Search for tag: "pgee11164"

Topic 76: Frequency-domain analysis of input-output statistics (PETARS, Chapter 10)

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…

From  James Hopgood on December 2nd, 2020 0 likes 53 plays 0  

Topic 75: Difference Equation Analysis of Input-Output Time-Domain Statistics (PETARS, Chapter 10)

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 stationary (WSS) process at the input,…

From  James Hopgood on November 30th, 2020 0 likes 37 plays 0  

Topic 73: Application of Cross-Correlation to System Identification

This video introduces the important signal processing application of system identification; identifying the system impulse response or transfer function through measurements. The video highlights…

From  James Hopgood on November 29th, 2020 0 likes 36 plays 0  

Topic 72: Time-Domain Analysis of Response to Random Signals using the System Impulse Response (PETARS, Chapter 10)

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 using a time-domain method given the…

From  James Hopgood on November 26th, 2020 0 likes 60 plays 0  

Topic 71: Introduction to System Response to Random Signals (PETARS, Chapter 10)

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 system. This concept is…

From  James Hopgood on November 24th, 2020 0 likes 62 plays 0  

Topic 70: Cross-Power and Complex Spectral Densities (PETARS, Chapter 9)

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 characteristics of two-jointly…

From  James Hopgood on November 24th, 2020 0 likes 55 plays 0  

Topic 69: Definition and Properties of the Power-Spectral Density (PETARS, Chapter 9)

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 discrete-Time Fourier Transform…

From  James Hopgood on November 19th, 2020 0 likes 59 plays 0  

Topic 68: Concept of the Power Spectral Definition and its Origins (PETARS, Chapter 9)

This video introduces the frequency-domain description of stationary processes, through the equivalent but conceptually different ideas of stochastic decompositions and Fourier transforms of moments…

From  James Hopgood on November 18th, 2020 0 likes 74 plays 0  

Topic 67: Brief Introduction to Markov Processes (PETARS, Chapter 8)

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 joint-probability density function…

From  James Hopgood on November 16th, 2020 0 likes 49 plays 0  

Topic 66: Joint Signal Statistics and Correlation Matrices (PETARS, Chapter 8)

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 pairs of random processes, and…

From  James Hopgood on November 16th, 2020 0 likes 59 plays 0  

Topic 65: Time Averages and Ergodicity (PETARS, Chapter 8)

This Topic introduces the notion of estimating statistical averages from a single realisation of a stochastic process. This concept is most easily developed for estimating first and second moments…

From  James Hopgood on November 14th, 2020 0 likes 91 plays 0  

Topic 64: Wide-sense periodic, wide-sense cyclo-stationary, and quasi-stationary processes (PETARS, Chapter 8)

This video considers a wider class of nonstationary processes that share some similarities with wide-sense periodic processes. Such nonstationary processes occur in systems where, for example,…

From  James Hopgood on November 11th, 2020 0 likes 84 plays 0  

Topic 63: Properties of Autocorrelation sequences for WSS processes (PETARS, Chapter 8)

Second-order statistics are fundamental to the definition of wide-sense stationary (WSS) processes, and this video considers the properties that a WSS autocorrelation sequence (ACS) must satisfy.…

From  James Hopgood on November 8th, 2020 0 likes 86 plays 0  

Topic 62: Stationary and WSS processes (PETARS, Chapter 8)

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…

From  James Hopgood on November 8th, 2020 0 likes 80 plays 0  

Topic 61: Important Types of Stochastic Processes (PETARS, Chapter 8)

This video discusses some fundamental types of stochastic processes, including predictable processes, unpredictable processes, independent and independent and identically distributed processes,…

From  James Hopgood on November 4th, 2020 0 likes 75 plays 0  

Topic 59: Introduction to Stochastic Processes (PETARS, Chapter 8)

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…

From  James Hopgood on November 1st, 2020 0 likes 77 plays 0