TERM PAPER REPORT

On

APPLICATIONS OF RANDOM SIGNALS

Submitted For Partial Fulfillment of Award of

BACHELOR OF TECHNOLOGY
In

Electronics and Communication Engineering

By
[Deepak Kumar Tiwari]
[EC-62]
[1312231057]

SHRI RAMSWAROOP MEMORIAL GROUP OF

PROFESSIONAL COLLEGES, LUCKNOW.
Affiliated to

Dr. A.P.J.ABDUL KALAM TECHNICAL

UNIVERSITY, LUCKNOW
[2016]

INTRODUCTION

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Signals can be divided into two main categories - deterministic and random. The term random
signal is used primarily to denote signals, which have a random in its nature source. As an
example we can mention the thermal noise, which is created by the random movement of
electrons in an electric conductor. Apart from this, the term random signal is used also for
signals falling into other categories, such as periodic signals, which have one or several
parameters that have appropriate random behavior. An example is a periodic sinusoidal signal
with a random phase or amplitude. Signals can be treated either as deterministic or random,
depending on the application. Speech, for example, can be considered as a deterministic
signal, if one specic speech waveform is considered. It can also be viewed as a random
process if one considers the ensemble of all possible speech waveforms in order to design a
system that will optimally process speech signals, in general. The behavior of stochastic
signals can be described only in the mean. The description of such signals is as a rule based
on terms and concepts borrowed from probability theory. Signals are, however, a function of
time and such description becomes quickly dicult to manage and impractical. Only a
fraction of the signals, known as ergodic, can be handled in a relatively simple way. Among
those signals that are excluded is the class of the non-stationary signals, which otherwise play
an essential part in practice. Working in frequency domain is a powerful technique in signal
processing. While the spectrum is directly related to the deterministic signals, the spectrum of
a random signal is dened through its correlation function. This is a natural consequence of
the uncertainty, which is characteristic to random signals. Random signals can be both
analog and digital. The values of digital signals are represented with a nite number of digits.
This implies that the stochastic terms used are dierent for the two signal categories. In the
following, however, we will assume that the values of digital signals are represented with
innite precision, and that we can describe the two types of signals in similar way. Often such
signals are called discrete time signals rather than digital signals to emphasize the fact that
the signal values are represented with innite precision. The main part of the signals that will
be processed will be real. This does not mean that stochastic signals cannot be complex.
Complex random signals can be analyzed the same way as real random signals with very few
changes.

RANDOM VARIABLES
ECE Department, SRMCEM, Lucknow

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In the study of probability, any process of observation is referred to as an experiment. The
results of an observation are called outcomes of the experiment. If the outcomes of an
experiment cannot be predicted, then it is called random experiment. The set of possible
outcomes of a random experiment is called the sample space. An element in the sample space
is called a sample point. Each outcome of a random experiment corresponds to a sample
point. Subsets of the sample space are called events, and events consisting of a single element
(sample point) are called elementary events. Probability is a number, associated with events
according to some appropriate probability law. The probability assigned to the event A from
the sample space S A S is denoted as P(A) and has a value between 0 and 1: P(A),
0 <= P(A) <= 1
In order to be a valid probability assignment, the following three axioms must be satised:
1. P (A) > 0 for every event A S.
2. P(S) = 1 for the certain event S.
3. For any two mutually exclusive events A1 and A2, P (A1 A2) = P (A1) + P (A2).
By associating a number to the possible outcomes of an experiment, we dene a random
variable. A random variable can also be considered as a mathematical function that maps the
outcomes of random experiment to numbers. For example, a random variable can be used to
describe the process of rolling a fair die and the possible outcomes {1, 2, 3, 4, 5, 6}. Another
random variable might describe the possible outcomes of picking a random person and
measuring his or her height. Such random variables will be denoted with capital letters such
as X, Y and Z. The set of values that are encountered in signal processing is either the set of
real numbers R (analog signals), or the nite subset of rational numbers (digital signals).

LITERATURE REVIEW
ECE Department, SRMCEM, Lucknow

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RANDOM PROCESS
ECE Department, SRMCEM, Lucknow

