This video starts by considering the common types and definitions of
stationary processes used in time-series analysis. This topic then
considers meanings and relationships of order-N, strict-sense
stationarity, and wide-sense stationarity. The second half of the video
focusses on an example of showing that the sum of a co-sinusoid and
sinusoid with independent random amplitudes but fixed phase and
frequency is a stationary process (and although not mentioned, will of
course be a predictable processes). Other examples are included in the
handout associated with this video.
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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