Wiley, 2010. — 640 p. — 4th ed. — ISBN: 0470248777, 9780470248775
A timely update of the classic book on the theory and application of random data analysis First published in 1971, Random Data served as an authoritative book on the analysis of experimental physical data for engineering and scientific applications. This Fourth Edition features coverage of new developments in random data management and analysis procedures that are applicable to a broad range of applied fields, from the aerospace and automotive industries to oceanographic and biomedical research. This new edition continues to maintain a balance of classic theory and novel techniques. The authors expand on the treatment of random data analysis theory, including derivations of key relationships in probability and random process theory. The book remains unique in its practical treatment of nonstationary data analysis and nonlinear system analysis, presenting the latest techniques on modern data acquisition, storage, conversion, and qualification of random data prior to its digital analysis. The Fourth Edition also includes: A new chapter on frequency domain techniques to model and identify nonlinear systems from measured input/output random data New material on the analysis of multiple–input/single–output linear models The latest recommended methods for data acquisition and processing of random data Important mathematical formulas to design experiments and evaluate results of random data analysis and measurement procedures Answers to the problem in each chapter Comprehensive and self–contained, Random Data, Fourth Edition is an indispensible book for courses on random data analysis theory and applications at the upper–undergraduate and graduate level. It is also an insightful reference for engineers and scientists who use statistical methods to investigate and solve problems with dynamic data.
Glossary of Symbols
Basic Descriptions and Properties
Linear Physical Systems
Probability Fundamentals
Statistical Principles
Stationary Random Processes
Single-Input/Output Relationships
Multiple-Input/Output Relationships
Statistical Errors in Basic Estimates
Statistical Errors in Advanced Estimates
Data Acquisition and Processing
Data Analysis
Nonstationary Data Analysis
The Hilbert Transform
Nonlinear System Analysis
Appendix Statistical Tables
Appendix Definitions for Random Data Analysis
List of Figures
List of Tables
List of Examples
Answers to Problems in Random Data