Fourier Analysis of Stochastic Processes A Mathematical Introduction to Signal Processing

The book discusses Fourier analysis of signals with deterministic and random components. It includes the mathematical basics of Fourier theory, connects that with the problems encountered in engineering, and then treats a number of topics rarely treated in mathematics texts and only poorly treated in engineering texts, such as: - the compromise between precision and complexity in the fast Fourier transform - the representation of band-pass signals - Poisson white noise - parametric representation of spectra - poly-spectra