Bn Ed phe te Random Verrables & stochastic Processes [4] +023 * What to de when you stu J. rewrite your class notes 2- read the fopres from Hu book and summarize 3- Solve questions From she book anel from Me professer, H iF you couleh't solyesques ion eed again aad ageein fromthe book and take « note fe 45k the professor H dovi't do your H-W af the lash minute. & The course 1 Med Exam 20% 2- HiW's & misulanuous 483:gnmants 10% 3- Term paper ( Programming assignment) lod 4- Term peper [indiviclual | —> wit « presentation erepart 10 + 10 L 5 Final Exam 40% [it's very hard” & The bok Papoulis Peeples 4% Topics & Ryiew of counting rues A Bose Probebility, Principles A The random variable concépt A Expectation: Expectest Value operttor & conditional expect Value ~ % Maliple random Variables ase vk Moment generating fens & momen Ye Transformation of randem variables . ink proberbsliky « Feas & Finding Expectatina hy coadibyen ingL& Intro te random Processes 4s Spectral. properties of 1h pois « CPs >) A System response to resiclomn inputs. DLL Ls Meds Lunhl ch:8 bem peebleh px Os fap A Mean sguare error estimation . % Buick review of various. Come. Systems (Arateg & Digital) [distoration SNR: signal to nese ratio} A Qutatization Efficts apen comm: systems % Cyto stationary Processes Yaa! Digital Data Transmission (Nyquist sempling & Nyquist rk) 4 Markoy. Processes. (Ist orter & Discrete Morkov Processes) 2% Probabilistic. ingulities We important Notes From Me professor \ =Den't underastémate ang Hing, (Swab oevelt wea.) ~ Wrile every thing = Keep practicing —Don'h miss any cles ~The mest importand sirdying Fields : Security 2 eVEludvonary algorithms —> Anitificeal Entelegence Gene He Engineering: * Ropoties. —> for inclustry Ls for Army + Nahe Technolgy =» C Tips Hunt expolele the cancer cells) "Fete, Technolgy ~ Each Masher course is eguivelert te 3 courses of S44 yourleuel: — You heye. be study «t+ least 5 hears fer each leche, SMi)Cmm& In the communication system we hare? = 2 —— Ubmlites Hees Lniees —> Tier 3 caer ee 25750 je pr Tier 2 <= The teshnelegy [ The Thing | vis ge > Tier 1 << Physval layer (Fibers & aly Fen k ale] ages or device driver Um ysiae Wass 4. The most _impaciant topics to study for the course - Fourter Transforms > Cenyslution (= Trigelninrg yee J-Anteqation F Lincar Algebra ~ Signals & Systems PE] why study ranclom processes $ +Tt offers me fools end utilites te beter (or best) Unclevstend Cey pain events 45 they occ use 5 such eveate ae rtndamn in nahi {+ tb offers. suesable meatimehical modeling techniques, ~ it offers Predection & fore cashag bechnigues. seks be BP MS ona ¥ Lol oe AOD abe a) — WS Bh biped Gb LS Roses ga SpA are = Bh atten be gall = sph) Ugh@ = (galana) abate - aA fo LPlgUh prted Gi pall al sel = shell go Gtd Fl eyaxdl. = Caste NANI gapaa Uys) = boli = bere Lye - UY) Bla Galge Cr BI LYoU! = Ele \Sta Waa Cons A) gp Ph abe oJ ews = HRD rag Barthes ios Ld ul Cul polyps ple Ss - a Bligce lt Biify ames at SS lll gy a toe ise Lal OSI ee pb ww) ado -“Prob. Render Processes wo. (Al Th 2/2/2014 Counting Rules: si K Abed has 3 shirts & 4 Palrgof Parts, ia How mony possible ways can abed appear wearin) Afferent shirts & Pants? | And what if he has 2. Ties 2. =e hk Sims Po ST, Sia P; Te. Se: Pee Jel 52 bap ore | BufaI2 x2=24 on, seeded 3 shirts —> 4 fants Total 4 of possible combenahion sis 3x4 = 2 Case 2 3 shits —> 4 Pants —> 2 Tres To ted at of possible cambinahiers js BxGA2 224 i $n geacrals Suppose that _exp-_hesm_Pposible oultones plGap . Zasbs Mel vv 2 and exp.N 4 My 4% 9 Then, the total 4 of possible arrangements is given by: & “This Constitutes cup work hersKR Suppese thar. I wigated ya. abi the phone 4 For Romi, IF T dial. the numbers. at_randem then what is the. probability that L get Ramirs ® Sale 4 Fes 7 O ZF Le ct 059 or} ont 0-7 09% 094 seek 1x Lo x 4& x 10% lo xtlo K(oxlOxXl0 X10 aero fey —_nele thet each digit represent an experiment git Which has it's ewn pessible outcomes, Total of possible outcomes = 4x10" ECs get Ramis +) = = 0.25416" Tay x ieee. that Michael needs to move 20 books, ina box, Which he would Hen need to impade into 4 shelf in his study room, Suppose. that there is only one available shelf in his beok stack, Which has reom only for &. beeks. — In How many pessible ways can Meohammuot arrange his becks onto the shelf? 4 i i using the work horse equation : Tei ZOAICRII KE mia] KIC KISK 14.418 Litt | 25029 10400 Awvasngerven te nete shat the total af of arrengemonts > 201 _ a SLL A senile 1 Go ee B®! Cosy 12 215 Cyl we SMI)Cwm ANAAAAAATAA LAAT titNow, Suppose rs! we could stretch the width of the shelf so.as to allew if bo accommulate all of Mehammads beoks % Sel dotol fe of possible arreingemants of all 2o books = 201 = 2.4324902008 xo ayraingerents /Perratabiens /erdering PPP Gig SH GP tbl sch col * Another Senario 5 Suppose that there are 60 students in «class, appon taking an exam these studedts would need be be devided into 2 yooms. Suppose that one room can take 26 students and dhe _cthar can take the vest, Tn Hew Many ways cant create such scclat is C Partition) & ee ey Ul 2 5 * rs o Jo Peta = g=-=ffop--o oD gts calban fe Gye Yop (RIED (AS OM DO geen Byalt Ses 351 \ == 6011 =k fe go! fa} saan eect s ete ——3 ee de: eel otay pee d_ soe = 519719439 19410 Mia alg 351-25) 0 rss SF Foto smie.. 9 nk ll eo} BES Ga berd Gy Some GUY Ihe (ALD) VL gy Spllielledeat cole C02 GaN ete Get Gy ee big ur 8 eal pd gee RS gl cep ely TSC se SS I Gy fe eda ALO, Ss ag Ct WG capal ol bo vb ede Tes Wl ay Y GC) “tn general 3 TPT have n distinct objects & I want to partibion then into K. Cells in which Ko are in cell 4 Vo 4 ee oot" aa we 2 aaa Ky tinue ie then the totel t¢ of possible partittens \Duld be e giver by : SMi)Cw Wb ehe 653 44542KA Problem to think about... bud can be solved after 2 or 3 leakwes Srerm mew —_ playing In « standard deck of leards.. = There are usually & suits » — In cach suit there are DB cards —Tn-all there are 592 cares O:A 234567894107 Q@K » nl YOrA 2 3¢5678ITak \~ PRIA 234564787 wWIAQK |@:A BSS BE Se -teg 1 10 Gk a — Find the frebebility of « reyal straight Flush Tts a 5-card Pokey game. i.