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Unformatted text preview: Continuous time system : analog Discrete time system : sampling; digital Stationary process : Probability distributions are invariant under a shift of the time scale Strongly stationary Weakly stationary : first and second order probability distributions are invariant. Nonstationary process Locally stationary : ) ( ) ( ) , ( 2 1 τ R t R t R = Ergodic process : Ensemble averages = Temporal averages Almost all stationary processes are ergodic Strongly ergodic Weakly ergodic Non-ergodic process...
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This note was uploaded on 11/21/2009 for the course ME . taught by Professor . during the Spring '09 term at Korea University.
- Spring '09
- Mechanical Engineering