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Probability, random processes, and estimation theory for engineers
Stark H., Woods J., Prentice-Hall, Inc., Upper Saddle River, NJ, 1986. Type: Book (9789780137117062)
Date Reviewed: Mar 1 1987

This is a very good, complete, and rigorous textbook. It is written primarily for computer science and electrical engineering students, rather than for engineering students in general. It is designed for college seniors and graduate students. To properly use and understand this text requires a strong background in advanced calculus, partial differential equations, etc. This is heavy reading. For example, the authors suggest using only two or three chapters per semester.

The text conceptually does a nice job linking probability, random processes, estimation, and decision theory into a somewhat overall view. It takes advantage of many recent developments in these fields that are not often found in a single text.

The treatment of topics is complete and rigorous. Extensive theorems are presented, and complete proofs are developed. There are many good examples; e.g., in discussing where the Poisson “law” is applied, examples are given from:

  • physics--radioactive decay;

  • operations research--phone switchboard activity;

  • biology--water pollution by bacteria;

  • transportation--toll booth activity;

  • optics--optical receiver design;

  • and communications--fiber optic linkage design.

There are many such good, modern, and complete examples given throughout the book.

Each chapter has an extensive set of problems that are closely related to the chapter content. The references are adequate, but not extensive. They are at the end of each chapter, but not at the end of the text.

The problems are minor. Just a little too often, the authors say “we leave it as an exercise to the reader to show that. . . .” Some of the proofs could use just a little more detailed development. A complete glossary at the end with all of the math symbols carefully explained would help the reader wanting to use it as a reference.

This very good text will probably be used more in the classroom than on the practitioner’s desk. It could easily be expanded into two or three separate texts. I do recommend that it be seriously reviewed and considered by the target audiences of computer science and electrical engineering students.

Reviewer:  G. Carlson Review #: CR110743
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Probability And Statistics (G.3 )
 
 
Engineering (J.2 ... )
 
 
Mathematics And Statistics (J.2 ... )
 
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