€ ards Lach time and hence 5 all of she Five cavls are from the same. suit tiki Ah ID indy da AZ"3. 415 & q 10 J 2— Find He Pribabilidy of 6. full hese. Piel cf ota0 = Prob, - Th NF - vo [Tt F/2/201 al SAD Drei 5cordls |) renal Stirring teapdaid alah op 52 ios Playing cards. What is the predabihity af a reyal ba Fe pcncn Cheesy ene sath ye pyowubil des =a a e Pek: (4) x NOT a0 eed ie eS OMIO® ” Sa b4 9440 ). 3) > Toted Hof possible drows of Bobet poker @ what os the rel ofa Pall. house 2 Haay Stree Cae t(F) = i (8) (2 = 3744 - 6 =|.peni? . (2) Sacem “55181 He Z carts Cach Pema dffereas suit eth S| at PEELE EE O46 66444 O60 64 4.1.6664 + Situation 41 ¢ Consider n distinct objects which I cin arrenge rat atime. o> The tefl 22 —n! th of possi ble (n-n)t ayrangemaents RK Sifuation 4¢ 23 Consider n distinct objects > assume that I need be split them into 2 cells + Cell 1 contains Y objects Cell 2 4s the resk, ner => fe btal# 7 = nk senate” | icon Partitons aa pod cell. dete smi)eunNo. Siduation #3 K Consider the Alphabets : - assw™®, oh af oa a Lae En Sina oN peer - What is the tokel 4 of possible arrangements? —A—Gy—-Ga- if ve vemeve AIG Crypt FO TASS oly 2 teh a =P Bats CG A if the letters were Pp A,B,C Ca_A Cy pan ay tered toh ea aaenghionc =3l=6 > tale oF psibiey= GY | arrangements 2141 K Situation # 4% consider the alphebess Ds. 16) INSEE INO ap ketal eof 2 = 64, Possible on C CANE EO = betel Hot t= 6! Possible 4 2 $3 “ K Generalizations 3 (Suppose that I have n dishinck objects which I would, K cells 3 each cell size is ast need to partition into Pollowing Celll has cell2 «© Ey. Yo cell Cre Flags are Sra the question’) Ca» Stags), 2tat objcets eeDy such that > Hie total 5 = ctl Si ee ai ) Se Hirt (ore tim) Parwhions @_ Suppose that TL haye nm objects of whieh vy are of type 4 rp sre Ff type 2 x a k => the forldt of pussible al — Arrange mont [AW [clue clue on Twesday 14/2/2918 Fe Suppose that an eleyater has room for SO passangers. Suppose bet a number oF passangers will alee ab each Floor in a building that has 12 Floors. 2?” — Find the tolal tt ef possible partittons Under such avrange ment. Bh se kl, BO gin ay (oH ore lb pl vey Glide Glyph he pny» GSI» ope seal SMC wmFrob- peas Is _ no [5] 12/2/2017 sun % Suppe tut Event E is quel te E =f 5155 5535 -Hyin = What i's the total 4f of possible subsets 2 ptsiloP le tabs pt go poll cise «Le yemell pls £ <—Conbioatiots 9 gan Za ghbadl (s)2 #4 Possible subseps containing Oelemunts =! = ora! (i) = tol possible. subsets containing t elemenr = mb (Gye Boelemats SN Qe4e * + 4B elements (3) = Hof possible subsets containeny NM Clemts at = sa The totale ye@)W+G)+ = eae) of posible subsers 2 (0) = Cin! Recatl frem Calculus] course + (atbys 2e(aps al(h) + & Bb? (2) e--=* +2EU) corollacys iPwe Jef a=l=b 20d" = ()e() 1) + (3) Brnomral expansten smie...HK Probability Measure 3 If for some event E, the number of elements in E Can be determined , Han PGE) = . 3 Where, S is called the sample space. ~ Qtis the sed of all possible outcomes for the associated experiment. whe Spi ale 4 yeress Leif Ge Si ghall me goonall 2 Gaba slaall = — An outcome; Ts defined as one possible result in awell \ a0 he PN scribed Experiment, , as> ~ An Cvert: Ts a collection / combination of any possible number of cutcones, - Sample Space > The set of all posible cutcomes. K In a game of poker» how. can you best describe S in words 2 52 N.gse t2ljgl 5 Sure 9 ES) Sex) Sh The set of all posible 5- Gavel Igand discs ibieey S= fail posible S-card hands § = (52 smi)e.n RE KERR RRCHK Throw ache and record the outcome. — What is the probability that the outcome is event a $2 1,2) 3 6) S46 be eS =6 E242, 4,64 SHE=3 P(e)= #E\=3 = 1 side net fecale-aeT aa. ptt] ‘ fates gees eel Aaynall gc pone asi Picts Tin aarti: Sf Ore ?) Frequency of occurence of an event E 5 iat ane ap GE A SF g22 (2x shit lin f, =e a n»co +S MP Lp lgdo rst plu ss« ee apes Jila Ssgol_paei hoe 4 Axioms of — probability : WBS PCE) SDS 5 cael pis pote ave “l> a BET 2 Ee ea (8) | PCs eee Sal =e) as 7 | (4) P-(EUF) = P(E) + PCF) ~ Plenr) | 0 1 act s P(KUBUC) =6CA)+ P(B)HP(c) + PC) te i smile.No Ol Pibie eu. oo ee tS PCa) = PCs‘) = I- PCs) zl-l =O # ©) PG UE UE ~~ UE). the Pancile of inns = PCB Ee) = excliston = 2 PCE) == P(e N 5) a +6 Plot & 06) Math matical Induction Is Used for Preoving 2k CEN GNA 5) ANS Princible bout Teele TF TS nat imp In this course + C1" ple nenea—N >) Sal ti | seco ool teas oily RE HK Possibility Theory: eis glen Ld D3 gos dled gual s 4441 gee Bll yop ple = Stille tos th yay ft Ul hE ats Gor lnpdhe B poe. Wot idl Gall she alot Peso Loo = « « e e e e e e . e - se - oe - - = = = = — = - —Threw a die -What is the probebility of odel, - But T dell you it ts net a 3% Bacio Le 2 9 Gene eg Sil Sl KF Generbization with respect bo 5 pce) = FHER™ | i Se P(SN@) Ht The condthonal Probability Mexsure > P(e)=P(EN@) & P(e fe) PCa) PENG) = Plena) ~P(Q)Prob. — sen] = = [2] 14/2 /201? “he +e Gndlitionall Probability. Measure: ~ Reviews Given Some event, E, measured against « sample. space. ,5; if I am given seme otter vert ASS, tha Ioan e-jurnguire PCB) soles CK pals P(EI@) PENG) es PCa) Gyo bubs kidey MOAUIE, KR Cosez Suppose thet I have 2 urns. .one Ceataining fwhile 8 Bred balls « The offer Contains [0 red bells & 3 white balls, HIf I draw a ball at pander » = What is He probability s thab I geb a white. bail & unde 2. \ -_ - - et - - - = = = — - - o- = = = = oe e e e sh P(w) = P( (wa ural) U (wfuenit2)) P(w) = Pl w 0 (urns 0 venad)) —> | = A urn w nh? fom Sear De eS ee : PCEUR)= TEP S cape Hua 2ebubins ioe 7 “HED @ = SEN ree =a a Zap) 2 (Hat) 145 0.3% e ~ Given that I made my. pick and obtataed.a white ¢ ball ;_Whad is #40. probability thal 't came From aenacte ge P(rnn2|) =? ‘ ‘kee a ; = | SMC om ‘a — |- P(urnad |W) = P(urnatee Ww ) Pow) = PC WA vine >) Plumer) Pcw) =Yn)(%)_ = & bel S3l ee SiH (a5) 136 K Situation = ~Let E,5 Ey 4 +++) En be some events cLefined on semple Space ,S . = Farther, let £, UE, Us ..UE, = SDE, NE =o Pi). = Suppose thet P(E), P(E), ~~ <, PCen) ore all Kinnwn Sapte —Now, fer some olter cyeat @ ,T can aseriain PCOLE)¥K — Now , the fask is to re-measure against Q 3 Mey P(E|@) ve 2 -Q syne te + unt (ers) =4 ¢ CMO R)be pr lacs ¥ Glee wl -If We eepreicd? vr Siduedt an. sing. the dee measuye sna try de res mcasare agetnsh Gs i < Plas= PU (E.N@)) sap aso g Hay Plas = P(@aQy play= & P(@IE) Fé)mw, P(E1@)\= PCANEK) = PCALER) PCE) pCa) E PANG PE) ~The tree measure yeilded to the some resulhas Baye Sormulta . ¥ Conclusron Tree measure is betler Since we can sce the precesure He va (stakes oye menimized «x HW * Conduct an experiment over and over say N-tmes Suppose that on each trial Teithey get « success or a Patlure P(sd=p and P(F)= L: = Find He probebihty that I get exactly K successes in these n trials, es $s yr? SF 97> -$7F me, hee fre Ss oF, ooo ae e735 SF < Tiga 2 ne se <3 $F we used the thee measure for (llustracing the problem but our experiments here 4rt independent of each other $2 fC yy) = fil95, 199, C5455 CE, 4 = SF) Se [te set ofall possible n=tuples —> 45 =2”ial A 19/2/2014 B= t exaclly, K. Seubeease 4 dent az OA ar ee ee ped #5 2" ste cite gn. --0 fao--o K-theaurte =) cleans (x) gives met of ail partitions with k park and (ak) park fy “i P i BR ce Prebebility abgieseeume fer one partion Sf Nh Kone Ble els) ga K Inde pendency. i Two vents are ER F are said tobe stadtistieally indepenclent jt et oe) = Pe) Se PLENE) = PCE) PCF) <= Phen) = P(E) PCF) sels ye ch Go Pulls) ght Ge Yl Sasbi Sachi cso) SMe nnple] Flip 4 Coin. 10. times if the probability of 4 head(is 0-4. What is the probe bility thet I get exactly £ tails (7) - PT)= \- PCR) = 06 Peet) = (2) (ony Co a) oF a question Por the cxumt LF a coin is thiek 6 = thickwves Pledge) = « we weuld here leads gr Toils as ou | Throw adie Z limes. IP the probabitity of outcomes Showing 4 2 is abi & -— What is the probabil by that cat of these F dnals, 5 Come out she wine, somethine, other Han a2 2 Fa fbeL LS Dag sane ad LSS EE2E4|. Throw two. dice & sum their. outComes., ~ P(ewen | dna she shaws.a2) 2 —) 2nd aie M. 2),(153) ‘tad 1,055); Ur (3,24, C, 2), AVG, 0) (35 6 6,29)04)3) 5 C44), (45) (46) 8)2)) (5,3), C5, 4),(5)5)y (5) 6) C4136, iD) es, (6,4); C6 5) 65 yak HES = 36 P( even [24 die. shows a2) = P(exea 1) 2 de shewsa2) P. (2nd die Shows a2) Bio / 86, Fle miele siecle 6/36 € 2 HK EX| A computer network has 20 nedes that Provicle Pull Aurctionality for dhe nedweyk » Tt dukes 2. nodes bo dysfunction te bring dhe nedwerk clown . ~ What ts the probsbility of bringing the network dewn assume the prebebiltty oP 44 one necle Failing = 0.094, Y Epes thang the tare, door) ie (%) (0. oot (ec a6) o=9 KX bis a sed thet exist in all sets Cone sthool ef tre _ud ibis 4309 Het coecwt exist 0 any set. | ret! smije.Random Variables \ * What ts 4M. af] about 22 - It is Something that we have ne control of, -1b is « Pumetion. ~Tt prevides mapping : D(x) —> a DUY= S —> Roa) = R ms veal kne Xs oR e X is seicl to be a yandem vervable @f: ifs 4 redl-Valued measurable function detined on Sy K_Ek| H.W due on Tuesday 21/2/2014 - Suppose that @ plant manufactures Compuley chips 7 Suppese thed dhe batch. SiZe is 400 and the eee of any one chip coming out defechve fs 0.00 ~ Further s Suppose. that this pland assembles tha Chips on @ computer boards. Now if eny 2 chips on the same beard come out olelective then the entre beard is sechided further repair -TF, eather boud conteins Sohips ae is dhe probabi Wty of tigeurh out boards = Iu t u smije.Pre vo [Bl 21/2/20r7 K X is said tebe debe a i if tt is real-valued measurable Fon delined on $. (6) X is 4 fehon 2 x: SR (ic) DX) = S | (cL) R= RR XE Threw two dice & sum the rel we Meet The seen” Din =_s + $f 3040 Rx) = £23, 4,- <3124 LECOCOCOCE EC OO* 1 ty Cel), 1 ay _* Nodes, aus defining 4 VV. = 4 rv. should always give me a dt, Sao) Sys JO ce ogihe Y gS) eae = = AYN represent the answer for the yesiton that Comes into_yew'r rind when te periment 13 Condicted ¥ Ex\ Conduct an _caperiment ancl record she grade sd X=“ The grade~ Ibe gles) gam Dice S' = fa, loo] BOS fiz pc lite R(x) = £e,1o0} wide 122 SNE ce gq Bo Eg A) be Wot Ge yet & Ex henner celle Popumesnh of _vaia everyday et 12/00 pm for a whole month. As eds PR ee a Dix) = R* = [o, 00) R(x)_= iR* = fo, 2) er ts ible ici Be oo [ SMi)Cum SELLE EL OLE LE OS POOL € |Conduct an tram, and these ae Hu grades 3 40 52 és 23 3 45 52 66 46 82 45 53 68 73 84 45 54 é& FY 34 43 54 64 37 85 50 5? 6g FY 8F 50 SF 70 tof spudenfss 33 avg = 214% = €5. 0606 > the rau 33 X= The grade® = ia this experiment the yrange of the grades ts represented by the Sellewig set Grdes=/ 40,45, 48,50, 52,53, 56, 52,66, 66,63, , + + + + ¥ 4 + + ae nto 3 2 og eg TG to 61,70, 73, 76, 78, FI, Bly B2, 84, P55 874 a ’ + a + ¥ v ¥ 4 + * =— 2 1 1 1 1 3 t ' 2 i i fet. = He of grades = 22 avg = £6. 4545 > 4 Srades ; ~ if we create a seb of the 4 of pepettitionso ver Hie tehal suum of repemhing ebeach grace ik will be as Hu followings ‘) = L Hhisset kO afl y ey ) + ) represent” Mapes | A Bs mass Puncher Hho sw of all Chemex in tic setD> such Het | JE bee | + > phere exists b fa astiont| a el, iepshicyrss Oy eee fuaehion dubbed “ The Prebsloiliby Mass Funcd'ea of pg >-pmby 3 pred is fer He range pet pro dewmin (ee Rw Sd Hi : Bete) = Zi (ec) RL = Pkg XSi) —4_EAJ Throw a coin until head, assume PCH) = p p(T) = q oy YF Kz eek trials until p> BOM sth a DE ae lh cada Die S= fT Hy TTH) ~~ 2 Ro =} Py 4Ps VP ae Pye) =< P(x=2) =p a since g 2 1p > rm 28 a7 a : cua pa 9 Bete =f ee AY ty Laban l= Pe 3. 