Critical debates on counter-terrorism judicial review / edited by Fergal F. Davis and Fiona De Londras

• Record Nr.: UNINA990010063390403321
• Pubbl/distr/stampa: Cambridge : Cambridge University press, c2014
• ISBN: 978-1-107-05361-8
• Descrizione fisica: IX 376 p. ; 24 cm
• Disciplina: 363.32
• Locazione: DDCIC
• Collocazione: IX B 383
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia

Signals and systems : a practical approach / / D. Sundararajan

• Record Nr.: UNINA9910634054003321
• Autore: Sundararajan D.
• Pubbl/distr/stampa: Cham, Switzerland : , : Springer, , [2023]; ©2023
• ISBN: 9783031193774; 9783031193767
• Edizione: [2nd ed.]
• Descrizione fisica: 1 online resource (479 pages)
• Disciplina: 910.5
• Soggetti: Fourier transformations
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Intro -- Preface to the Second Edition -- Preface to the First Edition -- Contents -- Abbreviations -- 1 Discrete Signals -- 1.1 Introduction -- 1.2 Basic Signals -- 1.2.1 Unit-Impulse Signal -- 1.2.2 Unit-Step Signal ; -- 1.2.3 Unit-Ramp Signal -- 1.2.4 Sinusoids and Exponentials -- 1.2.4.1 The Polar Form of Sinusoids -- 1.2.4.2 The Rectangular Form of Sinusoids -- 1.2.4.3 The Sum of Sinusoids of the Same Frequency -- 1.2.4.4 Exponentials -- 1.2.4.5 The Complex Sinusoids -- 1.2.4.6 Exponentially Varying Amplitude Sinusoids -- 1.2.4.7 The Sampling Theorem and the Aliasing Effect -- 1.2.4.8 Frequency-Sampling Theorem -- 1.3 Classification of Signals -- 1.3.1 Continuous, Discrete, and Digital Signals -- 1.3.2 Periodic and Aperiodic Signals -- 1.3.3 Energy and Power Signals -- 1.3.4 Even- and Odd-Symmetric Signals -- 1.3.5 Causal and Noncausal Signals -- 1.3.6 Deterministic and Random Signals -- 1.4 Signal Operations -- 1.4.1 Time Shifting -- 1.4.1.1 Circular Shifting -- 1.4.2 Time Reversal -- 1.4.2.1 Circular Time Reversal -- 1.4.3 Time Scaling -- 1.4.4 Zero Padding -- 1.5 Numerical Integration -- 1.6 The Organization of this Book -- 1.7 Summary -- Exercises -- 2 Continuous Signals -- 2.1 Basic Signals -- 2.1.1 The Unit-Step Signal -- 2.1.2 The Unit-Impulse Signal -- 2.1.2.1 The Impulse Representation of Signals -- 2.1.2.2 The Unit-Impulse as the Derivative of the Unit-Step -- 2.1.2.3 The Scaling Property of the Impulse -- 2.1.3 The Unit-Ramp Signal -- 2.1.4 Sinusoids -- 2.1.4.1 The Polar Form of Sinusoids -- 2.1.4.2 The Rectangular Form of Sinusoids -- 2.1.4.3 The Sum of Sinusoids of the Same Frequency -- 2.1.4.4 The Complex Sinusoids -- 2.1.4.5 Exponentially Varying Amplitude Sinusoids -- 2.2 Classification of Signals -- 2.2.1 Continuous Signals -- 2.2.2 Periodic and Aperiodic Signals -- 2.2.3 Energy and Power Signals.; 2.2.4 Even- and Odd-Symmetric Signals -- 2.2.5 Causal and Noncausal Signals -- 2.3 Signal Operations -- 2.3.1 Time Shifting -- 2.3.2 Time Reversal -- 2.3.3 Time Scaling -- 2.4 Summary -- Exercises -- 3 Time-Domain Analysis of Discrete Systems -- 3.1 Difference Equation Model -- 3.1.1 System Response -- 3.1.1.1 Zero-State Response -- 3.1.1.2 Zero-Input Response -- 3.1.1.3 Complete Response -- 3.1.1.4 Transient and Steady-State Responses -- 