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In this section we develop the theory behind the characterization of random processes. After
the terms are dened we look into the class of stationary and ergodic random processes. The
section nishes with the treatment of Gaussian random processes, known also as normal
random process.
The word process (lat. movement) denotes a sequence of changes of the properties of a
system or object. These may appear deterministic or stochastic in nature to the observer. Just
as a random variable may be thought of as mapping from the sample space of a given
experiment into the set of real or complex numbers, a random process represents mapping of
the sample space into a set of signals. Thus a random processes is a collection or ensemble of
signals.
Another term for a random process is stochastic process and in the rest of the chapter these
will be used interchangeably. The process must be considered at a xed time instance, to
apply the mathematical apparatus used to treat random variables. In this way we have the
values of the signals for a given time instance, which random values are tied to the outcomes
of the experiment. In other words, the values of the signal at the time instance t = t0 represent
stochastic variables, which can be characterized by the appropriate probability density
functions. The simplest of these are one-dimensional of the type:
A process is linked to signals, not to numbers that indicate the outcome of a given
experiment. Therefore a random process is not described in its entireness by giving wx (; t).
A complete description would usually require the knowledge of the properties of the process
at dierent times t1, t2, t3, such description is often impossible to handle in practice. If a
process is considered at two time instances, t1 and t2, we get a pair of numbers, whose
elements each in its own right is a random variable. The two dimensional probability density
function wX (1, 2; t1, t2) can be used to describe the behavior of this pair of numbers. It is
used in the calculations of the dierent moments (expected values), which could be of
interest.

SPECTRUM OF A RANDOM SIGNAL

ECE Department, SRMCEM, Lucknow

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The spectrum of a random signal is dened as the Fourier transform of the autocorrelation
function of the signal. It can be seen that Sx (f) is a power density spectrum. It tells us in
which frequencies the random signal has spectral components. It can also be shown that: Sx
(f) > 0. For discrete-time signals, Sx (f) is a power spectrum. Often the terms power-density
spectrum and power spectrum are used indiscriminately.
The spectral characteristics of random signals are characterized by using a deterministic
signal with nite energy - RX () or RX (k).

CROSS SPECTRA OF TWO RANDOM SIGNALS

The cross-spectrum of random signals is dened as the Fourier transform of the crosscorrelation function of the two signals:
RXY () SXY (f) and RXY (k) T SXY (f). (8.3.34)
It must be noted that SXY (f) usually is complex and that
SXY (f) = SXY (f) (8.3.35)
And SY X (f) = SXY (f). (8.3.36)
The cross-spectrum carries information about within which parts of the spectrum the two
signals has some resemblance. In other words, the values of the cross spectrum in that
frequency range must be 6= 0.

MERITS AND DEMERITS OF RANDOM

SIGNALS
ECE Department, SRMCEM, Lucknow

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MERITS
Key advantages of coherent signal processing.
Time Domain is unusual in that we use coherent signal processing to improve performance.
Coherent signal processing allows information of any type (ranging, data, or radar1) to be
spread over multiple pulses. By increasing the degree to which information is spread and then
coherently receiving the information, the user can:
Increase operating range
Increase SNR
Increase dynamic range This improvement comes at the modest cost of reduced
update rate.

DEMERITS

Random signals are difficult to identify.

Random signals are difficult to predict in particular.
These signals are difficult to understand.
The values obtained from random processes are not certain.

APPLICATIONS OF RANDOM SIGNALS

Random signals are used to model physical phenomenon.
The signals that is not possible to determine the waveform before observing themCommunications: Speech (Audio)
Video (image)
Biomedical Engineering: EEG, ECG
ECE Department, SRMCEM, Lucknow

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Meteorology: the variations of temperature, pressure and humidity.
In signal processing, white noise is a random signal with a constant power spectral
density.
They are used as test or excitation quantities with deterministic dynamic processes.

CONCLUSION
After discussing about the random signals, we have come to know that a random signal or
Stochastic signal is a signal whose value has some element of chance associated with it.
Therefore, it cannot be predicted exactly.

ECE Department, SRMCEM, Lucknow

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Consequently, statistical properties and probabilities must be used to describe stochastic
signals. In practice, biological signals have both deterministic and random signals.
We have also discussed about the following things

What is a Random variable?

What is a Random process?
Power spectral density of a Random signal.
Cross spectra of two Random signals
Merits of Random signals
Demerits of Random signals
Applications of Random signals

BIBLIOGRAPHY

Simon Haykin, Communication Systems, 4th edition,

Leon W. Couch, II, Digital and Analog Communication Systems, 7th edition,

Prentice Hall.
John G. Proakis & Masoud Salehi, Communication Systems Engineering, 2nd
edition,
ECE Department, SRMCEM, Lucknow

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Henry Stark & John W. Woods, Probability, Random Processes with Applications

to Signal Processing, 3rd edition,

Athanasios Papoulis, Probability, Random Variables and Stochastic Processes, 3rd

edition.
Dimitri P. Bertsekas & John N. Tsitsiklis, Introduction to Probability, 2nd edition.
C.W. Therrien, Discrete random signals and statistical signal processing, 1992.

ECE Department, SRMCEM, Lucknow