2 r om n Lait mes eatcialaag Se a gemttic sertes te Cheek of =P Lwantlthe sum of te peck is equal to 1 y T’d de He following prece sure .Zou GieP\ iP seed 1 iz re zo Pe Pal a.) at r k{ Conduct an experimert thet is made up of trials Ab each tial PCH) = 0-6, PCT) = |- PCW): 0 X= He) suc 5) tn) hae q or K = ‘t of nn treads Rix) = f0,1,2, =a 4 1 1(U] Prob. 26/2/2014 Ae Gases Throw 4 coin. until Heads ae Xe te trials untit r Heads ~ 2PGeXs P( Tset rt) His By (net) aay efi get LH neste. bak trial) the trials ave independent = a et 1) Ws sine PH en lost treat’) Sinemial Nears alli’ pw-ty rt ter Cra) po d-r) P - Peal ey >Re () rot) See where ROD = fr phe Wed g K Review: —Binemtal rev. s Kz AOL successes ian drrals” POYSt).= Bd = (2) po Gey b= O3---- 90 Af Geometric vy. Xq= a brials until a sucess” M a PL%=k) = fyft) = 0- Pye | ke \2, 25 A= [Bernoulli 1.¥ 3. Xg=“ The outcome | ius [Pe i= a s success | J=1 2 D Satst he i Py Failee | b= 0/ SF Yeu Conduct on etpaitesat ene = Yimel, I caper ee a Success 4 or. Fae/ ure — | k mK 0 mi) | Pix=k)= po ci-p) Ka 136 eeXK Ge Consider He limiting case fer a binemral VV wrth parameters Cap) y whan the number of trrals approaches afinchy Further , Tam going to allow p be_approah Zero with np = Castant . en (3) PCa Poe np= 2 liad pes Gps fof. OSS z P’ Gi-py = bm nat) Cn-t+t) 2 u-P) pe. ae Fae ao ane BL pe GQ pre = lim nbnsy-Cn-err) 1- ay noe He th ( rs psa = Lim fast wel + an? rain Ye (as eee n° “Cl :—» Poisson scion » 9 Usually adelressedl in terms of avate Noel Dyer ore gael plyhe peig 9? | HK AE nde of occurence at 4 specific ammount of time 30) abil) pale gl earlobe D).g) ark Lal) oe bea lyn aft (events) 4) 530) shea) Slob) Gtibiel ¢ geal 20II) Dobe doe. Ppt K Poisson can be used a4 an. apprexcration For bineencaly espedcaly Por barge tt 21 svete, > P= the resulting function is less thant and >O PoissonSuppose that a manudactwring plent sess + 37 out computer chips with a batch size = 400 & p(deler eal 5b 7 ian (0-608) (0-945) x note: recall) the of the netwerk ne les which nede has stopped $irsd or nodes failing & Gubul e Binernval dg Poisson J) Le pec Loeb yh lol Ss ye se pole 9% i is sid to be a rive iP ib is 4 real-valued measurable Function defiqad on Ss Ls fees |Kwee hte). £) Collection of events that ove measurable,K_X is satd to be « lavoro Boks rf ik (s = defined on Sonal hes its range, as semedhing Guntable . + Continuous randem variables?! Ao a ise apy ei pitied em 15 9_redine ust » olen, LS) Gt aa 2 EZ Perel, OR transmitted PCEY= PCE) ‘1 PCT) + PCE| ‘o' POD A. a aS. 4-4 Saskia aap 2: har te \at o” b fiance distributionProb Clo) 28/2/2004. JY aul So» (he Gite A oF : L sexpenents wssian Fis Roe €* a" Sy tH | f ™ = i tt ak —>, st Discrete rv-V.’s Ascribed to cach dacrse yi 1 a funcéian thet discribes the statistical distr bition ef elemosrs within Ro) This function is dubbed probaly 44 mass Punchieyy ipmb, that satisfies tha following : () po MG Ue) tb (li) 2 Boj) = PikSsX <1) FkNo XK Continuous Vivir s =X is sebd Ae bea comsinuons UM. iP it 13 dePiryaal on Sand jt hes a yrange Hak consntudes 4 continuum. fai = Assoctated wilh Cech C.Onbinuous “Vv, YX, is 4 Percdion that measures the densities of cach of «il points belonging te the range oF X ROY + gy BEE This funchon (3 Breen as Ye” Probability densites thy fonchion) gibt) 4 @ fox): binds FR =e Fed Provietes maping fern the Sample Hate. Fs tmp ne ve G@S Fforde =t (Wit) § Fondue = PLacKcb) Ti) Unignore ~we soy det PV Xs a uniform nv: if sig Togo Cylinder £ (x) 5! Ae ye oe | Fr ce| O49 ebe where. Si ae = nermiZe tok» i eacet = Kye 1 b= fewbre aan G, os Hin continuous “umifarmrally oistribated is like seying “equaprebeble™ in dicrek, + Cpaaly likely,\2) Expenenttal clisiribation ' ~X fs sacl to be anexponensial vv. if i+ hts a pdt of the Pellewiny Poem 4 ie Pde = fk e™ =o | [E] Rayleigh rv 2 Gad y so: f(r) = 2 (k-ae ie(4] Weibull rv. » for Communiicakons. [BL Nakagare (mp) Channel > gos ol yeds YS Ai destrivnbioncs! 3h Raslesie [é]. Maxwellien pv. Cassese EU eye pet {~ Hyg) Medea proce ie Gaussian eV CNermad destributysn ) = X is 4 Graussean vv. ih ibs pdb Sollows she Where — Stab’stical mean Oo — Standard deviation Se the lewer the better ene $1 oh hel ennble: tuged tt de hans LAID os K x seinem a —~ ef EVs ES oawl RX a yy ¥ Se CAN Lely Gussioy disrriba ey OY Gat BP haat ss (el aStg hol efylyrall alain ane ug Ui be G54 gaussean pcr lied 5 Le4é ExpectaHon of ay Expected yatue Fist Moment Mean p (Senta les \fidignsy alte Lrudlcols (ease) cenis JS Bree rt flnalen ie Ae Ate im pall. folapas Pel YS. Bw is [= Shells tre RGN "Venda! ingincatall oe Arihnitic A 6 poh = the expeclation of « discrete v-V Gal SA is = hel xeé RGD means D1 for B 9s) 2 ab yarnngy RC) A) » Cx) fe Nyon Jus. gUi] 5¢szeea s enter Lary!s store accerding te WHE Problem) Caste a poissen YV+ With paremeter A. Assume Hat the prebability of amy cudtemer makina « purchase is = What_is Ha Probability that no purchases art. made at lays Store @ Hine tomer O._\->> I) 51 Yo ty leg le 9 gpl lag 20 Eo N- © te.8 customers” X= % 4 of sales” Pfte Bue he Ff(2e 37 feels [T]- Tbid 4 $1 on 4 number Bo Bred > . ” x Black If my number comes L recieve $ 36 Seu fe SS canbe Pick’ az *Tcomplement of my numer T recieve $8. = What is Hoe cApected artount that Yor win ? Ke © net ambuak that gouuin™ Reds § “0 354 Ve Ms number (35) a Seo ee 2 => S = 34 36x 1 =-) ELK 2s = EE (736 + ae = =H0-0. 2700. = - 2-7. rye This means that Lam bound te loose 2%¢ per ply li fT ples H 51.4 play 1000 Himes = -2.