Developed in basic courses in engineering and science,
mathematical theory usually involves deterministic phenomena.
Such is the case for solving a differential equation
that describes a linear system where both input and output
are deterministic quantities. In practice, however, the
input to a linear system, such as imaging or radar systems,
can contain a "random" quantity that yields uncertainty
about the output. Such systems must be treated by probabilistic
rather than deterministic methods. For this reason,
probability theory and random-process theory have
become indispensable tools in the mathematical analysis
of these kinds of engineering systems.
Topics included in this Field Guide are basic probability
theory, random processes, random fields, and random data
analysis. The analysis of random data is less well known
than the other topics, particularly some of the tests for
stationarity, periodicity, and normality.
Much of the material is condensed from the authors'
earlier text Mathematical Techniques for Engineers and
Scientists (SPIE Press, 2003). As is the case for other
volumes in this series, it is assumed that the reader has
some basic knowledge of the subject.
Larry C. Andrews
Professor Emeritus
Townes Laser Institute
CREOL College of Optics
University of Central Florida
Ronald L. Phillips
Professor Emeritus
Townes Laser Institute
CREOL College of Optics
University of Central Florida