10 Intro to Random Processes A random process
- Slides: 49
10 Intro. to Random Processes A random process is a family of random variables – usually an infinite family; e. g. , { Xn , n=1, 2, 3, . . . }, { Xn , n=0, 1, 2, . . . }, { Xn , n=. . . , -3, -2, -1, 0, 1, 2, 3, . . . } or { Xt , t ≥ 0 }, { Xt , 0 ≤ t ≤ T }, { Xt , -∞ < t < ∞ }.
Recalling that a random variable is a function of the sample space Ω, note that Xn is really Xn(ω) and Xt is really Xt(ω). So, each time we change ω, the sequence of numbers Xn(ω) or the waveform Xt(ω) changes. . . A particular sequence or waveform is called a realization, sample path, or sample function.
Xn(ω) for different ω
Zn(ω) for different ω
5 sin(2πfn) + Zn(ω) for different ω
Yn(ω) for different ω
Xt(ω) = cos(2πft+Θ(ω)) for different ω
Nt(ω) for different ω
Brownian Motion = Wiener Process
10. 2 Characterization of Random Process Mean function Correlation function
Properties of Correlation Fcns symmetry: RX(t 1, t 2)=RX(t 1, t 2)
Properties of Correlation Fcns symmetry: RX(t 1, t 2)=RX(t 1, t 2) since
Properties of Correlation Fcns symmetry: RX(t 1, t 2)=RX(t 1, t 2) since RX(t, t) ≥ 0
Properties of Correlation Fcns symmetry: RX(t 1, t 2)=RX(t 1, t 2) since RX(t, t) ≥ 0 since
Properties of Correlation Fcns symmetry: RX(t 1, t 2)=RX(t 1, t 2) since RX(t, t) ≥ 0 since Bound:
Properties of Correlation Fcns symmetry: RX(t 1, t 2)=RX(t 1, t 2) since RX(t, t) ≥ 0 since Bound: follows by Cauchy-Schwarz inequality:
Second-Order Process A process is second order if
Second-Order Process A process is second order if Such a process has finite mean by the Cauchy-Schwarz inequality:
How It Works You can interchange expectation and integration. If then
How It Works You can interchange expectation and integration. If then
Example 10. 12 If then
Similarly, and then
SX(f) must be real and even:
SX(f) must be real and even: integral of odd function between symmetic limits is zero.
SX(f) must be real and even:
SX(f) must be real and even: This is an even function of f.
10. 4 WSS Processes through LTI Systems
10. 4 WSS Processes through LTI Systems
10. 4 WSS Processes through LTI Systems
Recall What if Xt is WSS?
Recall What if Xt is WSS? Then which depends only on the time difference!
Since
10. 5 Power Spectral Densities for WSS Processes
10. 5 Power Spectral Densities for WSS Processes
- Concurrent processes are processes that
- Random forest intro
- Ergodicty
- Random assignment vs random sampling
- Random assignment vs random selection
- What processes are crucial to the ipde process
- Random process
- Random process
- Random process
- Bandpass random process
- Theme paragraph example
- Introduction sur les contemplations
- Types of hooks for informative essays
- Hook examples
- How to write a comparative essay introduction
- Body conclusion introduction
- Intro qr codes
- States of matter
- Find similar images
- Saturnus yttemperatur
- Intro body conclusion example
- Introduction to reverse engineering
- Essay on relationship
- Research paper parts
- Organic vs inorganic compounds
- Intro to offensive security
- Mitt i naturen intro
- Materialgruppenmanagement
- Lord of the flies intro
- Leq essay format
- Description d'un paysage exemple
- Intro paragraph format
- Andrew ng intro machine learning
- Intro to verilog
- Severance intro
- Introduction to ifs
- Intro to hadoop
- Whats an introduction paragraph
- Intro
- Introduction of company background
- Intro body conclusion
- Intro to vlsi
- Intro to vectors
- Orphan graphic design
- Define stagecraft
- Windows reversing intro
- Adding and subtracting polynomials
- Intro to mis
- Intro dns
- Chapter 10 marketing answer key