Chapter 10: Stochastic Processes and Random Signals

Introduces the statistical treatment of signals and systems.

Chapter Sections

Random Processes

• Classification of Random Processes
• Stationarity and Ergodicity

Statistical Averages

• Mean, Autocorrelation, and Autocovariance
• Cross-Correlation Functions

Response of Linear Systems to Random Inputs

• Output Mean and Variance
• Spectral Characteristics