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PTSP Unit 4

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PTSP Unit 4

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lakshmikala giddaluru
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IFW (Rst-1 oF i) aX Tw (& a > KANDON PROCESS ~ TEMPORAL CHaRAcIERTST ICS SHE RANDOM Process CONCEPT ¢— ye ie The Conce pt of co Aendom “pscce ns, ts Lazed on onloging the Tench vartibe crcept to Prelude fre. Stree cw 9b Vesfabe X by tts cleftntlton , @ feuncfion of the possible. eurtromes, *g’ ofan erpertment, te mew becoree, @ -furefton of. both Sand tfme. Th othe, words, (We assign, accosltny fo Some sue, a terme femetion Pe) =) PF to ea outarme $. The. fevrliy of all such ferctins, clenoted X(b3), % callod a sndom prccess - he samdem vasfables,johee % ws dendfed a8 v Aperfe value of the sxandbrn vasdables X. She vetatton 2(f) to Sepresent- @ specific waveform of the random pucess clenoted by xt). ave A Sandom process X(t) Sapresorts a fevrnfly of ensemble_ of tome functions when Land §’ ae “Whsiables. Fer membeas of an ensemble & shown fn fier. ag : . r X\ _ —e PRYARS oa) ' i : eo Nt aA) n _ PRS IM \ R oe ‘ey - ns © . te owe Each mombe, time furction IS called a Svonple, fara ae wr emsermbe. mombes , or Sorrelfmex W sealieation, Of the ‘, oF os Thug, @ Irrdom Priecas also 2epresents 0 airge tone f Coe _ . } obs od at @ Spectfie. y, Aw <3 lohen L" Py cy Variakl and S'S fred a y alg KS A vardon proces, alto represenls a Semdomy vascliatle CO t fs Pied and S ts aw roouibl. : Foy exemple. , the Sendem vasdable. x(t,5) x4) fs oblar, es. fiom the, process when ttme. 18 fern" at the value 41. X, tor 4 dlerete. he Sandem yoxlabe. assoctitad with the process X(t) at thme €).X) Comesponts toa yertient “Slice” thaeygh the ensomly , ab time 4. The stedtisttoal properties, of x,=x(4) deseathle. the Sattsttoal popaties of the Sandom process at tme {. The Expected Valo of x4 (8 callad the ensemble wernge % tell as he expected ox mean Value of the. Sandon precess, (at tome t). Stree €) Tey fave Vardous values, the mean Vabe eco proce may mot he Gusta; fn generat, Pm be cofecnction of tire. - Any number of sndem vasfables Xe dered fiom ® Tndom pieces X(t) at ttmes te, f12,3- Xp= x(te,s)> xCtr) A vancbin process can abso Xeptesent & Mee ember, wr ear 6 se beth aes Claasx FICATION OF RANDOM PROCESS ¢— % classify random proceges accosiPry fo the. cheat ~stes of Cand the Sancbrn vesfalle X= X(t) af fe t, Considesseng fous anger, based on Lt’ and x’ brwtng Laluce th the snmges ~ 2 aontinutum of values, then xl) '8 calllecl oe >rurekrn 29,8 ProceS + The ye ‘lusstochion of thks class of process. ct a = aya) Na i 2. Discrete, yundem, process 3 ; Tf Xx hadag only dissects Yansom Veluog white t’ fs Continuous, then XLE) % called © Discrete varndom prceg- che. ©. fllustralex such a proces cksdived by heavily Lroting the Sarnple Renettons shaon fn cbove -faewe : ) ; ri 1 Ay) SIE {Ai Ay 3+ ntthuous, Steendom Sequence | — A Sando pices for which X Ps conftrpus, but ttre. has only disacte values f called @ Cnffnueus Yonclom Seprence Ore rampl, of such a AepuoMe can be forrved oy pertecnlly | | Sampling the ensemble. members -y(D). | Stree Contfineeus arom Kequonte tg defined th only | dkenete (Sample) thoes, Hts alao fiquontly Codlod a discrete ~ttme COT) Sendo prccest Pg Sumple feencttong ase Sofersed a DT sande 4k A Di Sandon precer, & w ct of Yarden an cercted by KEY for Semple tHmes 4207s, na0%149-- toh Ts aubled the coat tntesvall «The Samptng Seite ts hs purples pr Peond . en | . Te Oe Toyp(t} | - coy cls, [ Cor - —& bet 4 Dinele, Yaron, sepuionce t— A siandem pleas “fs which both time and ‘Yondom veairble being ctecrete. fe called av Désercte Yanndon sequence. The £4 ‘lustre tes a dtecsete, Serco Bepuerse. ceveleped ky Sevapling the. Baurnpie. function” uph 3 y oN : = = o Df ~ ww DETERMINISTIC AND NON-DETERMENISTLC PROCES. x Cr “sf } SKY wl fandom pieces aun be ckseathed by the fon of : y 4 Sample feeretions. y/ AO ey » c sl process 5 called Detonnintatte. of fertese, veluoy ofa. Sarmple -feoretfon aan be predicted fiom past values. Ajome ts the Sandon preess ceftned by ‘ XLt}> A @s( epee) 0 \ Whese A Oa ih way ye Hendon ees a of \ Avnple function conosporng fo ex pa ha those arndony vasckables - Thesefore , Semnple- qa m a any fine frifant awtowntteally allows prediction of the Semple. furction’s uti values because Hs form fs Knewon. | facture values of ny Sampb functioe Qimet be. Predicted exactly fiom chserved past values, the piccess Pe Callod nen-detom*istte. Frample & -figo. STATIONARETY, AND INDEPENDENCE :— A Yandemn Proce, Locemes a Handon yoodalle tohen thme fg fixed ot Lome perttculas Yale + The Framem vasdabe, LF Gossens letigtenl properties, A1ch 05 a) yen value, wenn, \asdaunce , etc, Hint ade Selated Pts clerafty fercffon . ZH tooo Forme vaschldss as abtafoed ‘fiom the precess, fbr theo tine. Enstuds, they will have settstfenal propeifes (wear, theedance ent moments ete) Yelated to they foimt erahty Ranctten, © N-Sundom vesfables will pages abrttatoal preperttes sco beteal to Win N—dimonsfonal fotnt clensity x Fl) 54) —® \ es Aan ty (x, jis © 2) oo. (Flo 3 6 A)\- 4,0 1p Lehi Ay 5 fr - Gy) Se ae ¥) yA Oy ©) Statistical, Lndepe nlonce 7 on sferttstically trede Twos process KCE) owed ye) a i r ; Ce iG ee Hea) eS FE the Stender woottble gpeeP U7 | le) ove Gndeentent of te. peep YEE) YES) > © Yad A choice of ties £),ty-- ty, fb “Ene HE con be Va eft ned @S \ ' hy C, wey yh yo Meg br7 VF ty) \ ) “fh (4),- ~ “Ns & ooety) fy (4,; a usr 7) FIRST-ORDER STATIONARY, PROCESSES s — A ‘andor process 4 called Stel Te onies ene. its frat -orter clommtly function ches vet charge. co” a. shift Inteme oxtgin . yl) fl serr) —© met be tue Pray band any sonl umnbes A Hf KLE) 10 be & ferst -ocksr Bectorneey PROCS TF SYD Of fyta yt) 8 Tosepersbat of fn the priecess Theun \aluo. E[xto)] f a) Constant. E fates] =% e (attsy]- Par Ore): oh, —# Now by leftPng tyetts ME, : ea EPs] et pater} = Fa Gila yt ra)eda, rofrelts)| fiom & © E[attieay] = Fagen) 1 foo a.) Fea efel which must bear Conant because. t) and Aare vib teay, . SECOND ~ORDER, AND WEDE-SENSE STATTONARITY — A process, fs called Btatfonosy, 4o 088% te00 Ff Pts Beno dey frton sae tx (41,455 4, &) =f. (4, ay tit) tyra) 1) for all 4, and As Aptey we