Lecture
This lecture covers the concept of stationary signals in discrete time, the interpolation of discrete signals in continuous time, the power spectral density of stationary random signals, ergodic processes, spectral density generalizations, cross power between random signals, and the Wiener-Khintchine theorem. It also discusses the spectral density of filtered signals, modeling of stationary Gaussian processes, autocorrelation functions, and random signal generation by filtering white noise.