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CS-1 Unit-1
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CS-1 Unit-1
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me ie ee 4. Random Process | atochastic Precese Random voniable. Random variable is a function which performs mapping tetueen “& sets based on some priva definition. a a aT ae al sample epace elements peal line te Real Random Vesiable = Rea} ‘random variate is @ real valued fundion which aggigns a real value to each sample point of sample Space obtained by performing a randem experiment a 1) : ey KA) 4 sample ‘ 4 — Real tine space xa). p ; sons a A, Ay oe sample points => pcsume trek random experiment is again pesrformed « Now Ihe “random enperimant has sample space ‘sand contains & Sample fointg a, and ao. . ; RES s=ja a} Random variable x(a) = 1! X@) xan = let’ ug add: anolren dimension 't!. Now me Random vasiable * x(a) become! x(a, €) 7 won x049, 1049) => hig ig now, no lnrgen random vaniable . Et is caued “Random process! , ‘Scanned with CamScannerpaints: 40 Remembeoy = fe cechen et Cententie of) tame yD Aaxtie hapaaan W) cumple {unchen: peal Ume varying Sqnal | cumple ) srace fe varging wa | xCayp iB 4 random prece paduces time varuing evel 7 conclusun'= 1 a sample fandom veslahle concept to include I. A rasdom vabiable x" is, by ite d fanction both A and time, | whith can be denoted, by | can alo {9 represent as xi euch sample pom te me fun jg a random process which take 7 : ter sempe ore’ epete ol arian which takes. 2s _ orm for samole. iE 22 ‘Scanned with CamScanner oot is gases! Inv 0 "Bond varying fanckin . The EXme feasible eubcomes a of an engerimant , it now becames & |The collecin of, such fundiins i cated "Random prec PR candom grecess alse reprecents a vandom vartable wun ‘e it fined and is a vetlable,'y xa,) Ee Ay i fade hae) rantem variable we sumnany of halt bor 4 and A Gre vaniubles » Random process Dy «Q,t) = dune, = Lx Cyt) Mtl > collection cf waveforms ‘arden, camate fancton 2) xCayt) = Same pane 9 is fed vate ve rahe ma Aimgtiade # deqy w!+ ONK fase # ate ey cunvle ton ce hale > single time varying wasefarm xc ag x(t) = Thme ik Fined ab ty and ample pant iS variable (3) eh us cancion fewer exon ssumgle @ wo penton yerkible 5 aad > collection & ample volutt ved tangle VINEE, xi) = eo t and » Ofe fi; vom same, a { > values taker be Types ob Rand 1 tandem variable when ab instant t=e) ann wwe Know Inet, Random preecs ig a collection of Sample fanctiens Peal sample valve A, xUdayta) = ample eece ow (A,ti) ie Random viable or collection of Random variables. Random’ process = fun? (Random variable , time) DS Wihen fandem process it sbsunved at any instant of time mus tet, ‘tren eandom proces become Random vahiable > Time is continums (ER) ten E (6 Continaras time Randem |S tine is digcee (ne 2) nen & 3 discrete time Randem xO © [ xOWO , XOae)} precets J> when time is fixed HE became random variable eomae Random process Fundins Ares random Sti fied, random xt) = [ xOuiti » 05,404 press. variable fant . fwres punckon of tandan vavble i alse * randen vartsbe | van a . n ee values. “3 ex tg raretom variable me 0x) 16 aise 4 randon) Variable, ‘Scanned with CamScannereqtiasis Hine Rar pr 1g igrdenoted by x(28) pinuous time ‘anda proces! . where teR since HENS continuous time Tandem sane feratn Prot } | | f | cre : | Continous time Random process iS 0 of continuous } time sample functinn’ | =>. For confinwwis Randeny process 5 centinious: time Function @ each sample functivo ample funetins ® couection