Representations of Random Processes
Harry L. Van Trees · 2003
In this chapter the author discusses briefly some of the methods of characterizing random processes that the reader needs for the remainder of the book. The essential idea that he wants to emphasize is straightforward: There are many alternate ways of characterizing waveforms and random processes, but the best depends heavily on the problem that we are trying to solve. An intelligent characterization frequently makes the problem solution almost trivial.