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 frequencydomain analysis technique for evaluating the inputoutput statistics of a linear timeinvariant system… 
From James Hopgood
This topic considers extending previous topics on calculating the inputoutput statistics of a linear timeinvariant (LTI) system in response to a widesense… 
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 timeinvariant (LTI) system in response to a widesense 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 powerspectral density in two ways. First, it considers the crosspower spectral density (CPSD) for considering the spectral… 
From James Hopgood
This video presents the formal definition of the powerspectral density (PSD) of a widesense stationary (WSS) process, and its inverse relationship, both through… 
From James Hopgood
This video introduces the frequencydomain 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 firstorder 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 crosscorrelation and crosscovariance, 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 widesense periodic processes. Such nonstationary processes occur in… 
From James Hopgood
Secondorder statistics are fundamental to the definition of widesense 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 timeseries 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…