Random Signals and Noise (NETW 504)
Offered By:
Information Engineering and Technology Faculty
Description
- Random Signal Representation Random variable, probability density function, probability distribution function, ordinary and central moments, autocorrelation function, characteristic function, moment theorem
- Random Distributions Uniform, normal, lognormal, Rayleigh, chi-square, exponential, Laplace, Cauchy, Bernoulli, binomial and Poisson distribution
- Multidimensional Random Signals Multivariate distribution, conditional distribution, correlation coefficient, cross-correlation matrix, cross-covariance matrix, independent, uncorrelated and orthogonal random vectors ordinary moments, multivariate characteristic function, moment theorem, central limit theorem
- Stochastic Processes Sample function, Gaussian process, mean and autocorrelation function, cross-correlation function, independent, uncorrelated and orthogonal processes, power spectrum
- Noise White noise and coloured noise, thermal and shot noise
- Stationarity Strict and wide sense stationary signals
- System Theory for Stochastic Input Processes Memoryless, linear, time-invariant systems, transform methods, power spectrum
- Filtering of Random Signals Wiener filter