About this document
Filtering Stochastic Processes Overview by 2023ht80700 is a document available to read on EtoBox.
The document discusses ergodicity in stochastic processes, emphasizing the relationship between ensemble averages and time averages for ergodic processes. It explains how to estimate expected values and autocorrelation functions using both ensemble and time averages, particularly in the context of wide-sense stationary (WSS) processes. Additionally, it covers linear filtering of stochastic processes and the implications for expected values and autocorrelations of the output when the input is a WSS Gaussian
- Author
- 2023ht80700
- Language
- EN