Random Processes

Contents

Random Processes, stationarity, and autocorrelation, power spectral density. Filtering of WSS random processes with LTI systems. Other examples of random processes include Markov Chains and Poisson point processes.

References

Gallager, Robert G. Stochastic processes: theory for applications. Cambridge University Press, 2013.
Edition, Fourth, Athanasios Papoulis, and S. Unnikrishna Pillai. Probability, random variables, and stochastic processes. McGraw-Hill Europe: New York, NY, USA, 2002.
Gray, Robert M., and Lee D. Davisson. An introduction to statistical signal processing. Cambridge University Press, 2004.
Kay, Steven. Intuitive probability and random processes using MATLAB®. Springer Science & Business Media, 2006.