3.1.1.5 Coding and Simulation -- 3.1.1.6 Zero-Input Response by Solving the Difference Equation -- 3.1.2 Impulse Response -- 3.1.3 Characterization of Systems by Their Responses to Impulse and Unit-Step Signals -- 3.2 Classification of Systems -- 3.2.1 Linear and Nonlinear Systems -- 3.2.2 Time-Invariant and Time-Varying Systems -- 3.2.3 Causal and Noncausal Systems -- 3.2.4 Instantaneous and Dynamic Systems -- 3.2.5 Inverse Systems -- 3.2.6 Continuous and Discrete Systems -- 3.3 Convolution-Summation Model -- 3.3.1 Properties of Convolution-Summation -- 3.3.2 The Difference Equation and the Convolution-Summation -- 3.3.3 Response to Complex Exponential Input -- 3.4 System Stability -- 3.5 Realization of Discrete Systems -- 3.5.1 Decomposition of Higher-Order Systems -- 3.5.2 Feedback Systems -- 3.6 Summary -- Exercises -- 4 Time-Domain Analysis of Continuous Systems -- 4.1 Classification of Systems -- 4.1.1 Linear and Nonlinear Systems -- 4.1.2 Time-Invariant and Time-Varying Systems -- 4.1.3 Causal and Noncausal Systems -- 4.1.4 Instantaneous and Dynamic Systems -- 4.1.5 Lumped-Parameter and Distributed-Parameter Systems -- 4.1.6 Inverse Systems -- 4.2 Differential Equation Model -- 4.3 Convolution-Integral Model -- 4.3.1 Properties of Convolution-Integral -- 4.3.2 Convolution of a Function with a Narrow Unit Area Pulse -- 4.4 System Response -- 4.4.1 Impulse Response -- 4.4.2 Response to Unit-Step Input.; 4.4.3 Characterization of Systems by Their Responses to Impulse and Unit-Step Signals -- 4.4.4 Response to Complex Exponential Input -- 4.5 System Stability -- 4.6 Realization of Continuous Systems -- 4.6.1 Decomposition of Higher-Order Systems -- 4.6.2 Feedback Systems -- ; 4.7 Summary -- Exercises -- 5 The Discrete Fourier Transform -- 5.1 The Time-Domain and the Frequency-Domain -- 5.2 The Fourier Analysis -- 5.2.1 The Four Versions of Fourier Analysis -- 5.3 The Discrete Fourier Transform -- 5.3.1 The Approximation of Arbitrary Waveforms with Finite Number of Samples -- 5.3.2 The DFT and the IDFT -- 5.3.2.1 Center-Zero Format of the DFT and IDFT -- 5.3.3 DFT of Some Basic Signals -- 5.4 Properties of the Discrete Fourier Transform -- 5.4.1 Linearity -- 5.4.2 Periodicity -- 5.4.3 Circular Time Reversal -- 5.4.4 Duality -- 5.4.5 Sum and Difference of Sequences -- 5.4.6 Upsampling of a Sequence -- 5.4.7 Zero Padding the Data -- 5.4.8 Circular Shift of a Sequence -- 5.4.9 Circular Shift of a Spectrum -- 5.4.10 Symmetry -- 5.4.11 Circular Convolution of Time-Domain Sequences -- 5.4.12 Circular Convolution of Frequency-Domain Sequences -- 5.4.13 Parseval's Theorem -- 5.5 Applications of the Discrete Fourier Transform -- 5.5.1 Computation of the Linear Convolution Using the DFT -- 5.5.2 Interpolation and Decimation -- 5.5.2.1 Interpolation -- 5.5.2.2 Decimation -- 5.5.2.3 Interpolation and Decimation -- 5.5.3 Image Boundary Representation -- 5.6 Summary -- Exercises -- 6 Fourier Series -- 6.1 Fourier Series -- 6.1.1 FS as the Limiting Case of the DFT -- 6.1.2 The Compact Trigonometric Form of the FS -- 6.1.3 The Trigonometric Form of the FS -- 6.1.4 