Topic 7: Random Processes
† Deflnition, discrete and continuous processes † Specifying random processes { Joint cdf’s or pdf’s { Mean, auto-covariance, auto-correlation { Cross-covariance, cross-correlation † Stationary processes and ergodicity ES150 { Harvard SEAS 1 Random processes † A random process, also called a stochastic process, is a family of random
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The autocorrelation function and the rate of change
www.ece.tufts.eduWhite noise † Band-limited white noise: A zero-mean WSS process N(t) which has the psd as a constant N0 2 within ¡W • f • W and zero elsewhere. { Similar to white light containing all frequencies in equal amounts.
Lecture 1: Entropy and mutual information
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Topic 6: Convergence and Limit Theorems
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