Nonlinear Transformations of Random Processes

This concise treatment of nonlinear noise techniques encountered in system applications is suitable for advanced undergraduates and graduate students.

The book is also a valuable reference for systems analysts and communication engineers, discussing the basic mathematical theories of nonlinear transformations applied to random processes that are encountered in communications and control systems.

Prerequisites are some familiarity with statistics, probability, complex variables, and Fourier and Laplace transforms.