Periodicity of the FS -- 6.1.5 Existence of the FS -- 6.1.6 Gibbs Phenomenon -- 6.2 Properties of the Fourier Series -- 6.2.1 Linearity -- 6.2.2 Symmetry -- 6.2.2.1 Even Symmetry -- 6.2.2.2 Odd Symmetry.; 6.2.2.3 Half-Wave Symmetry -- 6.2.3 Time Shifting -- 6.2.4 Frequency Shifting -- 6.2.5 Time Reversal -- 6.2.6 Convolution in the Time-Domain -- 6.2.7 Convolution in the Frequency-Domain -- 6.2.8 Duality -- 6.2.9 Time Scaling -- 6.2.10 Time-Differentiation -- 6.2.11 Time-Integration -- 6.2.11.1 Rate of Convergence of the Fourier Series -- 6.2.12 Parseval's Theorem -- 6.3 Approximation of the Fourier Series -- 6.3.1 Aliasing Effect -- 6.4 Applications of the Fourier Series -- 6.4.1 Analysis of Rectified Power Supply -- 6.5 Summary -- Exercises -- 7 The Discrete-Time Fourier Transform -- 7.1 The Discrete-Time Fourier Transform -- 7.1.1 The DTFT as the Limiting Case of the DFT -- 7.1.2 The Dual Relationship between the DTFT and the FS -- 7.1.3 The DTFT of a Discrete Periodic Signal -- 7.1.4 Determination of the DFT from the DTFT -- 7.2 Properties of the Discrete-Time Fourier Transform -- 7.2.1 Linearity -- 7.2.2 Time Shifting -- 7.2.3 Frequency Shifting -- 7.2.4 Convolution in the Time-Domain -- 7.2.5 Convolution in the Frequency-Domain -- 7.2.6 Symmetry -- 7.2.7 Time Reversal -- 7.2.8 Time Expansion -- 7.2.9 Frequency Differentiation -- 7.2.10 Difference -- 7.2.11 Summation -- 7.2.12 Parseval's Theorem and the Energy Transfer Function -- 7.3 Approximation of the Discrete-Time Fourier Transform -- 7.3.1 Approximation of the Inverse DTFT by the IDFT -- 7.4 Applications of the Discrete-Time Fourier Transform -- 7.4.1 Transfer Function and the System Response -- 7.4.2 Digital Filter Design Using DTFT -- 7.4.2.1 Rectangular Window -- 7.4.2.2 Hamming Window -- 7.4.3 Digital Differentiator -- 7.4.4 Hilbert Transform -- 7.4.5 Downsampling -- 7.5 Summary -- Exercises -- 8 The Fourier Transform -- 8.1 The Fourier Transform -- 8.1.1 The FT as a Limiting Case of the DTFT -- 8.1.2 Existence of the FT -- 8.2 Properties of the Fourier Transform -- 8.2.1 Linearity.; 8.2.2 Duality -- 8.2.3 Symmetry -- 8.2.4 Time Shifting -- 8.2.5 Frequency Shifting -- 8.2.6 Convolution in the Time Domain -- 8.2.7 Convolution in the Frequency Domain -- 8.2.8 Conjugation -- 8.2.9 Time Reversal -- 8.2.10 Time Scaling -- 8.2.11 Time Differentiation -- ; 8.2.12 Time Integration -- 8.2.13 Frequency Differentiation -- 8.2.14 Parseval's Theorem and the Energy Transfer Function -- 8.3 Fourier Transform of Mixed Class of Signals -- 8.3.1 The FT of a Continuous Periodic Signal -- 8.3.2 Determination of the FS from the FT -- 8.3.3 The FT of a Sampled Signal and the Aliasing Effect -- 8.3.4 The FT and the DTFT of Sampled Aperiodic Signals -- 8.3.5 The FT and the DFT of Sampled Periodic Signals -- 8.3.6 Approximation of the Continuous Signal from Its Sampled Version -- 8.4 Approximation of the Fourier Transform -- 8.5 Applications of the Fourier Transform -- 8.5.1 Transfer Function and the System Response -- 8.5.2 Ideal Filters and Their Unrealizability -- 8.5.3 Modulation and Demodulation -- 8.5.3.1 Double