Describing Rmdorri Signals random process A random process B Figuse 17.2: Randoiri processes A and I3 with a diffwirig distribution between thc indl- viduitl smiple furletions Taking t
Trang 1408 17 Describing Rmdorri Signals
random process A random process B
Figuse 17.2: Randoiri processes A and I3 with a diffwirig distribution between thc indl-
viduitl smiple furletions
Taking the positive square root of the variancr giwt.; the standard deviutzorr
a z ( t ) Variitricte and standard deviation are measures for the spread of the am-
plitudr around the linear averitge for a randnnl signal The rttlldo~xr process A in
Figure 17.2 deariy has a lower variarice tlrrari random pro(
The linear average arid the variance are by far the most frequently used first-
ordcr pxprctcd values When combined with second-order exp
sufficknt to chara rise many common random signals For general raridorn sig-
nals it is possible to define inore first-order expected wliicv by choosing a different
f ( x ) in (17 3)
A general characterisation with firsbordcr expected values is obtained by
pntting
into (17.3) and determining tbr expected valuc dependent 011 tht threshold 0 We
j ( z ) = E ( @ - .)