Article | REF: E3088 V1

Digital signal processing -Random signals

Authors: Gérard BLANCHET, Maurice CHARBIT

Publication date: May 10, 2013, Review date: October 30, 2017

You do not have access to this resource.
Click here to request your free trial access!

Already subscribed? Log in!


Overview

Français

ABSTRACT

In digital signal processing, random signals constitute a basic model of signals in a wide number of problems encountered in practice. Stationary signals in the broad sense as well as the Markov chains. This presentation is completed by several practical processing issues: spectral estimation, antenna processing and elements of adaptive filtering. Several general statistical estimation principles are finally provided.

Read this article from a comprehensive knowledge base, updated and supplemented with articles reviewed by scientific committees.

Read the article

AUTHORS

 INTRODUCTION

This article is dedicated to random signals. It follows on from the article on deterministic signals [ E3087 ]. In the first part, we present stationary signals in the broadest sense and their filtering, as well as Markov chains. The second part is an introduction to statistical estimation. The last part presents some practical processing problems: spectral estimation, antenna processing and elements of adaptive filtering.

In what follows, many properties are stated without always giving the assumptions of their validity. It should be noted, however, that in the majority of cases encountered in practice, these assumptions are satisfied. The more inquisitive may wish to consult the abundant literature in this field.

Please refer to the article [ E3087 ] Digital signal processing. Deterministic signals, where you'll find a table of abbreviations and mathematical notations, as well as a French-English glossary at the end of the article.

You do not have access to this resource.

Exclusive to subscribers. 97% yet to be discovered!

You do not have access to this resource.
Click here to request your free trial access!

Already subscribed? Log in!


The Ultimate Scientific and Technical Reference

A Comprehensive Knowledge Base, with over 1,200 authors and 100 scientific advisors
+ More than 10,000 articles and 1,000 how-to sheets, over 800 new or updated articles every year
From design to prototyping, right through to industrialization, the reference for securing the development of your industrial projects

KEYWORDS

random signals   |   WSS process   |   filtering   |   spectra estimation   |   ARMA process   |   Markov process   |   adaptive processing


This article is included in

Signal processing and its applications

This offer includes:

Knowledge Base

Updated and enriched with articles validated by our scientific committees

Services

A set of exclusive tools to complement the resources

Practical Path

Operational and didactic, to guarantee the acquisition of transversal skills

Doc & Quiz

Interactive articles with quizzes, for constructive reading

Subscribe now!

Ongoing reading
Digital signal processing