| Popis: |
In this chapter, we discuss the representation of a random signal, first as a stochastic process with accompanying statistics and then as a discrete random signal with certain inherent properties. We show how random signals can be characterized by their spectral representations and then consider systems excited by random inputs that employ these properties. With these concepts developed, we then show how processes can be modeled simply by a parametric model of the ARMAX class that is used quite heavily in modern spectral techniques. Finally, we discuss a set of spectral estimation algorithms to analyze the spectral content of random signals and illustrate their performance in a case study of bandpass sinusoids in noise. |
