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Random Signal

The document discusses random variables, including their definitions, types (discrete and continuous), and properties such as the cumulative distribution function (CDF) and probability density function (pdf). It also covers concepts of covariance, correlation (including autocorrelation and cross-correlation), stationary processes, independence, ergodic processes, and white noise. The document emphasizes the importance of these concepts in the context of wireless communication research.

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amirizaz11
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6 views15 pages

Random Signal

The document discusses random variables, including their definitions, types (discrete and continuous), and properties such as the cumulative distribution function (CDF) and probability density function (pdf). It also covers concepts of covariance, correlation (including autocorrelation and cross-correlation), stationary processes, independence, ergodic processes, and white noise. The document emphasizes the importance of these concepts in the context of wireless communication research.

Uploaded by

amirizaz11
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Random Signal

Random Variables

• A random variable X(S) is a real valued function of the


underlying even space:
• A random variable may be:
-Discrete valued: range is finite (e.g.{0,1}) or countable
infinite (e.g.{1,2,3…..})
-Continuous valued: range is uncountable infinite (e.g. )
• A random variable may be described by:
- A name: X
- Its range: X
- A description of its distribution
Example: Human voice, Heart bit.
Cumulative Distribution Function

• Definition:
• Properties:
is monotonically nondecreasing

• While the CDF defines the distribution of a random


variable, we will usually work with the pdf or pmf
• In some texts, the CDF is called PDF (Probability
Distribution function)
Wireless Communication Research
4
Laboratory (WiCoRe)
Probability Density Function

• Definition: or

• Interpretations: pdf measures how fast the CDF is increasing


or how likely a random variable is to lie around a particular
value
• Properties:

Wireless Communication Research


5
Laboratory (WiCoRe)
Covariance
A measure of how much the deviations of
two or more variables or processes match
Correlation

Correlation
A measure of how much one random variable depends upon the other

Autocorrelation
This is a type of correlation in which the given signal is correlated with itself, usually the time-shifted
version of itself. Mathematical expression for the autocorrelation of continuous time signal x (t) is
given by

where ⋆denotes the complex conjugate

Similarly the autocorrelation of the discrete time signal x[n] is expressed as


Cross-Correlation
This is a kind of correlation, in which the signal in-hand is correlated with another signal
so as to know how much resemblance exists between them. Mathematical expression
for the cross-correlation of continuous time signals x (t) and y (t) is given by

Similarly, the cross-correlation of the discrete time signals x [n] and y [n] is expressed as
Terminology Describing Random Processes

• A stationary random process has statistical properties


which do not change at all time.
• Hence it has infinite energy & it’s fourier transform does
not exists.
• A wide sense stationary (WSS) process has a mean and
autocorrelation function which do not change with time.
• Unless specified, we will assume that all random
processes are WSS and ergodic

9
Independence and Stationary

■ x[n] and x[m] are independent if

■ x is a stationary process if

for all k.
■ That is, the joint distribution of x[n] and x[m] depends
only on the time difference m - n.
Ergodic Process

■ A stationary random process x[n] for which all the


statistical average can be determined from a single
sample function of the process is called an ergodic
process:
Power Density Spectrum

■ The total area under power density in [-п,п] is the total


energy of the signal.
■ Pxx(w) is always real-valued since ᵩxx(n) is conjugate
symmetric
■ For real-valued random processes, Pxx(w) = ᵩxx(ejw) is
both real and even [ where w=2пf]. Hence Ԑ{x[n]2}
shows distribution of power as a function of freqeuncy.
White Noise (or White Gaussian Noise)
■ A sequence of independent random variables is
called white noise
■ A white noise signal is a signal for which

■ Hence, its samples at different instants of time are


uncorrelated.
■ The power spectrum of a white noise signal is a
constant

■ The concept of white noise is very useful in


quantization error analysis.
White Noise (continue)

■ The average power of a white-noise is therefore

■ White noise is also useful in the representation of


random signals whose power spectra are not
constant with frequency.
■ A random signal y[n] with power spectrum yy(ejw) can be
assumed to be the output of a linear time-invariant system
with a white-noise input.

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