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- W158694580 abstract "This chapter discusses the random processes along signal properties. It is a random variable with an additional dimension: time. For each measurement or outcome of an experiment there exists a time function instead of a single number. This is also true for all signal and time series measurements with random components or properties. The description of the properties of random processes is accomplished by extending the probabilistic description of random variables to include the additional independent variable: time. The description of the properties and characteristics of random signals implements many of these same concepts. The chapter provides a presentation of this description, which begins with a definition of stationarity and is followed by a definition of ensemble moment functions for time–domain signals. The estimation of these functions is considered by using estimators that operate on sample functions. The suitability of the estimators is evaluated and the validity of using time-domain averages for estimating ensemble averages is discussed. Several important functions, such as the autocorrelation function, are studied in the chapter. Next, to develop a better sense of the concept of structure and correlation in a signal, the simulation of signals, other than white noise, and some methods to create them are described. Finally, the chapter presents the testing of stationarity." @default.
- W158694580 created "2016-06-24" @default.
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- W158694580 date "2007-01-01" @default.
- W158694580 modified "2023-09-23" @default.
- W158694580 title "Introduction to random processes and signal properties" @default.
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- W158694580 doi "https://doi.org/10.1016/b978-012088581-7/50022-4" @default.
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