Probability Estimation Theory and Random Signals (PETARS)
Probability Estimation Theory and Random Signals (PETARS)
-
From James Hopgood
This video gives a comprehensive overview of using a frequency-domain analysis technique for evaluating the input-output statistics of a linear time-invariant system… -
From James Hopgood
This topic considers extending previous topics on calculating the input-output statistics of a linear time-invariant (LTI) system in response to a wide-sense… -
From James Hopgood
This video introduces the important signal processing application of system identification; identifying the system impulse response or transfer function through… -
From James Hopgood
This video looks at the method for calculating the output statistics for a linear time-invariant (LTI) system in response to a wide-sense stationary (WSS) input… -
From James Hopgood
This Topic introduces the concept of calculating the stochastic process at the output of a known deterministic system, given a stochastic process at the input of the… -
From James Hopgood
This Topic extends the definition of the power-spectral density in two ways. First, it considers the cross-power spectral density (CPSD) for considering the spectral… -
From James Hopgood
This video presents the formal definition of the power-spectral density (PSD) of a wide-sense stationary (WSS) process, and its inverse relationship, both through… -
From James Hopgood
This video introduces the frequency-domain description of stationary processes, through the equivalent but conceptually different ideas of stochastic decompositions and… -
From James Hopgood
This video gives a very brief introduction to the powerful Markov model for random processes. It considers in detail the first-order Markov process, deriving the… -
From James Hopgood
This video starts to wrap up the Chapter on Stochastic processes by looking at joint signal statistics, such as cross-correlation and cross-covariance, uncorrelated… -
From James Hopgood
This Topic introduces the notion of estimating statistical averages from a single realisation of a stochastic process. This concept is most easily developed for… -
From James Hopgood
This video considers a wider class of nonstationary processes that share some similarities with wide-sense periodic processes. Such nonstationary processes occur in… -
From James Hopgood
Second-order statistics are fundamental to the definition of wide-sense stationary (WSS) processes, and this video considers the properties that a WSS… -
From James Hopgood
This video starts by considering the common types and definitions of stationary processes used in time-series analysis. This topic then considers meanings and… -
From James Hopgood
This video discusses some fundamental types of stochastic processes, including predictable processes, unpredictable processes, independent and independent and…