Introduction to Random Signals and Applied Kalman Filtering With MATLAB Exercises

The Quantum Theory of Fields, first published in 1996, is a self-contained, comprehensive introduction to quantum field theory from Nobel Laureate Steven Weinberg. Volume II gives an account of the methods of quantum field theory, and how they have led to an understanding of the weak, strong, and electromagnetic interactions of the elementary particles. The presentation of modern mathematical methods is throughout interwoven with accounts of the problems of elementary particle physics and condensed matter physics to which they have been applied. Many topics are included that are not usually found in books on quantum field theory. The book is peppered with examples and insights from the author's experience as a leader of elementary particle physics. Exercises are included at the end of each chapter.

Collocation based on piecewise polynomial approximation represents a powerful class of methods for the numerical solution of initial-value problems for functional differential and integral equations arising in a wide spectrum of applications, including biological and physical phenomena. The present book introduces the reader to the general principles underlying these methods and then describes in detail their convergence properties when applied to ordinary differential equations, functional equations with (Volterra type) memory terms, delay equations, and differential-algebraic and integral-algebraic equations. Each chapter starts with a self-contained introduction to the relevant theory of the class of equations under consideration. Numerous exercises and examples are supplied, along with extensive historical and bibliographical notes utilising the vast annotated reference list of over 1300 items. In sum, Hermann Brunner has written a treatise that can serve as an introduction for stu

Now available in a fully revised and updated second edition, this well established textbook provides a straightforward introduction to the theory of probability. The presentation is entertaining without any sacrifice of rigour; important notions are covered with the clarity that the subject demands. Topics covered include conditional probability, independence, discrete and continuous random variables, basic combinatorics, generating functions and limit theorems, and an introduction to Markov chains. The text is accessible to undergraduate students and provides numerous worked examples and exercises to help build the important skills necessary for problem solving.

This textbook presents in a unified manner the fundamentals of both continuous and discrete versions of the Fourier and Laplace transforms. These transforms play an important role in the analysis of all kinds of physical phenomena. As a link between the various applications of these transforms the authors use the theory of signals and systems, as well as the theory of ordinary and partial differential equations. The book is divided into four major parts: periodic functions and Fourier series, non-periodic functions and the Fourier integral, switched-on signals and the Laplace transform, and finally the discrete versions of these transforms, in particular the Discrete Fourier Transform together with its fast implementation, and the z-transform. This textbook is designed for self-study. It includes many worked examples, together with more than 120 exercises, and will be of great value to undergraduates and graduate students in applied mathematics, electrical engineering, physics and comp

This textbook presents in a unified manner the fundamentals of both continuous and discrete versions of the Fourier and Laplace transforms. These transforms play an important role in the analysis of all kinds of physical phenomena. As a link between the various applications of these transforms the authors use the theory of signals and systems, as well as the theory of ordinary and partial differential equations. The book is divided into four major parts: periodic functions and Fourier series, non-periodic functions and the Fourier integral, switched-on signals and the Laplace transform, and finally the discrete versions of these transforms, in particular the Discrete Fourier Transform together with its fast implementation, and the z-transform. This textbook is designed for self-study. It includes many worked examples, together with more than 120 exercises, and will be of great value to undergraduates and graduate students in applied mathematics, electrical engineering, physics and comp

The Physics of Plasmas provides a comprehensive introduction to the subject, illustrating the basic theory with examples drawn from fusion, space and astrophysical plasmas. A particular strength of the book is its discussion of the various models used to describe plasma physics and the relationships between them. These include particle orbit theory, fluid equations, ideal and resistive magnetohydrodynamics, wave equations and kinetic theory. The reader will gain a firm grounding in the fundamentals, and develop this into an understanding of some of the more specialised topics. Throughout the text, there is an emphasis on the physical interpretation of plasma phenomena. Exercises are provided throughout. Advanced undergraduate and graduate students of physics, applied mathematics, astronomy and engineering will find a clear but rigorous explanation of the fundamental properties of plasmas with minimal mathematical formality. This book will also appeal to research physicists, nuclear and

Many electronic and acoustic signals can be modelled as sums of sinusoids and noise. However, the amplitudes, phases and frequencies of the sinusoids are often unknown and must be estimated in order to characterise the periodicity or near-periodicity of a signal and consequently to identify its source. This book presents and analyses several practical techniques used for such estimation. The problem of tracking slow frequency changes over time of a very noisy sinusoid is also considered. Rigorous analyses are presented via asymptotic or large sample theory, together with physical insight. The book focuses on achieving extremely accurate estimates when the signal to noise ratio is low but the sample size is large. Each chapter begins with a detailed overview, and many applications are given. Matlab code for the estimation techniques is also included. The book will thus serve as an excellent introduction and reference for researchers analysing such signals.

