Linked Questions

1
vote
0answers
55 views

A wide sense stationary random process that is not second order stationary [duplicate]

I have been reading Peebles Probability, Random Variables, and Random Signal Principles and it claims that second-order stationarity is sufficient to guarantee: $E[X(t)]$ is a constant $R_{XX}(t1,t2) ...
6
votes
2answers
853 views

Why is $A\cos(2\pi f_ct)$ a non-stationary process?

I am studying analog communication and having Communication system - Simon Hykin as one of the reference. There is a question Consider the sinusoidal process$$X(t) = A\cos(2\pi f_ct)$$where the ...
9
votes
1answer
2k views

Question on covariance matrix of 2 spatial signals

Every time I think I have understood the covariance matrix, someone else comes up wih a different formulation. I am currently reading this paper: J. Benesty, "Adaptive eigenvalue decomposition ...
2
votes
2answers
10k views

What is the difference between wide sense and strict sense stationary processes?

What is the difference between wide sense and strict sense stationary processes (SP) ? According to the definition (by Heinrich Meyr, Marc Moeneclaey, Stefan A. Fechtel in "Synchronization, Channel ...
4
votes
3answers
653 views

Is white noise WSS by nature or not?

I want to know what is the difference between white noise and WSS white noise. is there any difference between them or they're equal? and what about white Gaussian Noise?
3
votes
1answer
483 views

explanation of correlation of stationary stochastic processes

I have some doubts about correlation in stationary stochastic processes. I know that the expectation of a random variable is $$E(x)=\int_{-\infty}^{+\infty} a f_x(...
0
votes
1answer
1k views

white noise filtering

If I have a white noise fed into a filter what would be the output of the filter - what would you expect to see? I know that white noise has a unit power spectral density (PSD), how these thing relate ...
-2
votes
2answers
598 views

WSS vs SSS vs ergodic

Is this the correct "venn diagram" that related WSS, SSS, and Ergodic process types? $$\text{all process types}\begin{cases}\text{WSS} \begin{cases}SSS \begin{cases}\text{ergodic} \\ \text{...
0
votes
1answer
276 views

PDF of a Shifted Rectangular Pulse

I wanted to determine the PDF of a Stochastic Process. I am familiar with the concept of PDF for a Random Variable which maps the outcomes to its probabilities but I am not able to find the PDF of a ...
2
votes
1answer
237 views

Super basic questions on statistical process

Before starting: I am really a beginner in statistical process in time. I mainly do quantum information and while learning aspect of quantum noise I realized that I am actually too weak on basics of ...
-1
votes
1answer
173 views

Wide sense stationary that is not strict sense stationary? [duplicate]

A "wide-sense stationary process" (WSS) means that its mean is a constant, and its auto-correlation is time-invariant, that is: $$\begin{aligned}E[x(t)] &= c \\ R_X(t_1, t_2) &= R_X(...
1
vote
1answer
161 views

Autocorrelation for Stationary Signals

I'm having trouble grasping the autocorrelation function for stationary signals, both strict stationary and WSS. First for strict sense, we have $$\forall(\tau,t_1, \ldots, t_n) \in \mathbb{R} \land ...
0
votes
1answer
155 views

Properties of Stochastic Processes [closed]

I have a basic question about stochastic processes: When some informations such as wss, uncorraleted sampled, white about random signal (say x[n]) are given, what do we exactly have? For example ...
0
votes
1answer
125 views

How do we compute distrubtions of the value of a random process conditional on initial conditions?

Suppose I have a stationary process $\phi(t)$ with a known autocorrelation function $$ A(\tau) \equiv \langle \phi(0) \phi(\tau) \rangle$$ and suppose I also know that $\phi(t)$ is Gaussian ...
2
votes
0answers
65 views

Stationary processes and their power

The top answer to this question: Power spectral density vs Energy spectral density states: However if random process is stationary, then it is for sure that it has some finite power over some ...