SPTK (and CSP): Random Processes

The merging of conventional probability theory with signal theory leads to random processes, also known as stochastic processes. The ideas involved with random processes are central to cyclostationary signal processing.

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In this Signal Processing ToolKit post, I provide an introduction to the concept and use of random processes (also called stochastic processes). This is my perspective on random processes, so although I’ll introduce and use the conventional concepts of stationarity and ergodicity, I’ll end up focusing on the differences between stationary and cyclostationary random processes. The goal is to illustrate those differences with informative graphics and videos; to build intuition in the reader about how the cyclostationarity property comes about, and about how the property relates to the more abstract mathematical object of a random process on one hand and to the concrete data-centric signal on the other.

So … this is the first SPTK post that is also a CSP post.

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SPTK: Examples of Random Variables in Communication-Signal Contexts

Some examples of random variables encountered in communication systems, channels, and mathematical models.

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In this Signal Processing ToolKit post, we continue our exploration of random variables. Here we look at specific examples of random variables, which means that we focus on concrete well-defined cumulative distribution functions (CDFs) and probability density functions (PDFs). Along the way, we show how to use some of MATLAB’s many random-number generators, which are functions that produce one or more instances of a random variable with a specified PDF.

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SPTK: Random Variables

Our toolkit expands to include basic probability theory.

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In this Signal Processing ToolKit post, we examine the concept of a random variable.

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