通信系统-东南大学英文版ch1-2-Random Processes.pptVIP

1.8 Gaussian Process Definition: Suppose S is the set of linear functionals of a random process X(t) with finite mean-square value, if every element in S is a Gaussian-distributed random variable, then X(t) is a Gaussian process. In short, X(t) is a Gaussian process if every linear functional of X(t) is a Gaussian random variable. Easy to process and fit for many physical phenomena Central Limit Theorem Independently and identically distributed (i.i.d.) random variables Xi, i = 1, 2, … The Xi are statistically independent The Xi have the same probability distribution Yi are normalized version of Xi Yi = (Xi - ?x) / ?X, i = 1, 2, … The central limit theorem: Properties of a Gaussian Process If the input process to a stable linear filter is Gaussian, then the output process is also Gaussian. The set of random variables obtained by sampling a Gaussian random process at different times are jointly Gaussian. (Can be used as a definition of Gaussian process) Properties of a Gaussian Process (Cont’d) If a Gaussian process is stationary, then the process is also strictly stationary. If a set of random variables obtained by sampling a Gaussian random process at different time are uncorrelated, then they are statistically independent. 1.9 Noise Shot noise Arising due to the discrete nature of current flow in some electronic devices Number of arrivers in a pre-defined interval follows Poisson distribution Thermal Noise Arising due to random motion of electrons in a conductor Usually modeled using the Thévenin equivalent circuit or the Norton equivalent circuit Available noise power is kT?f watts. White Noise White Noise (Cont’d) Samples at different times on a white noise are uncorrelated If the white noise is Gaussian (called white Gaussian noise), the samples are also statistically independent (the ultimate randomness) As long as the bandwidth of a noise process at the input of a system is appreciably larger than that of the system itself, we may model the noise proces