s# continuous im t ‘ XE = A cos(tdot 46) 5 we random gress whith 18 Me time '# and fandon variable = "Ut ) Tine dC andor 2 ve can sag thar M0 continwus time Random xe) it function a ninawus time end continuous Fandom vara x)= func ( Catoans coins ime” andam varia conclusion | Nature 0 ir | anal # continuous ime randam process at w particul® time depends on the Nattre of Yandom variable eSINE In ak random proces a va 4p DIU Random retest Dre ine, Fanon putst dened by KOA) oo xin) 00 fag whare vez! xty=. func’ (iscide Une, 2asdan variable) ie y Sample bane {4 vty atte be xQyn) - A, r Hoybe. (ensenite dt) sunple space Diserek” time Pandem preess it csliec disucte time Sample functins: S For aicucte Random prvess > time tandan peess LAD! ETRE aps 4 samete pane 6. continueus time waveforin ueces ams Distile TAP MIS samgle OF on a dicrete time waveform KON) > tantt Gua) > Serve fanchion (ayn) > vale takin by walt 60,0) > Rane vai (ae) —> Random (ress s)—> Rendon vériabie > value, taken by random veiable t . contin ine pscrele eanker (SS Random recess ‘Scanned with CamScannermean 68, Random recess 1) mean, Of, Rand Pconsidad We COrtintous Hime random prcess nL) of time ‘and randoin véaiae “p' “ Deterministic_Random Process + ‘ , ar i random press HF facture va qrcese ig alta determn Fens cacin a predicted from tS F0St Wala Is funuin 4 nies of sa ath a w= (ti) fbi yo=acincutte) Tf x(t) (5 obferved ab t=to the a ature ne foranctes fee Hee = F(t,0) EEE! nego) = Fe) |, > iter set 4 ts contnucus random vevanle en AU) (5 also gumple functions. was random variable. mean => €(vii) =f % Frua as sn deterministic Rane ees & Ue “aderinistte vandom ford from We - efiecee) = F#6ar Fedo fh precsa 6 caliad a “Nan cannot be Wed “ fotore valu of & sangle fine eowaved past valu ax ructucttns af oF hy aise « disstte | se vatage in an eta cased) ver p i aerate rancem veptube a) 1 ‘rondo variable =e te PERM em) Let excon > EL vtti] mit >t \ ie ° couloir Kime, randem pecess 5 run is Fanci of time’? and rangon variable ‘e. 4 0) “y Stobigical paramere ob, Randam pecess; xan 9 ean i pe cay is oncenved ab n=De MEN | a) mesa, uae valu wean = #40) REDED aU) = ALOFT 4 varance’ * ec gi cons ern wae en 0) (6 NS pe comeeaes randan voniaite 9 Comsiance Fetes Pe errs tet ee ‘he gantiza porancdre 6 randem”pacest. can be Stall nan FL Mae eCogrd- Lremateto witr ore, help of vender variabies. + ge a, aascree randan veewable ven > Efvo= £25 Of oni) contitusas time, randam proces KU B ebserved ab pent inetank of time Tesuits in a randan vadiuble = POF = Feu) Lob New. =F OD : Padi) panda press ait we) ‘Scanned with CamScanner| | ! | } ten sine anes OO Qomean square value cs rar condas ander | wien bs Epa ao = sures vin CH 6 , auto ordain. [ep caosg-correlahian can be dubined os waytai) = Rev tial] e0 Gea vo «Fr can be defined a5 5) = Byy its) — ste) ~ Hea “oy yea, an be dibined 697" Types oF _Randem priess 4) SHICE-SeNSE sationary Pandan Proves [ sss Roy a Mide-sense statiney Pantom (cess [vss 09) 3 ergodic enndem pecess 4 cyctostahioncy Random precess D.Stritk-Senbe Sidney Random process Lessee] considah Continutus Hime random process ed) x0) iS oberved ak several time instances $0 We can cbtalh Sera rondun ea iabes j x= {x xtoah fasten, —— er cetiechon of funda vets races inte wnere are ‘x! random variables “a> TP fantom process xe) sald fo be Sichsense stabenely re @ 1 ontun soint PDF is indapendask of Kime shitting ay = ¥® th grdefy joint cpr iS independant og Fine Shifting time shitting. 