be a vector with 4 elements.')
    
31. else
    
32.     c=inv(C);
    
33.     r1=linspace(axs(1),axs(2));
    
34.     r2=linspace(axs(3),axs(4));
    
35.     [x1,x2]=meshgrid(r1,r2);
    
36.     x1=x1-m(1);
    
37.     x2=x2-m(2);
    
38.     z=c(1,1)*x1.^2 +2*c(1,2)*x1.*x2 +c(2,2)*x2.^2;
    
39.     v=[s s].^2;
    
40.     contour(r1,r2,z,v,'r');
    
41. end
    
42. 

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1. function [pmf,cdf,xx] = pmfcdf(xdata,ndx)
   
2. 
   
3. % function [pmf,cdf,xx] = pmfcdf(xdata,ndx)   
   
4. % measure the prob mass (fx) and distribution functions (FX)
   
5. % xdata = input array of random numbers
   
6. % ndx   = the number of theoretical distribution points, if known
   
7. % xx    = array that contains the range of xdata in ndx increments
   
8. % (c) Murali Tummala, Code EC/Tu, NPS (September 1990)  
   
9. 
   
10. if nargin == 1
    
11.     ndx = max(xdata);
    
12. end
    
13. xx = 0:ndx;
    
14. 
    
15. pmf(xx+1) = 0;
    
16. for n=1:length(xdata)
    
17.     pmf(xdata(n)+1) = pmf(xdata(n)+1)+1;
    
18. end
    
19. 
    
20. pmf = pmf/length(xdata);
    
21. cdf = cumsum(pmf);
    
22. 
    
23. return

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fumingxu 发表于 2016-1-18 09:27

thanks ..

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