% Gx _1000~ meny Hes 52.6. play aE - "27 Spies LD Geof) beige) No BO Bhs 6) aed Gaga ol Gow ¥ 159 FE [2] -Dbid 1 doller ona color yar Jabl gyre + IP my color comes I get 25. TE complement of my color Lton't recieve anything» rae Bpip eti eae een “If my color I ged my cleller. buck FP complement , T dest get. ory thing ~What is the expected amound that you win. @ a a will be defined here X=“ net amnaourt Yar Yow. win® Redz f 0 gic oth) elt my ter CD 18/34 BF not my citer (-1) i ; AI green Ete wy caer (0) TPS net my céler (=! E — domplement ih Go boo pl < BPS net ny (-!) feeb Seb Ah GLa GA]e Ue oneal WH Ex Se ETA: =1 612 I a AR Ed Greametitc rvs. X = deaf trials uu bil success Oo = fulip2, Sys 20h PisieP Plvse).2Ci-P) p BD <5 = What is dhe expected ‘aurnber af dries ustil success? r ELXI=2 2~ Eps Sw ikGd fe Fn Ch ERO) nel 1 =P ft fis Pf st P d-a-p))* | Pe Sacco N Py 5 Wisi Ae Lo sucess JN YUGal Le Isl yeu k a Pie et ¥ Se pI pla pals Go 95 2 HK Ex| Let X be exponannally disriduted, Pind the Expected Velue of XK 2 ELx}? Foe. (a intans,itivits EGq? V1 fy lod and POx) = } aa XZo Le ° » Che. =>rey with Parameder A Find ELX]? Khe rate. for the poison v-V, is dheSkPected Value So EL Xp sai Sb SE tea hs eat tze the EL}20-€ A+! a KO a IF =. = igD2] 7/3/2017 Taco Hw ELK Sie [neque Borie ge Pel eT hres 2 alice, Belfab Lhel -abtcimes, Kee Tie sds* at 52) U9, 18 (15), 1-8, C24) , L252) 5 (43) , C54), C55), (2465, Ls C3stT 0420, 03,3) 6), 13.55 (C35, = C45) C42) C43) (54), 64555) (4,65 Kk (5,49 9 (852) 1652) (556), C63 List), 2 CAT GaP) Oxy 64), (5s5)s (649 | 46 2 y “4 nt ti RO) = £2.53, 4B 2 abe, IO), ill, 24 Ly y vs Sey Gi) = 5 eee 2. Ne i ftaageS: “eo epee totot + Find the expected Sum? EI: & te hu =F XcERG) aP(KS2)20. | AO? rns) = 1 | iB me meet P48 X68) BO Pixs2d=b | Bele) 2 hess 2 1s = Plax4) + Pluss) pot n> Pex<3)= 4° | (a) 2 Perse) é a | hid? POS3)= 2 | AB) 4 Pexst) PUL <4)2 5 | yl) 4 terse + Pir’) 4 4 36 Fr? rd RUS PIAS 42g Fa cic) ® Poscte) = 33 +B). Ree) ‘ a 3B ERED e 2 - - etl smile + P(X= 6) + PUR= yD = Br hls) +hOpeg yall GLEE K gb! gue B55 CR) aa) AUC SEny dn Tish em. ee 4 Z = -9 2 2 = a -g @ -- - — p= fer ail Vs K Prepertics of CF: TO bin. Flay = % 9 fait Os Fe =1 Ly nod all of this funckion V's beunled Za abi Fr by but i#5 Valens (HS Prbdiig) at bounded fla) = d BO) og B.AGs= 4 fe) dv BI Plag XPlati PLE#)2 ef ox andere) 0 Recett From He mean yalue. theorem for ia teqrels xD oy the aren under the rectangle at the hight is egualte the, aree under the curve. wn a &b but +o. hight (§ ) can only be ~ Calculated by trial and error ie. ‘ j 3 ee alee cee more Solid Yelde =x 7 We chose a Kb tobe veryclose smie,.. ) C7 (5) Lb-a] fe €ach other £6. § canbe chosen a5 & incur example as the following —>2 PCx=a) = Lim P(a- e< xX< 4+£) E> AR —— = Passel € Fea MVT — 2 Value for Ha integrasion Therefore , For seme K ceontnucus Vi te ask the question KP(Xs aj? becomes equivalent to asking the slnenibe guestion that measures “How chose X fs being near a” K Gaditional density and mass fanedtens Recall from ow earlier divcn s8ian Mat tat Far any event E & Some related event Ft PCEIF)= Pcene). cear) F)= Pens) | Fae) + ies Eeeen oe rr a = $059) | = fo) } HK Marginal deasity ane mass functions TP given 2 rows 5 X&Y, jsinthy distributed according to Some. fey 6%o4), then I can abtein the density fnctions for xk fer ¥ separatly 45: # Go = A fey 9 A 5 Mov gimitydengt lp Reactions prin fy9)= $e Spy a9) da _— Prebabitty pets sme.HK Suppose that T have 2 rv's ,X KY, and Fuather Suppose that I want te Compute abies probeboliny of Efx=nh wh + Fuster suppre thet the sonple spice For 7 rv Such that Sy a U Fe GAL See jet PCE? = PCx=%) =? Pixzx)= PCxex Ns) c =P Cx 0 CR URU---- UF) ) eran U Cran F)] Aung is pa =F engl A 5 ty | | +— Px 2 PC xu 6) + PLA=n M Fa dact POGKN Fx) POuni) ¥e > Mavginol prebobihty mass Function x In summery» iF given the joint pmf for rvs X BY, the merginal pmf?s art Calculated 25 Baw) = = Rrcey e 2 piers r 2ERLY) | ema—_ wo [12/3/2088 K Marpinal Probability, density G mass Penedions =X RY are some jointly distribated V's in the. contiausns plane _accorsling to_seme fy Coan) New, Ye individual pals, FG). Sy Fp) can be extrsched according = to 6 Fx OE | Ry Cod dy {tea called neuginal probability dansity PuncHons dewest| k © ta) = { ferto9) dx de Tn the discrede-demetry TEX BY ae two ws defined om the discrete plane according to some joiat pmb, By C46, 45) > Hen one Can extract the marginal probability mass Punctions Bi) & Fy Gj) according £5: Rl) = in Bey Ces 4s) 93 SRW) \ & by Cui) 2 5 Ry Oe4i) XeERO) 4 Conditional Bapeeted. Value = Suppose Haat T have revels X&Y jointly distributed according te seme joint statistical distribution, Farthoy, Suppose thot T wont fe compuke He expected value of one YN given that dhe other YN takes on 4 specific valu , -ron Tent EPA yy = Fay C218) ERX) demin| ELY| kaa] 2 Ed fay CHI) smi)ews TAAAVANDVAVAVIALLln the vt A X&Y vary “sisi according to. seme f CK) 4); EFXIy} = = vx POxly) dx & Ef¥lxy< Ss f(Ytx) dy HK Transfermation of ry.'s ~ Given X 45 some vv ~ fy CO, new suppose Yhat I obtain a new VY aceordiag bo TEI, operating expen values Atte vay Y=TLXI] Task! Given some range for « vy, X with a pregcyibed pAlb feds ~T wer to bind £04) given ther the poaye for ¥ 13 computable Hort he dongs formation TL] me transformation, P(X ds) = fQddx E PCYERCA)) = fea) dy fod = flyrdy Paucd) Cy Kori ae] (©) Ing pak apy catHK EX| Suppose that X_ is distributed according te 4 Gaussian density faucdton with Parameters M& 05 Srom KX, TL get anew vive 1 according te 4 Hransformetton: Ye &X4B eh : ia Spt de Foo: A gt Ty Ox as, @ Within this context, L Knew Yo@ pdf of X, FOr) Task: = te find fyly) under the given tHanifermetion, fa)= Plféa)= Plaxepiia) =P CK 4£) = fy Ces) ot -d (apn? a 2 = El ae late AX Now. we dea transfocmssron of variables jnto He. above _integref X= vek = dye t W VeKxtp = dV «dk When xs 2S = Vn a asetl Yaw « The integral = if ‘ at (V= Ce. = to a eew we JK; = FCs if we use y ietead of V. ‘ 4 scognp))! wha) : Ia