# Questions tagged [random-process]

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### How to detect offset that changes along time in a signal?

I have an issue that has to do with detrending a signal. First, it seems my signals behaves a little unusual (for me, I think). Some signals starts with a quite large offset, then it seems to ...
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### Filter Percentage Uniform Noise from a DC-signal?

I'm not good with signal processing but i've looked around and have got no clue how to approach this. My Question is, If there is a Static value present - that is being corrupted by percentage ...
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### Proving that this process is weakly-stationary [duplicate]

Let $X(t) = Acos(2\pi f_c t)$ be a random process where $A$ is a uniform random variable within $(-1,1)$. I'm trying to prove this is a weakly(i.e. wide sense) stationary process. I need to show two ...
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### Understanding white Gaussian noise variance

Referring to the bellow figure, assume the WGN has a constant PSD equal to N0. When filtered at $B_1 = 100 Hz$, the variance of the time domain noise is $σ_1^2$, and when filtered at $B_2 = 5 Hz$, the ...
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### When deriving the power spectral density of stochastic processes, why does taking an expectation allow the $T\rightarrow\infty$ limit to be taken?

I am following the arguments presented in the paper AN-255 Power Spectra Estimation, from Texas Instruments, to learn how to derive the power spectral density for a stationary stochastic process, and ...
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### What are the statistics of the discrete Fourier transform of white Gaussian noise?

Consider a white Gaussian noise signal $x \left( t \right)$. If we sample this signal and compute the discrete Fourier transform, what are the statistics of the resulting Fourier amplitudes?
161 views

### Power Spectrum Density and Frequency

if i have some random signals (sampling rate = 10Hz, 0.1s per data) Using python library i transformed it to power spectral density power spectral density forms = f, psd (using mlab.psd) I'm really ...
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### Particular Correlation formula

I'm reading a book where the autocorrelation of white noise is expressed as: What is the term $Q(k)$ and why is is expressed as an average value of a dot product ?
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### How to create a wide-sense stationary time series with a frequency of 40 Hz?

I want to create a time series in MATLAB which has a peak frequency of 40 Hz but is also a wide-sense stationary random process. I then want to use power spectral density estimation to recover the ...
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### Why the requirement of the GCD of the lengths of all circuits in the graph being one?

I am reading A Mathematical Theory of Communication. The second requirement of an ergodic process confuses me (emphasis mine): All the examples of artificial languages given above are ergodic. This ...
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### Cyclostationary signal intuition

Images show a discussion I picked up from a PhD thesis about a cyclostationary process and need help interpreting it. "In the time domain the upsampling process creates a signal whose distribution of ...
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### Integral over power spectral density

The wikipedia entry on PSD has one confusing line: Summation or integration of the spectral components yields the total power (for a physical process) or variance (in a statistical process) But ...
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### Local noise intensity in an image

Noise can be assessed in uniform regions of an image, by subtracting a lowpass-filtered version of it. Then from the histogram of intensities, a global measure can be obtained (such as the average ...
468 views

### Interpretation of Histogram in Statistical Image Processing

I am learning statistical image processing by myself. In papers and books, it always show the histogram of original images and gradients as the following image shows. The histograms of images vary ...
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### How can a signal be both periodic and random?

Do any examples of such signals exist where the signal is both periodic and random? Because as I see it, if a signal is periodic then the randomness kinda goes away because you know what the signal ...
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### Capacity of cascade binary symmetric channels

Let's imagine that we have interconnected in cascade $L$ binary symmetric channels each with the same transition probability $p(y|x) \in \{p, q=1-p\}$, where the output of each BSC is connected to the ...
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### How to compute the energy of a NON-STATIONARY (transient) random discrete-time signal

When computing the energy of a NON-STATIONARY (transient) random discrete-time signal $x(n)$, does it make more sense to compute the energy as $E=\sum_1^N{x^2(n)}$ over all the $N$ samples or does ...
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### Clutter Model in MOT: joint distribution of a random matrix and its column size variable

Suppose $C_k$ is a random matrix contains columns of measurement vectors that are random variables: $$C_k=[c_k^1,...,c_k^{m_k^c}]$$ $m^c_k$ is the number of columns as well as a random variable. All ...
476 views

### Autocorrelation of a uniform random process

i am currently learning the basics of signal processing. As you may know the definition of the autocorrelation is different if you look at a random process or for example a deterministic signal My ...
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### Low pass representation of Bandpass Random process

Can A WSS random process with non-zero mean be also represented in such form.
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### Variance of function of random variable

Is their an easier way to find variance of function of random variable? Till now what I am doing is first find probability density function of (function of random variable) then integrate over range.
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### Independence of Functions of random Variable

Consider I am given two functions of one random variable each for example x=cos(at),y=rect(bt) where a and b are random variables.And I am given Probability density function for a and b then if I am ...
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### What is definition of independent random variable

I wan't to ask that if E{X}=0 E{Y}=0 and E{XY}=0 then how can I verify if the two random variables are independent or not. X , Y are both continuous random variables {I am not able to recall ...
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Given is this Wiener filter: From this we take \begin{equation} x[k]-a x[k-1]=v[k] \end{equation} $v(k)$ is assumed to be a white gaussian noise. In the textbook it is then stated that The ...
I posting here my problem, perhaps somebody can point me how to proceed further :) [The challenge] I have an electronic system that can be modeled as a Wiener process with a drift $\mu$: \$ X_t = \...
Let's assume we have a random process consisting of three sinusoids in white noise: $$x[n] = 3 \cdot \sin(ω_1 \cdot n + ϕ_1) + 5 \cdot \cos(ω_2 \cdot n + ϕ_2) + 2 \cdot \sin(ω_3 \cdot n + ϕ_3) + v[n]$$...