handout_week12_a

handout_week12_a - statistically independent. This process...

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
Stochastic Signals and Systems Random Processes Virginia Tech Fall 2008 Random Telegraph Signal Consider a random process X ( t ) that starts at the value X ( 0 ) = ± 1 with equal probability. At random times t 1 , t 2 , . . . thereafter it changes sign. The “switching times” t 1 , t 2 , . . . constitute a Poisson process with rate α ; that is, the number of changes of sign between any two times t 1 and t 2 has a Poisson distribution with rate α . the number of changes of sign in disjoint intervals are
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Background image of page 2
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: statistically independent. This process is called the random telegraph signal . Random Telegraph Signal P [ even number of sign changes in ( t 1 , t 2 )] = P [ odd number of sign changes in ( t 1 , t 2 )] = P [ X ( t ) = 1 ] = P [ X ( t ) =-1 ] = Random Telegraph Signal The mean, variance, and autocovariance of the random telegraph signal are m X ( t ) = Var ( X ( t )) = C X ( t 1 , t 2 ) =...
View Full Document

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.

Page1 / 2

handout_week12_a - statistically independent. This process...

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online