e a Vay f Syed ae, a 0%) a J o Cy) Gaussian Grass (04 . (Aso) RMB) 5 o)*) 46 Sol\ _usiag transformadion ¢, =h( k-tex)* £GO= ote) isiiadre fc) = woe eae : i ast | E(u Ewy Veit oe Ke +The same t9pe.ch tM. 2nly-occures when. the traasfermedion is linear and the iapult's Gasss3ton smi)e,4 Situation: Suppose. thet a person enters into a sick stele 2rd he is trying to get some remedy fay if . Gch path is equally likely te Oceure. [Hedicite| Baie Yes Viledtcene| Roles As fetein] 2th Hwabter cach cheice rad Hedicine pottles.are_set back tn a diSecead carder so Yhar the choice inthe second time deesd.t depend on toe Sivst one. (with replceruat) ~ Find the expected time to getting curtel » 2 X=” Time te getting.cured” ERG? Choose path® > Z2hrs + ELX] Cheese path @ > lo hes + ELXS Chore path Q—%.2¢ hes <=? Ne is covet __ EAL Pain ELx| Pus?) ELx 1 sh 3] Fags Sh 1 [2 EO + 4 [uce ED + 1 fre] Pi: LE Be eps: 28 slot 24 3 LEE SZ ae EG = 196 hese SMi)ewm LLARELETEEEELELECELELELEREELEEET ELS hi"x f te * the. expectation by Grditioning : ris SEL |¥+i] PC¥i) Them si JER) Proof = x xi 1 Y= 7 (i) 3 > a (xi ) } Rus= = uy JERCY) CER) eee ae a ee ees ~ Je Rly CERO Fy lsy vey Gnesi) = SUF vel ce Rx) SER) = Sw Bas) = EG) Ce ROD), BO) Lus €14/3/201F ° » eke Ey bet — OAK Ly 0L4S2 = Find Efe | yeh = FS Sci dx Poiyd= Foy) a Fey) Plys= f £0%,4) dx Tiga a4sf ea pyle Psp fod Poe fae" | 2 ye! | = * K Situation | Let X GY be jointly cListributed r.y.'s according te some jeiat pdf P Uryy). Further, assume thet X&Y ave independent rvs. New, if xX &Y ast added te yteld «sum, 53 -.k +Y¥, _ Fil £ Os)N ol ik -¥) Fey =. Plsda) = Pemy sa) = Plyeen) 00 ay fade Sf fy). dx dy te eo since the Ws ove independent Sau) = hoo Goa) Sasty Fad= J} (Gees Gye dx oly a tee 2 theta Tm =f is Sty defy (a) Ay - ta the. line Ea = 4 cay) Py Gp ly Lug @) = fay “aE Beaded [feos Goa dy | 2 aco} $y be) oly = la J fe= § fycoa) fyeyd «| a == I Cnyolation K Cnc lusion ; For amy independent rvs XXY the density Punchion Pr their Sum is simply Vee conyoluttin between their inde iclual peb's. smi)ewsK fal Let KX be poisson distributed with pavameder Vy & Y 4 “ - 4“ en Pi: Stppose, that X KY ave addled up to get Some new VW Sis Or Find the pref for $ poisson. AX we oe assume that you. are Counting the Ger) passiney by and_one of your friends. is counting the (busses), % * | SS poisson i y ae ed] }]}t$—1] LHe how if another friend is counting everthing than its 4 poisson with = Ax + Ay. Sole “@ Pes = FOO ko) the max Walte f¢ tin order te ave id Rie= 2 bei) hl) i by fe) 8 gt rm fy (e-i)=_ e i cee Peedi OO) Cay FI] tnt > wWhic.is a foisson with paremeber- (Xx + Ay)@-Find P-Cx2t| fry =n) “PCED aay 20) = POLE pay on PCMy=n) = Poli Nysnn) = Pei) plysnh — Poxey en) POKtY=n) ah) hemp . eee Bon) e+ 2yy poets é =i ane i ace ace Satta Cay (Ouerdg)" y Tharefere , this is binemiel ve with paaneders = K Linearity of the expectation erator # let X KY be jointly Aistributeel MVS According te some hy Cyy).- OD = Find Epx sey] rete that we deat Brow (F they @- Find E[ax] Sealer aiWO EL xy |= LE Cet) Petes 4) atk aa 3 werd E ROG) f pe — We Py Ge 593) be E95 By Cres yi) yj E ROxay) MAY ERY) 2 EE Py Cui) + 2g SF by Cerys) eRe) (SERH | weaun [NER _J z Sige ko Rs oe Fo BCs) XE RU IsERLY) 42 EfK] + EL 6. 2 aM Blu) =X EZ % Px) @ Efux] os % Cx) eas x EL] € \l> + Siteation) Suppose thet Xe = 6 1, if successful hee [ 0. 3 ck Failure omit eB, Bye Let ¥ be equalto Ky Xa oe Ny ton 2 24 Xn Lig BinerislC neeber ob tuconsuas_ ine trials’) ELY] = ET Xth t-~- Xn Ele] + ED] + ---~ + ELA] +P Pioo« P+ i ‘ =P wow SMI)C wmWhueas, Bernoulli Gy s “Expected value i's E [Xe)..=.0-Cl-P)+ 1 ¢py sip let Xi ‘i 1, after D get 4 head 0, else Cl Zs Su Tw X=“ 4t of trials until shead ” Lets Ferm ay, DY =X Xa Xqe Xr Ly Ryperseomaty deaf tnrele Unb) heed 9: ELy\= ELK ELas|s + ED lett SL elt a P=- N \9/3/20r4 a De Nectasisahs sol As centioas palatal = Definition + ‘ Vae(x)2 Ef Cx=Axy{ = £ iky OO) § -Thrn: ee = Efe }~ Ef} = Proof) ES CX*= 2x pe +4 Eg x 2Efxud + ES ath Efxth-2ejie + 6% x4 We ly = EERE IG + EER = Bfxti=E%pxh ET hema Var (ex) = EfCexy | - E°{ ccx)h = Ep ctx. — EfexS Eicxs SCC B= chee 2G Maren) K situation let X&Y be jeinthy distributed v's. Fucther, Let N&Y be inclependeatrs = Find. NarCx+y) 2 smie..Ver (xs¥)= EB 5 Cx +1 V~ Ef Cee) ESx*\ +265 x3 SEEPS: [cone deo EY os fe 44 vaebiestC@ = ELAS PEA SESE “TA Zeon Eta ED PVerl Rim W ty Epa Zee ys ERE] Hayane independent = Varlt) + Varly) +f EEXYY = xe Y oe independ Vy) = Var OX Var Cd) 5 i co Unequalities §,6) Syls) eLedy wt Hue. prcbabilinh Sa ( > excl Lotus + — Frepabi list #Rif_I haw Fan experiment Thea T wowld need the Daegu +3 pdf bat net a letle These are commonly used in the absense of, statistical distribution However, in these cases tha mean and Variance, are nadarally Kaewn. [TL Marke¥ Lnequality : Bute x Seq FC Xza)< Elx\ RODE Rt Pree B aroZs Sx es) Ax a wy \ . pply . ayy 4 ‘ eqral yet “ t f ntegral oa teal wydx & \ a by Geax \ xfearda Z \ a fy & a = IX vet A_must be grealir mL A\-Suppese thas on ge a. fictery seb out Gws at 500 Cavs Per month. What is re. probability that this factory wewld produce mere. then 1000 Wehicles ia the Same. time span & x t of Cars pew nw ELK] = -50¢ if ia guda Chebychev's Tnequality : P(IX-AL ek) & o* kro Ke Proof 2 we will we Markoy inequality Jo prooue. dtvth #4 UK-A) must be +ye. since ia Mackay, & L Let Za (X-M Ys pris js te she sure Sis VC all He bing PCXe 4) SEL u a P (zz kK) < £2) zx PCCxwt zk) <4 ELC -*y | Jpestuke sa spun pda k 3 a PC UMALZ KY SS se k* - KK Ex\ Suppose that in Ha previous example “1 wanted to calculate the probability of producing cars that are. within [OO Prom the means Suppose thas Var(x) Is given and it ts 100. ECKS= bee » hem tert exople se “PC 400 = x< 600)= P( -l00€ x-500< 100) =P ([¥-500| S100) % but chebych ev's Enequsht, is 4a complement smi)en.Where ja. Chebychev’s inequality, t POX = S00 % lc we need dhe complemuat l= PC [x-S00| 7 (00) 7 3) The. law of Large numbers For some E> ® E jx £ Lio Af [tate Xn { nav jn terms of cov P(e mee +h ale) Bee Proof hebychey’s. nequalihGT ler Ke rXo + + Xn Me = ‘ Kal ) Ko \% wD: { Aaa_t Mm f = fk n => Var CR Ver Ly x ‘ = _| | + al Vor Fv, +x * na are ble This leads te condradichion > lim PC) Bees naeHK Stade re Morrmal e Xv Gaussian with parameters (ML) Ox) as N Cha o2) uben YS KX + B > by = XMy + B oN ens 6 hs INE ih a x = Corollary: New if Tle &=1 & pe ~ LX O% OK than 'f 15 => N Oy |) => the. Stendarel porn! (02 lm oy c= x aX Xa many dad — age gees a on ie i ae ; 4 : es é dx..