Processing Random Sequences
Paul A. Lynn · 1992
In the previous chapter we saw how to characterise a random sequence in terms of such long-term average measures as the mean, variance, autocorrelation function (ACF) and power spectrum. An obvious question now arises: how are such measures modified by linear processing? This is a matter of the greatest importance for describing the passage of random signals or noise (or signals contaminated by noise) through a filter or processor. And, as we shall discover, the first- and second-order measures described in previous chapters have the advantage of being readily related to the effects of LTI processing.