The random tag has no wiki summary.
3
votes
2answers
81 views
Gaussian random generator
I have quite a straight-forward question. What I aim for is the generation of a certain set of random numbers with a normal distribution (mu = 0, ...
0
votes
2answers
69 views
Random signal power spectrum
I have a signal $X(t)=\sum_{n=-\infty}^{\infty} Z_n \delta(t-n\tau)$, $Z_n$ is a random variable with equal possibility of +-1 and I know the power spectrum of this signal is $\frac {1}{\tau}$ from ...
4
votes
0answers
64 views
How to tell how likely a signal is present in another one? (variance unknown)
I know this is probably a simple question, but I haven't been able to find a satisfactory answer anywhere...
Say you have a time series signal of finite length N. Call it $y[n]$. It is stationary, ...
1
vote
0answers
28 views
Gauss Markov Process
I am trying to generate a random signal that represents a gyroscope drift. I know the Allan Variance characteristics of the signal (ARW, RRW, Bias Instability and Cluster Time for for Bias ...
1
vote
1answer
74 views
Probability of random numbers
This is the question i found on internet under DSP section so thats why i am posting it here. Help me understand it please.
"A computer adds 1000 random numbers that have each been rounded off to ...
3
votes
2answers
175 views
Can Kalman Filter be used to track Randomly Moving Target?
i want to track random moving object with a camera using kalman filter...i have the following questions...
Randomly moving target means $Corelation(t) = E[ x(T)x(T+t) ]$ is very low...where $x(T)$ ...
7
votes
3answers
349 views
Implementing Gaussian random variable by using a uniform random variable
I'm trying to write a C++ function that will return Gaussian random values, given their means and variances.
There is a library function rand(), which returns ...
6
votes
2answers
174 views
Probability distribution of windowed cross-correlation
This question is in the context of time-delay estimation. Say I have a stationary Gaussian stochastic process $g$, and I know its autocorrelation function $R_g(\tau)$. To do time-delay estimation, I'm ...
10
votes
3answers
3k views
What is the distinction between ergodic and stationary?
I have trouble distinguishing between these two concepts. This is my understanding so far.
A stationary process is a stochastic process whose statistical properties do not change with time. For a ...
11
votes
2answers
711 views
Pink ($1/f$) pseudo-random noise generation
What are some algorithms for generating a good pseudo-random approximation to $1/f$ (pink) noise, yet suitable for implementation with low computational cost on an integer DSP?