conclude that #20) M0 fometton of teme differome fot) and wet absoliite: tme. [ut anhttrosy 4=-t): second-order Birtiomsay process fo alec férst Order Hetfonosty beaut the Secor ose densify faretion cekernine, the (owoosr , frst —orcle density. Now the coweaton e[K%] = €LxH) xl6)] of © spcem Process, fll, Pn genoal, be w -furction of t ond ta « et us donate ‘this furckton by Roel tad cull Hag ouctoconelatin -functton of the. ordom process xp? Refts ta) E[wadxl6)], —O The autocervetatton Constant. —— ow Ef xte) XEHT)] = Rel) —— abo A prccers Shaffornoyy fo onlen 2 fs elecrly wide — mse stators). Hwee, the. endorse. ts not Tecemsily tue . When we ae, SNcesned wth two Hendom procewes XU) and Ylt), thay oe otntly tofcle — Sense, Akefornasay Ff each gattsfes, above. to Quoiorg wd. Thefr ctoss cose latin fnction, defered tm general: by Q Ra let) = fxs]. —O f§ a -{uretion only of -thme deffoane T=b-4 ard nek abp lite tres trek ts, Af. Ray [ty EFT efter} Ryyl) Ry (& 447) Rul) N= Orden end Sbrick Senge staftornad fy et exten te sagging to N-Seurdom wotallee Xpe xltp), fe 2, -- Ny We Say ®@ dondom Process &3 Adetisnaiy to ome, N uf fs N'b_. ode, cbraty fonction PS Povasdarst 4) © tare. ostge heft s “that ts, Bf £,0),-- Any G, -- ty) = LOW nis Gta, - 78) fos all ty ~ty and a. Bleu natty of order, No -Pmplies, Aattonaxity fo all oackas K&N. process Stevffonasy to 5 oxdeag N12, --+, 13 allod Shriet - seme sterfioni ef « & Vv he én. avenge of ow qacnlity &S defined a9, - A T All= {80 a¢_[ Plde —o Here A 15 deed to denote time Onenope. i omlegous, to EF fy the Slattsttal Auenge: Time avenge [5 faker, owrall tine because, a8 applted fo Samelom processes, Bwrople. function of. Processes ae pdesurned fo oxfet- for oll thre. The wean Valua. K-Afxte)| of aivroplo, -ferction, and the {me dittocorrelatten function , denoted Raz (1) -Afaee) alt-¥7)} These feonetions oe deffned by x -A[ate)] = firm, + ( nH d —_@ Ral > Afxto nla) > Lie a if aL) aE) dt —B) Foy amy One. Zarnple, «fonction of the prrecers XU), these, last hoo Fnteqpals strnply Prcduae oo yumbos (for © fied valu of T). Hawever, when all Sample functions ase Comet, we sce thet Gand RolT) are actually tandem vosable . By taking the expected value, on both be Oem | and assuring the expecttetion Can be brought Postle the, tntegrals y we obtain efx|-* _ i) EL Realt3| 2 Rok") —-©) ERGODECETY 5— Suppose: by pre. theorern the dom voskoalles 3 and Rygl*) could be amde to Moe. eo VeSunces 5 that fs, Land RylT) acteally become Conatants . Ther) q*x 0 (SA RD Roa) —© \ The tHme aveages Zo Baal) epual the 9, ausnges YX and Ray sespecttely : : The eredéc, Theevor allows the Valtalety of ah” af and & ©. TE yore & really allews all the time avon fo e7ual the consponding Shtfshival CCAS The prccer, tint Saltsfy the ergodic. theovem PE called Prgode prac Teco Varner Puecesses Ae called wail agcclic. B they ave Endutdually exgodio. end also hiwe a time. C1035 -costeloition func tien tink equals the. Sattstiin! cxss-cosclation function t ) Rf a Len Fe | mee (Er De = Ray >) MEAN- ERGODIC PROCESSES $ — Ld process X/t) eatth cons{ant: ean vata & fs Called mean - ged, OF eégodte. Pan the. mean), of Ps stefisHeal axsage X @rals the tte werge x of 2 Supls. fanetinn ot vofth roby 3 all Serpe fonctions, tint ts, Pf E[ae)]=% = Alawl>* = —> & sth probs ilar 1 feos Ut ult), Poof. .