Lecture

Stochastic Processes and Spectral Densities

Description

This lecture introduces spectral densities and their role in analyzing stochastic processes. The instructor explains the concept of spectral power densities, cross-correlation functions, and mutual power spectral densities. The lecture covers the properties and applications of spectral densities in signal processing and communication systems, emphasizing the importance of understanding how signals are distributed across different frequencies. The instructor also discusses the significance of white noise processes and their characteristics in signal analysis. Additionally, the lecture delves into the transformation of signals through linear systems, highlighting the relationship between spectral densities and signal correlations. The lecture concludes with a preview of how spectral densities can be used to analyze the power distribution of signals in various frequency domains.

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