Since linear transformations is such an important class of signal
processing systems, this video looks at considering linear
transformations of random vectors. After discussing various types of
linear transformations, the video considers the relationships from the
approach of using the probability transformation rule, but notes this is
a rather tedious process in most cases. A more practical approach is to
manipulate the statistical descriptors, which leads to a set of elegant
results. An example of a 3-to-2 linear transformation is presented, and
the viewer is encouraged to try the corresponding self-study exercises.
PGEE11164 Probability, Estimation Theory, and Random Signals Lectures -- School of Engineering, University of Edinburgh. Copyright James R. Hopgood and University of Edinburgh, Scotland, United Kingdom (UK). 2020.
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