— Proof of precoding Alerlornensts, by assuming “frees Comlftfons axe ‘hue. fr et). Fess, XEt) hag co 8fmflag dew opment basting to Corosdtiry Except with Xe aepheed now b wlb)> xloxlt+r) —@® Whe dX & a Pme offset . we bau El wit)]> Ef xO x)= Ro —>® Rw) = &furGe) w(e-+7)) ELK ME HEMT) xt MHS] — © Gul?) = Sak ue] 7 Fy O- Rex — @ Tus, XH) PS alt cermreleclion ~Spodk. fs Cy (7) of the, form SePbced by Cult) pond the. Primal ks Zzo0p. ud ville — Senge. Setfovnouy SkZL0r¢e fron Bs auto Corveledfon ~ex90dRe. Fang only ef for all k. lim 1 # Xo) xfnak noe tn Sy (»] [ns * Ref] — he tuo proceases Ut) an) yiey yey be ca Cx — coptebdten — ©, OF ered. fn the Corelertay the Crags — conve bt Tory -fonetion S e2AL, to the. steed bh i « y— @rselation fonction. o CORRELATION FONCTION, OND TTs, PROPERTIES + 8 che autocorrelation -fiumrtion of gamdom process, X Lt) FS she. cosrolotten E[X, | of eon Yendorn Vostablos, x, =xlt)\ond Xp= xl) defined by the Process at times, t, and to - Matienna tteally , Rey (Er, 2) = ELL) x4)] —+O For time wsignmenits, Et and ty2&tT, with yunn ke, Ry (+7) ~efxcx (t+ —3® EP xX (8) Bs at Gast lable—sense. Stetoneay 1 eas, ote Hat — Ryglbytt7) must be o -furetion omly of & Teme diffoene T= dq ty. Tha, for tide —Sonee, testo et Rol E[Xe) xlErD] —> © For auch Paces fo. autocorrelation fencton exhfbits the follootng propenthes | Rel) Ree) The feast property hous that Rex) & bounced by Pls valuo at the oatPn- Te Oe St tnteat, that an autoconrelatin fureten bos even Aygreroof : (3) Ryxlo) = Eko The third property Atretax thect this Lownd fs nual to the. ream -- SPuaad Volvo. Called the Poon Py the process, Tw Heal a . 5" . WE EP xeey=X fo and MH 1S eogode cory € | Period, compotents then , a U 2X7 ° Icey RexlM=% G (©) TR Xt) hag @ percfontie. comporent:, ten Rel) gh © Inve a perigdic. Component: whith the gume. pesdad . 0 (s) Tf Xe) bs ergodic, Zeno -rMean, and bag no pextdate\™ Component, ten (pan y) = : sx Red! )=0 ® Rol) Canmo& have am ankle, shpe.. Properties 4 to Properties G me More os las soll ox pomatory. Property = sinply due, tat ony conbPl voce. Feretion camndhe. an autoconwlatyy feure CROSS CORRELATION FONCTION AND I7s PROPERT-Tes ¢— The CWE — Coste lator function a XE) and y(6) ung deffired Pay a apes Ry (t,) E [XE YG] 20 Celttng t2t and T= £9-4 , then E2Q becomes , Rey Germ = epee Y(t+7] —® TE XE) and YA) ope at let forntly cofe—senge. Slaton R 1 Rey (647) & Pnde os ‘ tre and we can wortte percent of abgolicty Ryy De EKO yler7] > © Ryy (6,47) =0 af | = ( 2 we) and YH) axe osthogoml “PIOCESA8 . Tf the. {wo . “e%eZ ANE Slexts toallyy independent, the Crors-cosrelodion D. — anction becomes te, Re (GE+1 -E[ XQElyer)] —G rf, tn addtftor to Lebng tndepencknt, YD and Yt) wre. at bast votle- gorse -étattomay , £26) Lecme Ry l2*Y —6 whth fs a constant - Properties of the. Craas- cowve fa tion feure tt» pplicabl to precesses thnk we at least lode —somse Starttarnaay 0) Ry EMD Ry (r) [RYDE FR) Ry Jo) (@ Ry tn)| 4 ‘5]Rxe) + By | The. pioparty 