苏州大学电子信息学院数字信号处理 第7章.pdfVIP

Discrete Random Signal Processing ( 9 hours) Background voice video music Can we describe them ECGEEG radar by a mathematic formula ? vibration handwriting image FM wave How to processing them ? earthquake sonar satellite biometrics fingerprint Dr. Yibiao YU Discrete Random Signal processing 2013/3/10 TOPICS 1. Random signal and property 2. Stationary random signal 3. LSI response of random signal 4. Power spectrum estimation 5. Winner and Karlman filters Dr. Yibiao YU Discrete Random Signal processing 2013/3/10 Random signal  random signal is a stochastic series which can not be definitely described by a function or mathematical formula, its value at time t is different in different measure  it is value at time t usually be described statistically such as probability, mean , variance and correlation p(x) dP(x) dx   E[x] xp(x)dx 2 2  2 D E[ x ]  x p(x)dx 2 2  2  E[ x  ]  x  p(x)