handout_week1_a - Stochastic Signals and Systems Virginia...

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Stochastic Signals and Systems Virginia Tech Fall 2008 The Big Picture Modern engineering deals with the design and construction of devices and systems. Devices (e.g., transistor) exhibit significant random behavior elements (e.g., thermal noise). Systems composed of such devices (e.g., computer chip). Such systems then act upon, and act within, complex environments that themselves have significant elements of randomness.
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Processes Example: Thermal noise is the noise arising from the random motion of charge carriers in a conducting or semiconducting medium. Such random agitation at the atomic level is a universal characteristic of matter at temperatures other than absolute zero. (a) (b) (a) Gaussian white noise and (b) Brownian motion (motion of particles suspended in a fluid that move under the rapid and random impact of neighboring particles). Example: Multipath Fading
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This note was uploaded on 05/05/2010 for the course ECECS 5605 taught by Professor Dasilver during the Fall '08 term at Virginia Tech.

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handout_week1_a - Stochastic Signals and Systems Virginia...

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