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Principles of Communication
Systems, Third Edition
Herbert Taub, Donald L Schilling,
Goutam Saha
Chapter 2 : Part B
Random Variables and Processes
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Optimal Receiver Design Principles
for Noise defined by PDF
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Cauchy Schwartz Inequality
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Random Processes
Ensemble average :
Time average :
Stationary : Statistical properties of sample
function does not change over time.
Ergodicity : Ensemble average and Time average
are same.
An ergodic process is stationary but a stationary
process is not necessarily ergodic.
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Example Continued
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Random Process : Autocorrelation
and Power Spectral Density
Since noise is ergodic,
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Classification of Random
Processes - 1
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Classification of Random
Processes - 2
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Classification of Random
Processes - 3
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Classification of Random
Processes - 4
Gaussian process is completely specified by set of means and
autocorrelations. If input to a linear system is Gaussian, output
is also Gaussian. If a Gaussian process is WSS, it is also SSS.
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PSD of sequence of Random pulses
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PSD of Digital Data - 1
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PSD of Digital Data - 2
NRZ :
so,
Biphase :
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PSD of Digital Data - 3
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Transmission of Random Process
through Linear System
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Weiner-Hopf Filter
Distortion
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Effect of 1st order R-C, R-L Filters
on Digital Data
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End of Chapter 2
Part B
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