Stochastic Signals and Power Spectra
Hussein Baher · 2012
Chapter 7 gives an introduction to the concepts and techniques suitable for the description of stochastic (random) signals. These include probability density, expectation and correlation. Concepts such as time averages, ergodicity, stationary signals and power spectra are also discussed. The use of windows is also detailed. The discussion encompasses both analog and digital signals. Application in power spectrum estimation is also discussed.