3 fe proved by expamdeng the Preualile E[VuerTH « x} | ZO Whore « % @ seal numby , ghe propesttes, nd 3 both Congtffecls bounds 6n the Ying nftude Of RyylT) + The Propestres, 365 the qoorsrtrlc. wean of foo poshPve nrumbag Geunrpt exceed ther asdtume tte, vnean ; &5 — ea that J Roel) Rs {Rofo} a9 NS COVARTANCE FUNCTIONS $ — . oh i 00 Yonder che concept of the. counselvnce cui : ” Can be, ettoned fo Tendon procenss The Cactocennt, function fs defined by Olt 1D 2 ELF ale) E xl § x1) - ETCH whith can also be put fp the. four \ Oey (ft D2 Roclhy HD -E [xteSJEf LET) | =8\ The. Cx = Covesdance. functfen fos two procorgos, XIE) ond Yit) fs deftred by Oy (6447) = E[F to Efe] VIED E [yer ot, alternatively ) ; Oyy (ty EFT)? Roy CED —efxce Ef ver T)] 6) Fox processes, tint ave act least forntly wfdle —Sense. Slattorcoyy, #2 Q and &H Seduces to CalN= Ru —X —6 Cry (HN Ry(M-K¥ The \asteunce F a Yondorn prcers Ps given Mngenenl by &D wth T20. Fox av wlle-songe, aiath Yartkume, does, not cb, nt on ttm vol 83, ae IQ a wth Teo; " a s ad og = Ef {xet)-e[wey}? | - Rydo) -X ~__) Fos two Yonder PIECoHRD, e Cyy (t) +1) 20 they ave called unconrdated - Fxere, B® thks wear tnt Ry, (4, T= Ef xlo] EL yee +7)] A) “ . 1G) (10) “4 “4, 1s appltg to Pndepondont- process, Ue conclude. itr ~ ~zpencln proceweR are Lencoreh ted . The. Convene ange b £ vecessmtly +00, although FES tue fox Jolt gaursfon Gres JOCTIALS « AUSSTAN RANDOM PROCESSES ¢— Concteks @ ContPrvous Yerdorn process aehas xl) And define N sandes vootiables, x,=xlh),-- -~Xp= xe), ooo My xle cosvespondtng “fo N-ttenes, Entternts & --te,-- ~ty Tf, for any NeW%---+ and any Pres, ty --=, typ these Samy nasitables, Ane jotrtly, puminn, that's, they have ad Joint clonsfty as gren fy. xv ~-Aw)= bale ey fae xl lex fax] Q The prcess, fe callod gestion by toxttleny the e5agO te fem oof Co yicl Pla Fy (1 ang barb) © JeP (el whee write [y-R] and [Gla defined 28. 5) 2 f4- ey Sa." G9 " 4 aed ond (C,| = “ay *a "Guy y Aw -KA | 3G) cn Cy Cu > Corasufornne sone tt cq OOS Ty © Sapp OS The won Values, % ¥p of. Wtf) @e_ Xr = Efki}-ef ue] — © Ihe. clonvats of the. Corasdlarre. ropes (&J me \ ° =X Cen “Cayng? el (x? HO) . et [fte) -Efel oh } XU) —E buy ~Sylyth) loa ysdarce of. x cD) and x(t) By Substitdting AH and 4H ; used tr ©, Mean and Comadume, functions axe all, thet ase_ Neecled fo complate dectisfy- @ gaussian Pearle Procegy . By Expondéng 2h to get Gexltt fa) = Rex tit) — EIxtts)] €[ xt] —9 che atlermdive -gpecfteatton the mean end) auttocosrelation functor Rex(ttyt) & posclhb . TH the gauuson Process Fs not katt the meer and ardp covastnte. funtion ill ingemeral , depend oD Absolute: Hine. Howes, -for tha. tonpestant cage where _ the procoty Fy wide —gonge, Atedfomeey, the mean wofl] be_ Conaer-, Xp 7 EL x Lele Cconstarst) = tohfle the autocoyardare and auctocorselation functions vofl} lopory) only on Thre. defforarces, and not abe brite tome 3. (+4) > Coxlhe-€”) Rye(te, te) = Rex) From tre Piatederps | That a9 twhcle ~ Senge Seti Jour) Procey ts aloo Atobtly | . Which & the aut | aise | | | Yc / ii . wo Yonsdom Processes XIE) and YUE) 080 Sek to 2 y Ni gen F the ee VarRbhlog %h)y --¥ty) ey £),--4 