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Lecture summary: | Lecture summary: | ||
| − | Having defined a "stationary random process", we consider a slightly large class of signals, called "wide sense stationary". | + | Having defined a "stationary random process", we consider a slightly large class of signals, called "wide sense stationary" (w.s.s.). After having defined such random processes, we began talking about the effect of processing a w.s.s. random signal with an LTI system. One first important fact (Fact 1) was noted, namely that the mean of the output random signal is equal to the mean of the input signal multiplied by the frequency response of the system evaluated at f=0. We also briefly stated the fact (Fact 2) that the output must be w.s.s. when the input is w.s.s. |
| + | |||
| + | Note that we are now focusing only on continuous-time random processes for lack of time. | ||
Latest revision as of 06:17, 24 April 2013
Lecture 41 Blog, ECE302 Spring 2013, Prof. Boutin
Friday April 19, 2013 (Week 15) - See Course Outline.
(Other blogs 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16, 17, 18, 19, 20, 21, 22, 23, 24, 25, 26, 27, 28, 29, 30, 31, 32, 33, 34, 35, 36, 37, 38, 39, 40
Lecture summary:
Having defined a "stationary random process", we consider a slightly large class of signals, called "wide sense stationary" (w.s.s.). After having defined such random processes, we began talking about the effect of processing a w.s.s. random signal with an LTI system. One first important fact (Fact 1) was noted, namely that the mean of the output random signal is equal to the mean of the input signal multiplied by the frequency response of the system evaluated at f=0. We also briefly stated the fact (Fact 2) that the output must be w.s.s. when the input is w.s.s.
Note that we are now focusing only on continuous-time random processes for lack of time.
Action items for students (to be completed before next lecture)
- Read Section 9.6 in the textbook.
- Solve problems 9.61, 9.62, 9.64, 9.65 in the textbook.
Previous: Lecture 40
Next: Lecture 42
