Stochastic processes and their characteristics
Jiří Jan · Institution of Engineering and Technology eBooks · 2000
So far we have worked with the notion of deterministic signals characterised by certain known functions of an independent variable, usually of time; hence, in the discrete version, fιη =f(t), t € {tιη = mT, m integer}. Nevertheless, in tech nical practice it is usually only meaningful to analyse signals, the values of which are not known ahead of time, as is obviously the case with received tele communication signals, with sequences of measured data etc. It is useful to con sider such signals as being stochastic, that is to take every processed signal as a concrete realisation of a stochastic process.