O'Reilly logo

Filtering and System Identification by Vincent Verdult, Michel Verhaegen

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

4

Random variables and signals

image

After studying this chapter you will be able to

•  define random variables and signals;

•  describe a random variable by the cumulative distribution function and by the probability density function;

•  compute the expected value, mean, variance, standard deviation, correlation, and covariance of a random variable;

•  define a Gaussian random signal;

•  define independent and identically distributed (IID) signals;

•  describe the concepts of stationarity, wide-sense stationarity, and ergodicity;

•  compute the power spectrum and the cross-spectrum;

•  relate the input and output spectra of an LTI system;

•  describe ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required