2 19 KH adit Joint ping i dependant ‘Scanned with CamScannerou) ae. napa nen, 3) —@. ytd), 3 daptuts on tte bly’ 4 and 6 indy yas aur PDF -> a as te shi > crypts of time atl orates ivint > zaneperecntot ——_y Mudupendtat oF tr par me shig TN depends on byte jaw Slatiooaditys A vardum prcees is caid w be 4 cussed erect [cen erie smveur the time sense shblnwdy fandom press The fenton ences wtih is andad % called “Wide sense sratianany Fandom vate st (ussea oi wilde sense tabiensy te is wide Sate Stating Lod Je sttiondy (555 wss we 858 fF _ (pits const Sconned with CamScannerF autocorrelation, function entlitt) yy) adie eau stei}> Jf2% fren” ” Ye Lae xt] = RxD = Rin C0 e[atbixce-t = Revit = Ree (4 E[xer ee = Rent =RealD Y ef Je Real = Real © exer) = Ray (4) = BaD effwwxeend) = Asx wuhun ceo constant | 2rdepencant of time > eLaa Seles) = [Pad] = eCrea = ho) Q ky = clea -(ecgt = Raxto ye > Cesant ID = \& ia Su = : eae “aa * ey i rn = ranean va) yar oud, = A0r#) | alte) Time average « ACU: © [le wencne fn i He li f AMdiwutes « ny Re Ue ae jaa ae ane Xo Time aule-coneahin funn “ ft ae an ances ac) ebsemed “© duaton OPN Ragt= af ne) a patewrrdatin fon eve] = tin 3 fix. ig Tp rime average | trgedic pracess¢ | the time everege of a qumbity defined «5 | come statincdy randam processes pessess the preity Bak elmer vey manbea te ensemble eats we seme sebetial 1] pehwuioud 4S ime Whele ensembe. oie bo eater ning Wis shaHisticad bedawited 6 Ths using ony one typical semgle fuckin , Suh fries ave let Nergeaict Time avenge a =, Stabisrial aruege f * random acess tandem praess ale) = Et ‘t_\ = x wk. Rant) = Reni) lm & Ff, wow a = ED ate Tha Random paces which shtishy yne above «end Tims is cated te “ergodic prcessee! . tee xg ¥ are, Tandon wariagus §¢.8% Sbapectatin yond eferabes enly or andemy’ vaniabes | Pandam PRES |) ele eft) <0) fodey epee), ee fla-e eCser] #909 Ela 9 ‘Scanned with CamScannerunt fa sud 4B ste J nest Finite valle Aca 20 ¢ £600) ; ee oe . exotus0 C80) A Sesame os 10a ) = Pant? exgeat » curecorrelia Te ap mw 6 an Engedit. Rancl gt (ie amey oh cs ae cued “Saely erga cus cerreasiod fondtn | “woo tandem pr Mi vidualy ergodic ond alse hae tra equals ty Statistical cmis corrdadion fantti, fyo= tin f reat Revit = Cr ) @ hep. weo= hess (ortte) uke, 'h § wo are cetanis ant @ | ie mis | a enifecmiy distributed RW. en thes iatervad 2 random pacess 18 Ulss? 2 at 9 ig unilamly distributed ind mean and calalate o etsy 9 ele) y efor) wales) weld 9* w effea) elle ® goed BS ‘Scanned with CamScanner2 one qe} eH > lend = w @ Efe = e-ete) tor? w eco = eed ee wo) eee belareed= ora=# * rit eect wy efeerg = Ceeedret= Cet aad o) elese) = Lene-torm i: moe = Hemel? © ag, fucsede = 3 oy Less] - Cetera = ° ¢ feeston tote Eyer t " f escenae “¢ ten etostoute gi] = feos Aust) feinee fj on ecesstedd = nadene esl {uae int Qa | ape # sin Leue)) + sin({-uotl] © [ esuatvas C0) | = Resi ‘Sunny consid’ « Randa PHLESS, XL0) = pesusstsg) or Astienttl mun. = efeu=> mmwn suae = fou): £ qn) varie = iabaneddin = Ebcw styd) = #asuct Awrovariane ='covls > carGsunaie) = Bo = cosuye Yalan KU) 16 a Ergodi e D fea Ergodic. random press Funtiotiin Rastt) = 52 ggg ae! caltlate 6) ECU @) etead ) € Cea) x4d ®) & 1 function 1S function +f only an p The aulecortel a0 snl we) eps Tendon PS ve ie wi eric ard SP es ae neeee ate (Ge) wee ts ay © elxud= We tera) = efeexu) = a faxlh-= bt SS = fascnas oF expectaion vatu iS inde ex -@) 8) 1 i engedic random ¢ Rei Oe { Gy 1. wssne er nat? elem) oo eterna enitant = cg wits autocorrelation ree anition y Oelraed & eged a eG) ‘gus @} man of & Fandom press _ = ste