现代数字信号处理AdvancedDigitalSignalProcessingch1fundamentals.ppt

Advanced Digital Signal Processing(Modern Digital Signal Processing)Chapter 1 Fundamentals for Discrete Random Signal Analysis and Processing 1.1 Discrete Random Signal and Its Representation Random Signal Signal whose values are random Signal value varies with time, but it can not be represented by a deterministic function of time For a certain instant, signal value is a random variable A sample of a random signal is called a realization (a function of time) The Classification of Random Signal Continuous random signal: Signal which is continuous in time and amplitude domain Discrete random signal (random sequence): Signal which is continuous in amplitude but discrete in time Continuous time, discrete amplitude random signal Digital random signal: Signal which is discrete in both amplitude and time. It can be treated as random sequence by ignoring quantization effects or finite word-length effects. Examples of Random Signal Continuous random signal (3 realizations) Random sequence (3 realizations) The Representation of Random Sequence A random sequence can be modeled by a discrete-time stochastic process is a random variable, denoted as Time is fixed and value is variable or is a realization (sample sequence) is variable but is fixed is a number Both and is fixed is a stochastic process Both and is variable, briefly denoted as The Complete Description of a Stochastic Process (Random Sequence) The Nth probability distribution function The Nth probability density function (PDF) If , then is a random variable and its Probability distribution function: PDF: The Numerical Characteristics (Statistics) of Random Sequence Expectation or mean value (1st-order moment) Mean square value (2nd-order origin moment) Variance (2nd-order central moment) The correlation of