# Questions tagged [random-process]

The tag has no usage guidance.

124 questions
Filter by
Sorted by
Tagged with
39 views

### Conceptual Questions on Colored Noise Process

I am having a tough time finding answers to some specific questions and finding references where there is information regarding Brownian noise or Red Noise. I'm referring to white and colored noises ...
304 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?
52 views

58 views

### Practical implementation of Expected Value?

If i compute the average power of my input signal random variable $X(t)$ as $$R = E[X^2(t)]$$ i.e. as the expected value of a random process, is this really just an estimate of average power? More ...
55 views

28 views

### How to measure Noise

If I have a model that determines the current flowing through a membrane - how can I find out how big the random fluctuations in the current are? so how big is the noise level?
93 views

21 views

### 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 ...
48 views

### 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 ...
46 views

### 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 ...
26 views

### question related to something in karlin and taylor stochastic processes one text

This question is essentially a question about something in Karlin and Taylor's Stochastic Processes One text in the spectral chapter. Since this is a DSP list, Karlin and Taylor may not be so popular ...
30 views

### Example of Entropy and Channel Capacity Computation

Can you help me on verifying if this computation of entropy is correct and on understanding its meaning? I am not sure of the result especially because it is equal to 0: it means that we cannot ...
44 views

### Randomly Generate Synthetic Noise in an Image Text Document

I'm working on denoising dirty image document. I want to create a dataset wherein synthetic noise will be added to simulate real-world, messy artifacts. Simulated dirt may include coffee stains, faded ...
68 views

111 views

35 views

### Relation between power spectral density and mean absolute value

The root mean square $$\sigma_{x} = \sqrt{\frac{1}{T}\int_0^T x^2(t) \, \mathrm{d}t}$$ of a finite zero-mean random signal $x(t)$ in the range $0 < t < T$ is related to the signal's power ...
139 views

74 views

### response of LTI system to a Random Input Signal

what is LTI filter? what is the output when x(t) is input? let x(t) be the input signal to the system and y(t) denote the output signal. The output of the system may be expressed in terms of ...