通信系统-东南大学英文版ch1-1-Random Processes.pptVIP

Communication Systems （Fourth Edition） Simon Haykin  CH1：Random Processes Introduction Mathematical Definition of a Random Process Stationary Processes Mean, Correlation, and Covariance Functions Ergodic Processes Transmission of a Random Process Through a Linear Time-Invariant Filter Power Spectral Density Gaussian Process Noise 1.1 Introduction Two mathematical models Deterministic Stochastic (or random) Received signal in a communication system usually consists of: Information-bearing signal Random interference Channel noise Describing the signal using statistical parameters Average power, power spectral density, … 1.2 Mathematical Definition of a Random Process Random (stochastic) process Properties Function of time Random Definition Ensemble of time functions A probability rule 1.2 Mathematical Definition of a Random Process (Cont’d) 1.3 Stationary Process 1.3 Stationary Process Example 1.1 Three spatial windows located at times t1, t2, and t3, the probability of the joint event: In terms of the joint distribution function, this probability equals: 1.3 Stationary Process Example 1.3 (Cont’d) 1.7 Power Spectral Density (PSD) Definition of PSD Properties of PSD Properties of PSD (Cont’d) PSD Example 1 PSD Example 1 (Cont’d) PSD Example 2 PSD Example 2 (Cont’d) PSD Example 3 PSD’s of Input/Output Processes PSD and the Magnitude Spectrum PSD and the Magnitude Spectrum (Cont’d) PSD and the Magnitude Spectrum (Cont’d) Cross-Spectral Densities (CSD) CSD Example 1 Concepts Statistically independent and uncorrelated Statistically independent: F(X,Y) = F(X)F(Y) Uncorrelated: CXY(?) = 0 Independent statistics are always uncorrelated, but the converse is not necessarily true. CSD Example 2 Random binary wave Figure 1.11 Power spectral density of random binary wave. Mixing of a random process with a sinusoidal pr