Optimal Reliability Design, first published in 2000, provides a detailed introduction to systems reliability and reliability optimization. Techniques for maximizing system reliability are described, focusing on component reliability enhancement and redundancy arrangement. The authors present several case studies and show how optimization techniques are applied in practice. They also pay particular attention to finding methods that give the optimal trade-off between reliability and cost. The book begins with a review of key background material, and a discussion of a range of optimization models. The authors go on to cover optimization tools, such as heuristics, discrete optimization, nonlinear programming, mixed integer programming, optimal arrangement, and metaheuristic algorithms. They also describe the computational implementation of these tools. Many numerical examples are included, and the book contains over 180 homework exercises. It is suitable as a textbook for graduate-level co

Mathematics is about proofs, that is the derivation of correct statements; and calculations, that is the production of results according to well-defined sets of rules. The two notions are intimately related. Proofs can involve calculations, and the algorithm underlying a calculation should be proved correct. The aim of the author is to explore this relationship. The book itself forms an introduction to simple type theory. Starting from the familiar propositional calculus the author develops the central idea of an applied lambda-calculus. This is illustrated by an account of Gödel's T, a system which codifies number-theoretic function hierarchies. Each of the book's 52 sections ends with a set of exercises, some 200 in total. These are designed to help the reader get to grips with the subject, and develop a further understanding. An appendix contains complete solutions of these exercises.

Markov chains are central to the understanding of random processes. This is not only because they pervade the applications of random processes, but also because one can calculate explicitly many quantities of interest. This textbook, aimed at advanced undergraduate or MSc students with some background in basic probability theory, focuses on Markov chains and quickly develops a coherent and rigorous theory whilst showing also how actually to apply it. Both discrete-time and continuous-time chains are studied. A distinguishing feature is an introduction to more advanced topics such as martingales and potentials in the established context of Markov chains. There are applications to simulation, economics, optimal control, genetics, queues and many other topics, and exercises and examples drawn both from theory and practice. It will therefore be an ideal text either for elementary courses on random processes or those that are more oriented towards applications.

This book provides an introduction to lattice models of polymers. This is an important topic both in the theory of critical phenomena and the modelling of polymers. The first two chapters introduce the basic theory of random, directed and self-avoiding walks. The next two chapters develop and expand this theory to explore the self-avoiding walk in both two and three dimensions. Following chapters describe polymers near a surface, dense polymers, self-interacting polymers and branched polymers. The book closes with discussions of some geometrical and topological properties of polymers, and of self-avoiding surfaces on a lattice. The volume combines results from rigorous analytical and numerical work to give a coherent picture of the properties of lattice models of polymers. This book will be valuable for graduate students and researchers working in statistical mechanics, theoretical physics and polymer physics. It will also be of interest to those working in applied mathematics and theo

The most comprehensive overview of signal detection available. This is a thorough, up-to-date introduction to optimizing detection algorithms for implementation on digital computers. It focuses extensively on real-world signal processing applications, including state-of-the-art speech and communications technology as well as traditional sonar/radar systems. Start with a quick review of the fundamental issues associated with mathematical detection, as well as the most important probability density functions and their properties. Next, review Gaussian, Chi-Squared, F, Rayleigh, and Rician PDFs, quadratic forms of Gaussian random variables, asymptotic Gaussian PDFs, and Monte Carlo Performance Evaluations. Three chapters introduce the basics of detection based on simple hypothesis testing, including the Neyman-Pearson Theorem, handling irrelevant data, Bayes Risk, multiple hypothesis testing, and both deterministic and random signals. The author then presents exceptionally detailed covera

This text bridges the gap between the classic texts on potential theory and modern books on applied geophysics. It opens with an introduction to potential theory, emphasising those aspects particularly important to earth scientists, such as Laplace's equation, Newtonian potential, magnetic and electrostatic fields, and conduction of heat. The theory is then applied to the interpretation of gravity and magnetic anomalies, drawing on examples from modern geophysical literature. Topics explored include regional and global fields, forward modeling, inverse methods, depth-to-source estimation, ideal bodies, analytical continuation, and spectral analysis. The book includes numerous exercises and a variety of computer subroutines written in FORTRAN. Graduate students and researchers in geophysics will find this book essential.