=. Vee \ . wn a DEL. consider Bernoulli sidls: Me = $1, success EL le pM [eo eke Viel x= Efe | - EDR = p- p* -PCI-p) smihave Ly Vishet hak it a Fair Ex\ Suppose. that Elyp acoin GO times, Fur a t16] 21/3/2017 T caleulade phe binemial 2) [ESE E = 0 1254 p | cz Xp=20) = £ Ve clefferencez, Ss 0.0018 but beth numbers Will patch iP p-peo News I + Monenis * = Foe_some_ rv. X. m2 Efatt= [x the nie mes E{xrt= 2° moment my Var(X) = mg — (mJ ~ Let X&Y be jocatly distribubed ryos then sheir defined 45: joint moments ame aa Efxr§ = {fer iglesy) Lk dy 13 order _jorat_mements mit Bn? =e EPL, & ELK (Cai Jatat Woment io phe (£+j) = remarkNo 2” ecler joint mement 7 eth We pom Sor GENE Ue wi Ki) Central raméntifer 4 ori i CAB A rtorunt dbout the ricer) ~ let X be # rvs, qccorching te some ply Gx). che trioated Then the Central moment for Kis defined «4. E } (x=my)} = Taw) fo dx and he nth Cortral moment is dePiued ~s Pa Eh Cd Y= SO-my fe de HOR the quibtted™ask's for’ sternal molnents gob tht, pein Sarnule then Substitute tHe numbers. ~ what's dhe second central moment 2? (rhe verane) Og = Ay = E §.Ox-Mn)'4 = Jem Frory ob = Sorat Conwral moments : let X KY be jointly cistributed a€corcling to some FyCo9)- Then the _(n,k)M joint cendral moment for X&Y is defined «5 P= ES C-mS cry 3 | 2 Sfowatersad fey (818) de cy Jeonts 2° contra rioinant aly 2teenisel Hae» een yA neg ape af Sevexy) & ¥ smie,K Stuahion, When X KY ane independent we found out that Ver (x+y).= Varid) + verly) However What about Hie case when ¥ KY are not indipentont BUT rather dependent 2 - Deh: —£ [xv¥J- EVEL Fv (y) Pooks CovCK+¥) = fy = EL -modcr-py) | =E [xv] ~ E [¢ey| - ELtas) + € [ary 2 ELA ~ pally — phe + phy = EEK ¢\- Achy = The Covariance. function , Cov K,4) , Serves to measure the degree of clependenc. between. X &Y when Hey are not independent. KEK let X be a eve with RCx) = fF -1 51h Whee each element in the. renge happens te be cptaprebatole with eyergone else. » Further, Let 2 =X*, (Test the degree of dependence between X AY) x SMC, # ob Cloneats in Ry ey) = 3x Pie fl eke 2 Pe xan VSL) = re+)= £ E Fy lary) = | P¢x=0N ¥20) = Plrso)= 4 | “shows PE x=0 Aye P) 2 PCx= iN yzo)ee Pers | Nyon) a Prsi)2 4 P(x=-1) P(vel) = Midis hich ge PO ater) So the 2 ¥.V.'s are not incleponcent <=> XRY me dependent. =CuCry)= EPxy - EPeyery) Fite 2K en eG ELXJTEL = o =o ELx |= Cue ait (34) + Ut Lt) =.6 EEK] = 9 te note the Goyaviance is Zero but the 2roy.’s are dependent» wah sled fo Cov(K, yS=0 ee X LY ave independert < = pe Ss aconK Moment Generating Functions: (maf) > let XK be ary. to gome. £0). Then the moment genyating Punchion Por vy. Ks defined as Statist cally distributed according £4) maak ai 4 BS Efe] = Sef a da 5 a fir) dx a 2 J diet} Fi cx)ide = 8 now at bso a 4,c0)| ‘i att + =O \ xe foo de M = {x fade SEL d { xt Ein) dx Fosters. of rmf 3s awl = (rhea dx 2 me = EL] t=o ba? write. an expreston fer Var (x) Var(x)= @SLt=0) = Jas ce-)\"with parameter, 1, Final the Gwe fe™]- Fer an a fe? as ial =a xO sir -t mzElx] = GS-0) => ala 4 [A ll nite - (t=0) = col = tat 25] = ahiz-8) +. = 24 (a-t)| = ae as to Ca-+)F Var(x)=-dp ce) = fo ceos]" " r | u x smijefee = pet 2 fa-n\ wii Pet Re I= efa-p) K note IF T have 2 roy. and sey were independent [2 te py) = ror hes) | Hon P(xc+y) is the Conysludion between both of their prfis/ pd pis «Instead of ConvoluHion WE can use > righ = mah, 2 since hasy ate like the Frepuancy dertain SSAC S ALAS 44% 4 But note that we, cant de the inverse el moP except by using the tables 4K Biyeriate Normal dlsribution + Baws 1 wae atts 3 @ay- 22 ce ey Where _P—» Correlation coefbcient between X&Y thera: 2 eglbe tela stSh lel<1 fale Seni iee tate ee hg nts Ys Son eo Khetrove PE ESC AL Pgh a % fe ‘he wid The seme Z 98 Fame. he "etsainte TerwalZed 5%, eran diection eee y rin cove) ‘hee dined 8) Grr) smiles{£7 look at X-¥ Plane. % The best shapes of « biveriale Gayssion vv 44 | re Ay} D- 2 Fepresent ov thegnal 4 — PMs (Kunconta x ok the peitsrer eben Ihis® Note’ we whet aw ) SS the book says otherwise i Orthegsnal A> Uncorrelateal \~ plese check Fx Seaplamtion” — Ganpte 51-2. pre lt3 Win neck Peebles, 44 einan fecha. J OE Foy ciel oaty.unconmplateel v-y.’s Cnet orttagnal) or © 1 their agen volues are Quel > write gausiat a ae noise. Hence ; the nese is net white Ax K 2 (hthe elgen values are nor coual in signal processing ya whitenng praess is dene in crder to_mede. the sig.nai coowerne Fasdorn soit smi)en.WA 2/3/08 a 2 Pancatons, $4) & 9G) ere seid to be orthegnal *« coh (Fee) 2. paps} 9C0) dé =o GY are said te be uncorrelated 1F ovCX, YI f=0 (itt 3 Consider a _spectal case of2 Guuertan vs’ ulhare soe fley) => se XRY p= Tnepactvet in dependent a HY ae fee al \ v = fo) fy) XRY are indeperdert eey Gaussian Biya petted fact = iMcle pencdaat =>. Laiconclted aa oly im Ginssien it (3a mutt Beye smile,Temper : X bY _erthesinl XY independent XM RY uncorelared u wv ub EtxY¥]=° ELY\= EDEL Fal HK Kyy Xq y nary Xp ave Said to be jointly Gaussian 18 hair joint. density Auction Gon be writen ia Phe forms Pe 1 : on a a Cy Cx-b0)§ ear \Cxl® Where Cys Hhe Covariance mvsrixn 3 Cy ZAG Gy === Cy] — tere Cay 2 EF Oa mrdnaad inca Sa = (of! wa); SN