Review of Random Processes1

Review of Random Processes1 - 3/5/2010 Random Processes A...

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3/5/2010 1 Review of Random Processes Random Processes A Random Variable that is a function of time is called a Random Process. A Random Process X(t, ζ ) is a collection (ensemble) of all possible sample functions (waveforms) of the random variable X(t). A Random Process is a collection of an infinite number of Random Variables. Figure 9.1 Random process for representing the temperature of a city. Moments   2 1 2 1 2 1 2 1 2 1 2 1 2 1 ) , ; , ( ) ( ) ( ) , ( : ation autocorrel ) ; ( )] ( [ ) ( : mean 2 1 x dx t t x x p x x X X t X t X t t R dx t x xp t X E t X x x X X Figure 9.4 Autocorrelation functions for a slowly varying and a rapidly varying random process. The autocorrelation is a measure of the similarity of the amplitudes at t1 and t2. The rapidity of the amplitude change, and hence the autocorrelation, contains frequency information of the process. Strict-Sense Stationary (SSS) and
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This note was uploaded on 08/13/2010 for the course EE EE 314 taught by Professor Zhang during the Winter '10 term at Cal Poly.

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Review of Random Processes1 - 3/5/2010 Random Processes A...

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