Optimum Linear Systems: Steady-State Synthesis
The previous chapter was concerned with the analysis of signals and systems. We study now a much more difficult problem, the synthesis or design of systems which are optimum in some sense. Since it will turn out that we are interested principally in linear systems with random inputs and with criteria of optimization which are statistical in nature, it might be appropriate to call this general area by the term statistical design or statistical optimization theory for linear systems.
KeywordsSpectral Density Impulse Response Power Spectral Density Power Ratio Matched Filter
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