Sideband, Suppressed Carrier (DSB-SC), Amplitude Modulation -- 8.5.3.2 Double Sideband, with Carrier (DSB-WC), Amplitude Modulation -- 8.5.3.3 Pulse Amplitude Modulation (PAM) -- 8.6 Summary -- Exercises -- 9 The z-Transform -- 9.1 Fourier Analysis and the z-Transform -- 9.2 The z-Transform -- 9.3 Properties of the z-Transform -- 9.3.1 Linearity -- 9.3.2 Left Shift of a Sequence -- 9.3.3 Right Shift of a Sequence -- 9.3.4 Convolution -- 9.3.5 Multiplication by n -- 9.3.6 Multiplication by an -- 9.3.7 Summation -- 9.3.8 Initial Value -- 9.3.9 Final Value -- 9.3.10 Transform of Semiperiodic Functions -- 9.4 The Inverse z-Transform -- 9.4.1 Finding the Inverse z-Transform -- 9.4.1.1 The Partial Fraction Method -- 9.4.1.2 The Long Division Method -- 9.5 Applications of the z-Transform -- 9.5.1 Transfer Function.; 9.5.2 Characterization of a System by Its Poles and Zeros.

Applied Statistics for Economics and Business / / by Durmuş Özdemir

• Record Nr.: UNINA9910254092603321
• Autore: Özdemir Durmuş
• Pubbl/distr/stampa: Cham : , : Springer International Publishing : , : Imprint : Springer, , 2016
• ISBN: 3-319-26497-4
• Edizione: [2nd ed. 2016.]
• Descrizione fisica: 1 online resource (XXI, 303 p. 116 illus., 3 illus. in color.)
• Disciplina: 330.015195
• Soggetti: Statistics; Business mathematics; Economics; Statistics for Business, Management, Economics, Finance, Insurance; Business Mathematics; Economic Theory/Quantitative Economics/Mathematical Methods
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Nota di bibliografia: Includes bibliographical references and index.
• Nota di contenuto: Introduction -- 1.Collecting Data -- 2.Data presentation: Graphs, Frequency Tables and Histograms -- 3.Measures of Location -- 4.Measures of Dispersion -- 5.Index Numbers -- 6.Inequality Indices -- 7.Probability Theory -- 8.Probability Distributions -- 9.Estimation and Confidence Intervals -- 10.Hypothesis Testing -- 11.The χ2, F-Distributions and the ANOVA -- 12.Correlation -- 13.Simple Regression. Chapter 14.Multiple Regression -- 15.The Analysis of Time Series -- Appendix .
• Sommario/riassunto: This textbook introduces readers to practical statistical issues by presenting them within the context of real-life economics and business situations. It presents the subject in a non-threatening manner, with an emphasis on concise, easily understandable explanations. It has been designed to be accessible and student-friendly and, as an added learning feature, provides all the relevant data required to complete the accompanying exercises and computing problems, which are presented at the end of each chapter. It also discusses index numbers and inequality indices in detail, since these are of particular importance to students and commonly omitted in textbooks. Throughout the text it is ; assumed that the student has no prior knowledge of statistics. It is aimed primarily at business and economics undergraduates, providing them with the basic statistical skills necessary for further study of their subject. However, students of other disciplines will also find it relevant.