ip, Reetd= 15 ug 2 eB Oe = ’ 5, WSK qrd autncoraatin is functin of and neve 150 qeteared =°° (aud = @ eqae= HY (0 efaug= Reel) = tm lear) = EDA Sconned with CamScannercon enim pauesvevabs reel = led - anes ver wr a donc) (ag ae ee owl a tris nen vit Be ‘ | ‘ : came from agar RF. O'S wt te | B(ictre) xB) 20 ap te andor eis fo) a | ‘ sg commas sanciat. [Be ‘ eGtui]} 20 ql — Ht) ae Foul al tet etabi@ne HY Spt xb) | Rage, E40) = ELH ar WSs (ume 2 ot et x) bas 4 Pax = eee Bex ED= Fey = mean sare valle: = lt (yeu > toute i zeae mean men it att OSH its) hy Oa, J oe nue bas a petetle emgenenh, men Feat, ws DONE © ernst component wi same ead tg a Periagic wir pes Te toni? x(eerd x(eeet re RE Power oF ee Fe alse pevedic wi Pett 1 fs ergett, wir ne teed |@ xp eGug-* ¢o ad 8 BF conguents 1800 fe nabs Fs Ra ae —— Rex (Qs (Re HU od) 5 (0% no peoioic empaents inaepeint as tine Ut oviadio 13 ee become! = etal & ais st <(eceed)* ‘Scanned with CamScanneriy Cos Loneaion fntin let two BP. HUY ic 2a meat ‘and bas fo Periodic Compa rpdic 2" i HOSS COTTeata Funitin is Riytt) =e [ew yused pas a de comport > rf two preceses are sratisticaly IWF Ryycd= Flee) EL veer & vor aflast bss © eCiarnn) <(avncertd) apt = oe tesranh ws tyme (wr ab wer 98 © reseed cannte have an arbitra Shape THiS means Wma, ANY axytny fanctin Cannot be Rolecarrdah Qa Re hs me ACE I “guts aS Rast &) mean” )'man saute relat Rextd & Ryle) are Ace! evablance gt 2 ECA EGU) wide sense saitindty prdsch are ontnysal press ype tteu 2 te ure ig of xuy & yee) tercuivele a ‘Scanned with CamScannereoug , fee) © CFO 9 coe Ct, 0 = 6 Cry Rao) ayy) [ver ne1e - 0 efeerey - ELead cere) ¥ eCeaid eter He) tO] ~ EL ete} enero) -eeuge Coup + eGu.
= Ee = tondend ta | + we abit [x2] 5 f . LIN fy tytn by b= Gaussian Precess = ta tae ar int 4 TF Ome sania oP «Res inty _h: | --\s Goawsien ander 48 te grees i Gawsian pce The eink deaity 16 given by 0%, habitat) = ‘Scanned with CamScanner~p6esT (ede + a) Mss D558 casi FO HO agi nted
€[ wie wets faced ie i sto bain of vy becomes uausan Sie Plas) im we sinits Woe | | Sconned with CamScannerat |B Find we valance of he Fyndom Pluess wlase aucerre " es lion oH eGeI- Ceca = w(stty = 40. FUE) eure Asiannent + | eG) = preesg i found ar LAU rind, CL acne 400: gett Hts ca, FM WSS Lee xe e(euar eas} 2) = Real) 32d = eed =F J = halt = Paxtl fax (2,25) 5 Bex 6 ga5)= Ren (08) joe eC 297) + aLaceraigns) = Rex C 20a. fen He etrad a rind mean random Real = WE = 0-8= tris of sory Rudeorselaion farstion © & ven unin © C aa © is wad puter Sconned with CamScanner‘yartables have’ covariance” mala 90% belo , 1g concideh We RP KKH) jibuted Har ote te aA alan scale aX hres real random yg aesin ne) 495 er les 2 & 05 4 vances a, ould be syminaZie cf a 205 reidom prc: ea @oecimttO RHE 2, wy are yp distribudey tind value oF? wif eat fg Sivan oat Feaned sues and 0 random fio and tuk ene BE PRES & stationsy aad az, ngs As (eee) = tuned (ME) Feud ees Sid 0 STHANAHL ‘ a u cane [enepenia Bere eecaees 2 ivan we random: press KUL) = Asin (ast 10) Gece) = ELA costuvt 10l} ase constants and le’ és Faden aefine a teu 14 ince we and @ ore constants cosusts) iS deta efpcs uote] = costests0) £00) La costontiol] = cos casera) 15 9e & constant va This vandon process, IS nor stain sha ciel Aeas(ootd # determine Stal © tas 8 etna rere =e preaised fom att Volt co geese 29 8 uh x9 sity ream gees. mene eee <5. eth ef Gee = eg cestastrn) SOE f via ge ncan vans db s{ feeds Fstuaae! 5 + Fae = 45 G56 ‘Scanned with CamScanner
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