Stochastic Processes: Basics & Stationarity

Description

This lecture covers the basics of discrete-time random processes, including signal generation using coin tosses, statistical relations between values, and k-th order descriptions. It also explains manageable random processes, stationarity, wide-sense stationarity, white noise processes, and computing moments through theory, ensemble averages, and time averages. The concept of orthogonality, correlation, and orthogonal random variables are also discussed.

In MOOCs (4)

Instructors (3)

Official source

https://mediaspace.epfl.ch/media/0_1qg73c2j

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