Y (ky) deftred oct -Etrnes, ty -- ty feo XLL) and +e uh, a) thy for VIO, axe Jo intly ows ian fy “ny N, Ey-rty, M, ey . -yth POISSON, RANDOM, PRocess An tmpostaxt example of discrete vanders Pyeeess known o& the pofeson Plocers. To visualecc. the pofsson process, Cut x/t) soprewot the mumbles of vent ocecssances, wht ffrre (the procs) « fon Xe has Footages — Valued , nern-decseasirg seo. Ruetfoms - To cefene the pofsson proces we Aall sapurre_ treo Condiffars . Fest, Woe saquive that the, event cocun only oree Pry an vanishingly srnall Prtes,val of ttre. Dn essome, woo x0?nPye one event can eccug ata tne. Thks Condit Wook rot prevent the mes of occussonce of oven fron befre, Vey elese fogctten, only thet thaydo not- Ccofrefde - Second, we 30.guhe thet cecusare time be_ AaHationlly fnck pomseart 80 tpef- tho Tuanboos a occurs Prant given Pre _Prrfos. veh 13 Fn depondent- Af the numba fy amgy other yonovenla pp thane Mitel, Paks Fnelopendence. fe aogurre to apply Segcecltess of the numba of ffme Pes val of Prtveat A Compepuorre of the fo Condliffons f& thak the nivnle of eyent cccevernces Pn any -fentte, Frkeval an Whither 0. Of fPme Ts ckacatbedl by 4 the pelsscd sis bast Pas sé Whese. the, avenge tate OF dee 9A07 Cx, 78 lor, a os Probalslitsy | Density fieretfon s—__ From the potsson densttey fonction cohth bo the. protabilety of eractly k vs opamonees eves, 2) téme Partonal VD {3 \ Phx -k] = VE a K20,y2---. —O- and the prolaki ty oy of the number of- Coc use neces, & F002 = wre” —®) The mean and aeddnce of pofsson Yandrn Vasa ane, each Qual to ab- The. Aecona werent, tohfoly && * fete) S-Efwl p RO) 025 & [xtt) sel n+ a oa NOE =i tec ‘omens oc. Elxeel = T hOdy » ae nS [hiss Pa 2 CPE | 2 k DOXe . fe 20 kl 7 NE ws | Efe] f 2fyoan = e Kook oe z seftene] kre be cor Se Jofnt : peat Density Lam ; To dotesmmne ‘the jo®nt protelttity slonsity function forthe polson at threg 0, fo 2 2 PC, kp) a{4y~ ky 30 & (x %)> co ¢€ xi Ss : Ko Key or the process Rernbm voortablay xLts)°X) yon’ ” XO) = Xp. t oP UNIT-W (Rat 2) © @ x . %. KANDOM ) PROCESSES SPECTRAL CHARACTERISTICS iE ee gp rixcducl fons— We have Chadiactesctzed processes by mans of auto- conveketton , Qvss —Costelation ard Covartarre. -feancttenns toftheut ang conskéation of Spectal propesttes,. vds is well Kmaon » bi dime dormin and frequency devin analysts mettods exist-for arnalying Grneca, Ayptoms cl ct fete teaveforms . But what abacus srvnelem coaneforns 2 Ts, there Some. UY fo ckscathe Sando PFocetick Py the. Frequent. ‘ os Pg yer. Sematin? baie a @ detonriste. waveform FS The Apechal cescsip of ¢ the wavcfeon, ant te Obtained by Feurkes taneforniing the ae a o sade, mn be. Correct fn cercluderg 7 9 Or -teunsf ay tm) nt role tn te. : ee dats 0 eae Hounoa, tre Atvect— trangfonmntion appicacl, ¥s ot-attwctive for Yentom qooup net oxi. Thus waveforms because. the brevefosry WY ae pec fal analysts Bf Nando PIOCewgse FOQUAS note subtlety than do ckfeountentstic sige . 