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The document analyzes the mean-ergodicity of various stochastic processes, including Poisson processes, Poisson increments, and telegraph signals. It concludes that Poisson processes are not mean-ergodic, while Poisson increments and impulses are mean-ergodic due to their stationary nature and autocovariance properties. The semi-random telegraph signal's ergodicity is indeterminate without further information, and the random telegraph signal is deemed mean-ergodic due to its decaying autocovariance.

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3 views2 pages

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The document analyzes the mean-ergodicity of various stochastic processes, including Poisson processes, Poisson increments, and telegraph signals. It concludes that Poisson processes are not mean-ergodic, while Poisson increments and impulses are mean-ergodic due to their stationary nature and autocovariance properties. The semi-random telegraph signal's ergodicity is indeterminate without further information, and the random telegraph signal is deemed mean-ergodic due to its decaying autocovariance.

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Esmaeli
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11/4/24, 12:04 AM Antenna Look Angles Calculation

To determine whether each of these processes is mean-ergodic, we need to check if each process satisfies the mean-ergodic theorem. According
to the theorem, a process X(t) is mean-ergodic if, in the mean-square sense, the time average converges to the expected value of the process, i.e.,

1 T
lim ∫ X(t) dt = E[X(t)].
T →∞ T 0
​ ​ ​

In other words, for mean-ergodicity, the time average of X(t) should equal the ensemble mean of X(t) as T → ∞, in the mean-square sense. The
theorem states that this happens if the autocovariance function CX (t1 , t2 ) satisfies: ​ ​ ​

1 T T
lim ∫ ∫ CX (t1 , t2 ) dt1 dt2 = 0.
T →∞ T 2 0
​ ​ ​ ​ ​ ​ ​ ​ ​

Analysis of Each Process:


1. Poisson Process with Mean E[X(t)] = λt
A Poisson process is typically non-stationary since its mean E[X(t)] = λt changes over time.
Non-stationary processes generally do not satisfy the requirements for mean-ergodicity, as their mean is not constant.
Conclusion: This process is not mean-ergodic.
2. Poisson Increments with Mean E[Y (t)] = λ and Autocovariance C(t1 , t2 ) = λδ(t1 − t2 ) ​ ​ ​ ​

Poisson increments are stationary with a constant mean λ.


The autocovariance function is proportional to a delta function δ(t1 ​ − t2 ), which implies that there is no correlation between values at
​

different times.
Since the autocovariance is localized and decays quickly, the time-average will converge to the ensemble mean.
Conclusion: This process is mean-ergodic.
3. Poisson Impulses with Mean E[Z(t)] = λ and Autocovariance C ′ (t1 , t2 ) = λδ(t1 − t2 ) ​ ​ ​ ​

Poisson impulses have a similar structure to Poisson increments in terms of the mean and autocovariance.
Since the mean is constant and the autocovariance is a delta function, this process should also be mean-ergodic by the same reasoning
as in (2).

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11/4/24, 12:04 AM Antenna Look Angles Calculation

Conclusion: This process is mean-ergodic.


4. Semi-Random Telegraph Signal
The mean and autocovariance function for this type of signal will depend on the specifics of its "semi-random" behavior.
Without more detailed information, it’s hard to conclude definitively, but generally, telegraph signals can be ergodic if their switching is
stationary.
Conclusion: We would need more information to determine ergodicity definitively.
5. Random Telegraph Signal with Mean E[Y (t)] = 0 and Autocovariance C(t1 , t2 ) = e−∣t1 −t2 ∣
​ ​
​ ​

A random telegraph signal with exponential autocovariance decays over time, meaning that the influence of past values diminishes as
time increases.
The decay of the autocovariance function suggests that the time-average will converge to the ensemble mean.
Conclusion: This process is mean-ergodic.

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