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 with a wide-sense stationary input. By
taking the discrete-time Fourier transform (DTFT) or z-transforms of the
time-domain relationships introduced in earlier topics, the transform
domain relationships are obtained. The video then covers two detailed
examples showing the various steps in the analysis technique; namely,
first, find the system transfer function and complex-spectral density of
the input statistics; second, simplify the transform domain using, for
example, partial fraction expansion; and third, take inverse-transforms
using, for example, z-transform tables. The video briefly discusses the
trade-off between using the transform vs time-domain analysis
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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