Chapter 4

Random Signals and Stochastic Processes

Luiz Wagner Pereira Biscainho,    DEL/Poli & PEE/COPPE, Universidade Federal do Rio de Janeiro, Rio de Janeiro, Brazil

Abstract

This chapter is divided in three main parts. First, the main concepts of Probability are introduced. In the sequence, they are encapsulated into the Random Variable framework; a brief discussion of estimators is provided as an application example. At last, Random Processes and Sequences are tackled. After their detailed presentation, noise models, and modulation, spectral characterization and sampling of random processes are briefly discussed. The description of linear time-invariant processing of stationary processes and sequences leads to applications like Wiener filtering ...

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