Wide Sense Stationary Random Processes | Digital Signal Processing # 14

Опубликовано: 01 Январь 1970
на канале: Ahmad Bazzi
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📚About
A Wide Sense Strictly Stationary Random Process is a particular type of random process that is a "weak version" of the stronger strictly stationary random process. In this lecture, we attempt to clear this term through an intuitive approach. This lecture is outlined as follows:

⏲Outline
00:00 Introduction
01:30 Mean of Random Processes
03:14 Mean of Strictly Stationary Random Processes
05:15 Autocorrelation Function
06:30 Autocorrelation of Strictly Stationary Random Processes
09:12 Wide Sense Stationary
11:22 Autocovariance Function
13:46 Autocorrelation properties
15:11 Property 1: Mean-Squared Value
15:46 Property 2: Even Function
17:15 Property 3: Peaks at zero
20:10 Autocorrelation Behaviour
21:14 Local Oscillator Example
26:37 Autocorrelation on MATLAB
34:48 Summary
36:22 Outro



📙Previous Lectures
Lecture 1: Signals & Systems    • Signals and Systems | Digital Signal ...  
Lecture 2: Multichannel and Multidimensional signals    • Multichannel and Multidimensional sig...  
Lecture 3: Continuous-time & Discrete-time signals& Sampling    • Continuous-time & Discrete-time signa...  
Lecture 4:    • Continuous-valued & Discrete-valued s...  
Lecture 5: Deterministic vs Random Signals    • Deterministic vs Random Signals | Dig...  
Lecture 6: Continuous-time sinusoidal signals & Phasors    • Continuous-time sinusoidal signals & ...  
Lecture 7: Discrete-time sinusoidal signals & Aliasing    • Discrete-time sinusoidal signals & Al...  
Lecture 8: Continuous Complex Exponentials & Fourier Series    • Continuous Complex Exponentials & Fou...  
Lecture 9: Discrete Complex Exponentials & Fourier Series | Signal Processing    • Discrete Complex Exponentials & Fouri...  
Lecture 10: Analog to Digital Converters    • Analog to Digital Converters | Digita...  
Lecture 11: Sampling Analog Signals    • Sampling Analog Signals | Digital Sig...  
Lecture 12: Random Processes    • Random Processes | Digital Signal Pro...  
Lecture 13: Stationary Random Processes    • Stationary Random Processes | Digital...  

📖 Related Content
Proakis, John G., and Dimitris G. Manolakis. "Digital signal processing." PHI Publication: New Delhi, India (2004).
https://www.amazon.com/Digital-Signal...

Oppenheim, Alan V., John R. Buck, and Ronald W. Schafer. Discrete-time signal processing. Vol. 2. Upper Saddle River, NJ: Prentice Hall, 2001.
https://www.amazon.fr/Digital-Signal-...

MATLAB
https://www.mathworks.com/products/ma...


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