The Quantum Theory of Fields, first published in 1996, is a self-contained, comprehensive introduction to quantum field theory from Nobel Laureate Steven Weinberg. Volume II gives an account of the methods of quantum field theory, and how they have led to an understanding of the weak, strong, and electromagnetic interactions of the elementary particles. The presentation of modern mathematical methods is throughout interwoven with accounts of the problems of elementary particle physics and condensed matter physics to which they have been applied. Many topics are included that are not usually found in books on quantum field theory. The book is peppered with examples and insights from the author's experience as a leader of elementary particle physics. Exercises are included at the end of each chapter.

This book presents a systematic account of optical coherence theory within the framework of classical optics, as applied to such topics as radiation from sources of different states of coherence, foundations of radiometry, effects of source coherence on the spectra of radiated fields, coherence theory of laser modes, and scattering of partially coherent light by random media. The book starts with a full mathematical introduction to the subject area and each chapter concludes with a set of exercises. The authors are renowned scientists and have made substantial contributions to many of the topics treated in the book. Much of the book is based on courses given by them at universities, scientific meetings and laboratories throughout the world. This book will undoubtedly become an indispensable aid to scientists and engineers concerned with modern optics, as well as to teachers and graduate students of physics and engineering.

This text bridges the gap between the classic texts on potential theory and modern books on applied geophysics. It opens with an introduction to potential theory, emphasising those aspects particularly important to earth scientists, such as Laplace's equation, Newtonian potential, magnetic and electrostatic fields, and conduction of heat. The theory is then applied to the interpretation of gravity and magnetic anomalies, drawing on examples from modern geophysical literature. Topics explored include regional and global fields, forward modeling, inverse methods, depth-to-source estimation, ideal bodies, analytical continuation, and spectral analysis. The book includes numerous exercises and a variety of computer subroutines written in FORTRAN. Graduate students and researchers in geophysics will find this book essential.

Potential theory is the broad area of mathematical analysis encompassing such topics as harmonic and subharmonic functions, the Dirichlet problem, harmonic measure, Green's functions, potentials and capacity. This is an introduction to the subject suitable for beginning graduate students, concentrating on the important case of two dimensions. This permits a simpler treatment than other books, yet is still sufficient for a wide range of applications to complex analysis; these include Picard's theorem, the Phragmén–Lindelöf principle, the Koebe one-quarter mapping theorem and a sharp quantitative form of Runge's theorem. In addition there is a chapter on connections with functional analysis and dynamical systems, which shows how the theory can be applied to other parts of mathematics, and gives a flavour of some recent research. Exercises are provided throughout, enabling the book to be used with advanced courses on complex analysis or potential theory.

Potential theory is the broad area of mathematical analysis encompassing such topics as harmonic and subharmonic functions, the Dirichlet problem, harmonic measure, Green's functions, potentials and capacity. This is an introduction to the subject suitable for beginning graduate students, concentrating on the important case of two dimensions. This permits a simpler treatment than other books, yet is still sufficient for a wide range of applications to complex analysis; these include Picard's theorem, the Phragmén–Lindelöf principle, the Koebe one-quarter mapping theorem and a sharp quantitative form of Runge's theorem. In addition there is a chapter on connections with functional analysis and dynamical systems, which shows how the theory can be applied to other parts of mathematics, and gives a flavour of some recent research. Exercises are provided throughout, enabling the book to be used with advanced courses on complex analysis or potential theory.

