Probability Estimation Theory and Random Signals (PETARS)
Probability Estimation Theory and Random Signals (PETARS)
-
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…
Topic 76: Frequency-domain analysis of…
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…
Topic 75: Difference Equation Analysis of…
From James Hopgood
-
This video introduces the important signal processing application of system identification; identifying the system impulse response or transfer function through…
Topic 73: Application of Cross-Correlation to…
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…
Topic 72: Time-Domain Analysis of Response to…
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…
Topic 71: Introduction to System Response to…
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…
Topic 70: Cross-Power and Complex 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…
Topic 69: Definition and Properties of the…
From James Hopgood
-
This video introduces the frequency-domain description of stationary processes, through the equivalent but conceptually different ideas of stochastic decompositions and…
Topic 68: Concept of the Power Spectral…
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…
Topic 67: Brief Introduction to Markov Processes…
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…
Topic 66: Joint Signal Statistics and Correlation…
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…
Topic 65: Time Averages and Ergodicity (PETARS,…
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…
Topic 64: Wide-sense periodic, wide-sense…
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…
Topic 63: Properties of Autocorrelation sequences…
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…
Topic 62: Stationary and WSS processes (PETARS,…
From James Hopgood
-
This video discusses some fundamental types of stochastic processes, including predictable processes, unpredictable processes, independent and independent and…
Topic 61: Important Types of Stochastic Processes…
From James Hopgood
Search for ""