10.2.0 Processing of Random Signals
In this section, we will study what happens when a WSS random signal passes through a
linear time-invariant (LTI) system.
Such scenarios are encountered in many real-life systems, specifically in communications and signal processing.
A main result of this section is that if the input to an LTI system is a WSS process, then the output is also a WSS process.
Moreover, the input and output are jointly WSS. To better understand these systems, we will discuss the study of random signals in the
frequency domain.
The print version of the book is available on Amazon.
|
Practical uncertainty: Useful Ideas in Decision-Making, Risk, Randomness, & AI
|