{[ promptMessage ]}

Bookmark it

{[ promptMessage ]}

lecture18

# lecture18 - ECE 5510 Random Processes Lecture Notes Fall...

This preview shows pages 1–3. Sign up to view the full content.

ECE 5510: Random Processes Lecture Notes Fall 2008 Lecture 18 Today: (1) Exam Return, (2) Review of Lecture 17 Midterm results. Mean: 73; Std dev: 13. Curved percentage score: X +22 110 , for your raw grade X . Application Assignment 5 due Tuesday, 5pm. No HW will be assigned today. I have not covered enough material. So HW 9 will be assigned Tue, due Tue Nov 25. 1 Review of Lecture 17 Def’n: Expected Value of a Random Process The expected value of continuous time random process X ( t ) is the deterministic function μ X ( t ) = E X ( t ) [ X ( t )] for the discrete-time random process X n , μ X [ n ] = E X n [ X n ] Def’n: Autocovariance The autocovariance function of the continuous time random process X ( t ) is C X ( t, τ ) = Cov ( X ( t ) , X ( t + τ )) For a discrete-time random process, X n , it is C X [ m, k ] = Cov ( X m , X m + k ) Def’n: Autocorrelation The autocorrelation function of the continuous time random process X ( t ) is R X ( t, τ ) = E X [ X ( t ) X ( t + τ )] For a discrete-time random process, X n , it is R X [ m, k ] = E X [ X m X m + k ]

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

View Full Document
ECE 5510 Fall 2008 2 These two definitions are related by: C X (
This is the end of the preview. Sign up to access the rest of the document.

{[ snackBarMessage ]}

### Page1 / 3

lecture18 - ECE 5510 Random Processes Lecture Notes Fall...

This preview shows document pages 1 - 3. Sign up to view the full document.

View Full Document
Ask a homework question - tutors are online