4 POWER, DENSITY, SPECTRUM ,AND 7, PROPERT-TES:— ESD ee The speckal propentfe, of © deteaministte. Siral alt) ane cortatned tn HS Pountes, transforms X (0) gfven by X(w)= Puen a — 20 The. furetfor tw), Someta called Stmply the spectrum Of xb), hn the tenit of Volts per hestk when att) ts @ Volloge and cesexile the wry in whith elative Aimel voltege fy Sod ahh emery. The Fourie transforms Cun ; theefore, be concidenca 40 be a Volleyge denstly spechurr) applicable, to Xt). Beth the avmmgltt we te i the Aeguenetcs present: tn 4 xt) _ 7 “ (a FE X/ta) ‘known then XU) cam ve secovennd by the Brverge Fotwctos, famsfer 7) g x)= 3 tf x(a —6 "0 She. Pee densify Spectsum :— Fer @ Somes process X/), (X16) be a cs tah Pextfen ofa Sareple pure uit) that exists belcoonn —Tow Ts, that & XH -TAEKT — © 210} o — ebewhese Now Tt fot, AO hes bowrled Vewxfatfory, re Pl) ath Ja-lB} dt 4 — @ amd wfll have. 0 Fowaks, trntfom whith we. denste- x lo), Given it = “(w= fate dee «free, — The energy corks txt the. trleval Cade E(T) “fH Pateae. —6 al ‘ohere x lt) 2 A £ Xie) eb, EG)= = ftw, . ‘ £ Ixqleof dio ——(H At thi, Fett ta ckeaye, Hoek Itoh ckensily Apes ur, Ts pocwes, Santeg the expresyons POD 4 AT we obtain © Fausnge. oN a Py att) oe the. fnteral (“Dt = * a “at pD= ge de “di nf [xO a.) —® = ar y taktry the expected value inthe aH, Or” obtain an cocage Pou, Roc for the Hendem process - 2 Ue (ot Boe “sedi | efile Pie ELixrtON ro I, The &@) establishes, roo Se ee Fisk, weage Pooh Pxx far “Yarnder ‘process wit) Fs given by she. time avenge, of HS Recond Moment: Pex? De aT a Sel xO] tee =AJE pret 10 Foy © pices tet ot Goat we— Aente, Betfonrasey ef eu]: X ee wv const and Py 2 4 comfy oe Pye con be obtered by he 4d bu won 1 Tf we dafere the, Pooe dovaiy: spn ‘e the Wander proces bys i] Sedny? eo Det] @ AT Tae Sxl) ag — ® Pay 2 at \ a. Se chy Prepesttes, of the pour Donal hy pects ‘ ') Fy) Zo ve 9) Syd z Syylte) xO) soot a fl \ 3) Feplto) ts Saal er ]x,(w)[~ Ps see > dh [ slodoral efor] ) Syylto) 2 8 Sox ) S) +, kf ywe bie A) Ratt e+7)| $ Ved) = i Alpe] eet ay —o TE ACO Be at lal tlle —torge Aetforney, AL Rexl& tn} Ryex(Y), Focl) 2 f ee Ree ae $ ue ReLetaonsurp BEMWEEN) Powe, work Serteen AND ADTo — _ —ARGLET ON) FONETEON The. fnvesse. Fouscfes, Lrarsfonn of Fo denatty Spectumn fs the tte owRsgge. Of te oo fu%ts, that fe Fe} an Fetal. ALR Cet-7) ?| —@ 20) 46) 2 [Rlea|? POPE xt0) leo) Py Astng above &6), whfelh ts the de Prof fertile, of ba | | lO, tr deftneny uattor above &9 1) fox the @) 108 Apecbuar te hoe. X, feo) _ free ote S. [os "ne cin | T3207 The above. Rratioy okefened fm tomes % and t- of att) Ruretton. job yy ede ola Palo” Me fa 4 + S@ bo a5 f fe el xt) ¥46): le) yy Ts 7 The expectattoo Im the t a fs fdortifred a8 thes autccesyelation fumetton of xU)§ Teo Rye (1 ‘LG ap shane & XT Soltr) 1 Bol? (fp Oat ; f Foote wl! Sua Substituting one. ai by lem Teo tne &® becomes, Pol BS lta2 Se 1 {Bale lee goa ew tem _ 7 jee ntiating on both gles. with dyodt # Herd Sy)? fT ai H 2,,(6erdsi ty 7 = (t-4) Hele The fame shenge fs Te Al‘]> 3 pM orf He a 0 A] Relé t+ o. ay oa LR Rul Gt 1d The & &) fase the hate Feo fhe avey Cf Custocorrelccttiny functor, ole fA AlRalGtrr oS" tohfeh Lows thet Sen ) and A[Rox te,t+9)] forma) Foustea bray NSfoyrp pafy. ALR lb, t7)] << Sax?) Th xit) fg at last wide— gorge. Bet fornoyy AL Ryglty ATS Rex) am eee get Sol -{ oe over Rex He ‘am J Sh!) ee cho. x (7) — Soelto) the. Exprestoog as and && ane Assecally ote the Wienes — ~Ehtntehtre. soledfons . 