Random Processes and Stationarity
Автор: Barry Van Veen
Загружено: 2013-03-09
Просмотров: 49215
Introduction to describing random processes using first and second moments (mean and autocorrelation/autocovariance). Definition of a stationary process and examples of both stationary and non-stationary processes. Ergodic processes and use of time averages to estimate mean and autocorrelation.
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