Random Signals

Abstract

Signals whose parameters are random variables are called random signals. Random signals are random or stochasic processes. We will extend the concept of random samples to the sampling of a random process. The characterization of a random process is given in terms of its time-dependent distribution and density functions. The characterization and classification is described in Section 1. 1. Two important characteristics of a random process from the point of view of applications are its correlation and covariance functions (Section 1.2). Three important random processes, the Gaussian, Brownian, and Poisson processes, are discussed in Sections 1.3 and 1.4. Mean-square calculus for random processes is presented in Section 1.5. Markov processes and renewal processes are discussed in Sections 1.6 and 1.7. The chapter concludes with bibliographical notes (Section 1.8).