4 CReAs. POWER DENSITY SPECTRUM. AND ITs 3 FROPERTIES * The cass. = POL, , bey peclewe: ~ be) Fox t wo Veal ander) processes, X(t) and Yb), woe define Arlt) and Yl) oS trurdted engembl members, +that-fg - I apy Ate) TTRAKT / 10>) . eT 0 ‘ Cy) -TK EXT and yy LE): 9 ) as oO elge where. us foth —1,-(E) ane) yl) cae asserned. fo fave, kownded , a. over the. tnstation and to be magnitude. mtegee a intcaval (5 T) as Pnditated by |a 7th) 4 « Fousde, transfers ds co ConsegLone, they cpl posses, ly tint we denote by Xqlo) end % (eo) , a(t) <> %7l%) — © ey) The Cross pow By) fy the Extent (7, 7) & By + fat) 4 s ane. ouster, pansforrable , by opie {c00 PHOCHA wPth Po the_ q alt = af att)-Yidjdt Sree A,lt) amd Gy Perseus theoser, + © Sw y¥%les) AL Yb at = Qn Tw RolT- ge 4 4 Uf The ascsage, CoO FAO, donstd Rey fhe expected Value She Kowlt t8 og oye Teed efabycla=g pCO HY, Ry ae § EludwOldtege ) - = i -T oe . Frrally , we fosrn the Total avenge C¥Oss POW ie “ (1), by ateig © leHeng te + Boo Ya af Ry zs The. Cwss ~ Poor cbonatiey Spechuue - is # MO & (o)- lm = xl) y,te9] __ 2) 5% QT ® Thus, We oblaty the. Creag —Powey fosroulas Po Ry “a | Syld0 — @ We Canalo ck fino. anche, (COS ~ POW, chraty Spechum bi @n B Phe Xf) 3 stare fm Ely rate} (oats Je Pom EL CrO88 Paw Ps ape y r W) dw 2 R : Ry = a %f 2 2, Rope tees, of the _Cxoss— Power clonsity _Spechum fter \ Ly tae Syy Cw = x [e0) >) iw (ea) ord Ref ¥,,d0)| ase, en teunctitng fw 3 Lol Syl)| and Tro) Syl] ane. old functions of i #8) Joy f)20 and Blo =0 F NIH and Y(t) one. Or \. ") TF xi) and YU we. tumrenselated and bpve Comsat Weg xX and Yy Sy) > Sy, l00) = 27 XY Ste) | Al Ryy lt t+9] <> Sey (to) | AT Ry (4, t+9] > Fy teoy 6) a, G o € Ph pealy 6 Antes tint the Coss—fowes; donalf 4 Byechswrny od the ferme. ne. of the. Cress ~ cosrelatian fr netfon 80.0 Font bansforn pouty For the case Of Jotrily tofde —Gense. sta ie POCORN, propealy & Seadurees 4o the. er, csdal frsres, Syyltr)- LR é Y) ee or Syy (co) = { RA) & 7 Le Tho Rol ty_L Soe, : 29 Jw Ry= a | Sy € oh 4 RELATIONSHTP EEN CRoss—To aoe ROSS = POWER SPECTRUM AND CROSS CORRELATION FONCTION{— We Shoo frat 4, yl J |e, as [ Ry [2,¢+ ae Ny The developrnent consists ost the. ferngfesng ia tour neited PwOcesZ, Aven y Xr l)2 fp nite a —® yp lee i yer" —®© she mae. of & © and 6 to bn xp lin) y (eo) = a xe) oy, mf yliy)e* eye To fos he. Cross — power, cbritty &pechumn Ky le) = lars E) ete) y,) JT = - Um tel 7 jot, a Foaly. Ti oe Kite % hye dt roa “Te Pp 5 ~fuolty t) af l)- me Ri J / Ry Cats) & dal peo fe 2 Gee | © differonftating both Sides colt dt-dt & dty2 dT co T suo Ye ww) 2 Um 1 ete) ose dt Syl T30 ar JJ Ry ( ) I) be Substthuting ome integrand by. ro | the 46 Or, r at SOT NE f ie i R (etratfe Tye | Xy 50 2t_) Ry eT oT ga Fl) > f AL Ryo tty) e of tht hows thet Fy“ and AL Ry Cer t#0] for | © Fousdes Hensfrim oul | AlRygy (€¢*D) Sof) | “Ff vt) Te at lonst de -Sente slecttonay , AL R(t 17) é Rl) 7 By lw) Jt Ruy (me 47 —@ Ry (= ga ; f Syl) SOT ho op Ryy (1) {> a w) (a

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