This is an introduction to nonlinear functional analysis, in particular to those methods based on differential calculus in Banach spaces. It is in two parts; the first deals with the geometry of Banach spaces and includes a discussion of local and global inversion theorems for differentiable mappings. In the second part, the authors are more concerned with bifurcation theory, including the Hopf bifurcation. They include plenty of motivational and illustrative applications, which indeed provide much of the justification of nonlinear analysis. In particular, they discuss bifurcation problems arising from such areas as mechanics and fluid dynamics. The book is intended to accompany upper division courses for students of pure and applied mathematics and physics; exercises are consequently included.

This textbook is an introduction to the concept of factorization and its application to problems in algebra and number theory. With the minimum of prerequisites, the reader is introduced to the notion of rings, fields, prime elements and unique factorization. The author shows how concepts can be applied to a variety of examples such as factorizing polynomials, finding determinants of matrices and Fermat's 'two-squares theorem'. Based on an undergraduate course given at the University of Sheffield, Dr Sharpe has included numerous examples which demonstrate how frequently these ideas are useful in concrete, rather than abstract, settings. The book also contains many exercises of varying degrees of difficulty together with hints and solutions. Second and third year undergraduates will find this a readable and enjoyable account of a subject lying at the heart of much of mathematics.

This is an introduction to geometrical topics that are useful in applied mathematics and theoretical physics, including manifolds, metrics, connections, Lie groups, spinors and bundles, preparing readers for the study of modern treatments of mechanics, gauge fields theories, relativity and gravitation. The order of presentation corresponds to that used for the relevant material in theoretical physics: the geometry of affine spaces, which is appropriate to special relativity theory, as well as to Newtonian mechanics, is developed in the first half of the book, and the geometry of manifolds, which is needed for general relativity and gauge field theory, in the second half. Analysis is included not for its own sake, but only where it illuminates geometrical ideas. The style is informal and clear yet rigorous; each chapter ends with a summary of important concepts and results. In addition there are over 650 exercises, making this a book which is valuable as a text for advanced undergraduat

Green's functions are an important tool used in solving boundary value problems associated with ordinary and partial differential equations. This self-contained and systematic introduction to Green's functions has been written with applications in mind. The material is presented in an unsophisticated and rather more practical manner than usual. Consequently advanced undergraduates and beginning postgraduate students in mathematics and the applied sciences will find this account particularly attractive. Many exercises and examples have been supplied throughout to reinforce comprehension and to increase familiarity with the technique.

This introduction to mathematical methods that are useful for studying population phenomena is intended for advanced undergraduate and graduate students, and will be accessible to scientists who do not have a strong mathematics background. The material is graded in mathematical difficulty. The earlier parts of the book involve elementary diference equations while later chapters present topics that require more mathematical preparation. Models of total population and population age structure are first derived and studied, and then models of random population events are presented in terms of Markov chains. The last two chapters deal with mathematical methods used to uncover qualitative behaviour of more complicated difference equations. Each chapter begins with a simple model, usually of some historical interest, that defines the primary goals of the chapter. Exercises, for which solutions are provided, illustrate material in the text and also deal with models more advanced than those de

Many students of physical and applied science and of engineering find difficulty in copying with the mathematics necessary for the quantitative manipulation of the physical concepts they are atudying in their main course. This book is designed to help first and second year under-graduates at universities and polytechnics, as well as technical college students, to find their feet in the important mathematical methods they will need. Throughout the text the physical relevance of the mathematics is constantly stressed and, where it is helpful, use has been made of pictorial mathematics and qualitative verbal descriptions instead of over-compact mathematical symbolism. Topics are presented in three stages: a qualitative introduction, a more formal presentation and an explicit check or worked example. There are many exercises included in the text which are aimed at testing a student's understanding and building his confidence progressively throughout each piece of work.

Blending theoretical results with practical applications, this book provides an introduction to random matrix theory and shows how it can be used to tackle a variety of problems in wireless communications. The Stieltjes transform method, free probability theory, combinatoric approaches, deterministic equivalents and spectral analysis methods for statistical inference are all covered from a unique engineering perspective. Detailed mathematical derivations are presented throughout, with thorough explanation of the key results and all fundamental lemmas required for the reader to derive similar calculus on their own. These core theoretical concepts are then applied to a wide range of real-world problems in signal processing and wireless communications, including performance analysis of CDMA, MIMO and multi-cell networks, as well as signal detection and estimation in cognitive radio networks. The rigorous yet intuitive style helps demonstrate to students and researchers alike how to choose