# Questions tagged [stochastic]

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### How Could One Accelerate the Convergence of the Least Mean Squares (LMS) Filter?

How can the convergence of an LMS filter be accelerated? Can we do better than the vanilla algorithm?
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### Find coefficients of optimal Wiener filter of length 2

I need to find the coefficients (impulse response) of a FIR Wiener filter with length equal to 2. I have a gaussian white noise signal that is generated using the Standard Normal Distribution (mean = ...
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### Sampling Noise Given Power Spectral Density

I am trying to write a Monte Carlo physics simulation which involves, given a power spectral density, sampling rate, and total number of samples, generating noise with such a power spectral density. I ...
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### 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 ...
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### 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 ...
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### When a stochastic process would be a beneficial model in terms of noise

Let's say we have an image/signal with some noise in it. When would it be beneficial to model the signal as an outcome of a stochastic process? More specifically: How significant would noise have to ...
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### Applications of Power Spectral Density [closed]

I have a class covering Power Spectral Density but I have no idea why it matters. Could someone provide some examples of its use? Thanks
Suppose that $\theta_t$ is an exogenous variable with known Gaussian process. Next, suppose that for any index $i\in [0,1]$,  a_{i,t} = (1-\beta)\mathbb E[\theta_t|\mathcal I_{i,t}]+\beta \mathbb E[...