In this first video of the Statistical Signal Processing part of the PETARS course, the notion of random signals, or stochastic processes is introduced. It is defined as a natural extension to the conceptual development of random variables and random vectors, but where a deterministic signal is associated with each outcome of the experiment. After a formal definition of the random process, the notion of an ensemble of realisations is considered. The video then gives an example of plotting an ensemble for a particular problem. The random process is also considered as a sequence of random variables, where the random variables have dependences. Finally, this video discusses the general concepts regarding analysing random processes that will be considered in the remainder of the course.


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.