Cyo = Ca, X= fe Ai, %e Ay xy Ay! ¥ (|S sternine (i FE rr alett Ly ejay. Siap 2 verbs - Kngorrgit * the Math variable Goassien is weed fm lis satHK TransSormubiens of Matbible NV. ss Reeall from A eV dw sfaprasien Feb) dx = Py Wl oly G ty) = fet) |4 a ay — Suppose: that Xi, Kos Kas a= X yore, jeratly chad bated D PeVOs according te sere £ Gun Xe). Further assume Fecal hat Tcreafe a Whel ce. ie “¥. R (foo Ede hele seriee 2 New v's Fists Sa fern) According to a lineay transformation we used a Wr ouaputs YF Ay MMe Me trends Ally My pee tee 134 Ky +49. Xy + + Aw Xy i f have. is 24 wis eases Yy = yy hie Syn Xe * yy Xa and te make the trunspse easter eater eof i}—3 [ft BC dn) = 5 } = oom a vek—>|dcPe 1ul lt.) is % } ln s ea kaos ! \ } gn Gj] [au Ae > a %| \ Ya| =| Oo. oe 227 Sam} Xo | [Yu | amine smileN rach PC (oma =9%) € Re) 2 P(Gioms DE By) Rh ty mh y ff § Cais Ye ~ 30) beady, = ff £,Gaae 90) Ayala cy, Rx “ty — . a ‘\ § On Cath fa) 5 Ka = Te 64,95 9° 9g) 90 = Ta Conte) Ry TAA 4, W Weel ute Value, wheres 4h + + ayy Srgenents Xoo a’ ht ahs + a yywhee id the inverse XO yt. chasse os one Clement fo move c+ and lqnasfiren rsitvik! Camm Srom.2 in Cartizion Ceoplinwes the avea_inside the circle ae Mel Ax dy Sho other tndeg val will be Siven by (P's beundeyies from. the function eye ore in cylindrical Coe pdt = Te Cms% Sax, ha Nes) ea ety: rolinaheg rdrdd To XN 3 thes is Yhe, Jalebian of the r Traasforeudion , & My be Jointly distributed 1.V.'S according Cake.) y Consteler [imany transformation, pi ele debermiast ‘athe eo GG) ms eS | “qd-cb Ara ae" smilewe UB] 22727208 ad-cb X= So 4 X,= Cds ten a eee ee et Pad cbf. 46 The detemiaant of pore then 2 vis rented mascasaaapumicl wl New leckwe. [2evs/eere] (8) KES. Is for selP reading [eIntteducton te Fandom process Zkiaalics oO a Gey Leas bb Cannot be i 7 quota by aadhima eal >t o_speach is « vandom process ; Since we can't expect what is going on in the future andit can't be geverned by 4 function Even though speach is correlated but it is random and i Bost clio itis. _men- stationary ese a Throwing a die seversl timess Fecarding someone reading the same paragrph several times Observing. someone walking te his wrrkevers day This path wort be the same: oe 2 a Ane Kt) Ka 1 whan Disab X (4.8) co J Seek a random weteble! Sng Laer tapos Ba Hime, smile, > X(é) 2%In. prgermtring iif yon wnat Yhe same sample furcdion. te test the Hime use the Pimotoa [seed | IP we killed the mp, shen turned it.on again, the semple furtctians Wer't be in their original places. ine. X,CE) might meve te be X40) But the valu of teserple Fuesions wait Change. 4 All the rvs in a 1p. ave said te be gaussian cls ttouted (f this rp. has gaits tary distribaiton FA X26) is caid to be 4 random process (Pit can be. Cheyne by some density function of the fermi anal guj gat Reg wt)” abn vs Wes saigt rv Go J K Some. anton Stoaptecaltens 4a ¥ *®Time Tnyeriant. system —> js tae Be Dy yl Yet) A systtan\ Coke’, 13) You Gap) - t Gabe cy Ss oa zi goal Sle vigal SPE Lavariert 5 slp wepys cplrne Sip Jae CUE 3s Va OS om ge Lalo H Linear —> The system werit change the way ib gives it's cut pat with different, signal Nye bl Lnge HENS) rel egy GI Rout smie..N bla EVELSS oy sy oe ans * ae of 4. Random Process hee po Soweatt be sites. becasite it int vedable A_ random process x) is said to be stattonary (Pf; ain = er ae oe Gate | . epee ey Bh é. : : Nye cad ( An) ee \ Nhl 3 Joni hfe Noho th cei) ate 35>) hheawl Biel au sip yen, A deat 1 pp oat Seat Oi teers 3G ee, de Srv’ Scope ers ye Fate rip rat GL Greutsian 2 Lae) Lvs) Pepe cao le Vel eas OS C\gilebl Ly oa Wy PN Ral i Gag TPAOL ips. ppt g gl ane S5a'Le : Shastionntiby 00 bl yeah get aise ped a We) 6 rm + Types of Stationan'y of y.p.’S ron TE] Staticnerity ja the strict sense.” ~ ALL statistics are. stationary « + paf’s 5 Joint pab’s . * Mean. is. constant with time. | + Neviances Coveriances « Mementssie baie Reale (ef sme tidberence net abescluse ting Comat gpee ethane - ont lov stetiona city cas Fre 3 tots) = FO; (>= The process is first ordey-stattanary = aa { er [is Mean is constant with Himes fe ee ACE doesn't change in bimes * Auto Correlation Function, tree difference t % These. kinds of Stetinarity ere very strict, 50 we could use. tham be make 4 veciver because they welt werk except ely From $hRi own hind, Cie: me 4) ~ Wide Sense Stetionarity.. with a signal specél > Deasitey J ye Fusion + Mean stays Constant, s ACF. sdeys constants — doesnt depend on time K Auto cecredation Function of ay p: Ry 28) 2 EF int = Ef xen xc) = EF KUNA} ac(tyeJE LF xCEKCEAT | this te he ACE a between 2 rs biker o inits eppart From the same, np. * ELXI= ensemple ayereging = yx Lo dx pee fs 9Tl 2/4/e09 Continue, 7 Antero rela tion... Functt: ACE aren a | po ote, Heb, toby 7. ) Xo ( \ CAGE) Rug City = EE XL) XL) Rex Ch, bo d= EP XA)K LE For « y.p. that is +t least Rar (t, £40) = E fxce) xle+r)§ bail ost Syd Gey) on Grp) Gr ald aed) ACF I ot 2 PAR of the uniform dstnibation to preve W-5. ©. Ef x8)3 is @ ACF. doesnt depend on dime it T)S W-5-. do. 2 random one. ancther a) i foreitti) Ru lbst+ 9 = Ru Ce) —> smi)e aeNo. O Efxta = Ef Acs(ats @)\ op tS oF canifeer vey: = fax Aces(206+6) dO eau A, Veescact +0) AG =@ ibis content eae apres sage or @ Ryrlb, bX CI= E EXUACE Ad, SEF Aces (rob +O) A cos (Mek + 2.7 +0) = ES 0S ( fot +O) Cos (tat ences OS notes: Cos(a th) = cosa cosbF gine sink Sin (a. tb} = sin a cosh + sind cosa a Cosa Cosh = CoSCatb) + CosCa-b). fants ants 2b tt +29 f b= Bt +26r+@ j a-b = -Slol Cary pre \ Rag (E812) =8) CaS C Rab 4) Cos(art 4.20246) dO \ ae! — Se ae a shies = f ae fouekal integrationomr — Y Kos¢ster) fe en fr = £ [escaen|™ fun cos(2er) = x cos CMe) = a Sdecsa' depend 2 on time, This. precess is WS, Ss ee \Propertiies ef the ACF): ( Asuming process i's wes.d2) O. -ACF..pessesses an cuen symmetry with respect bo 25 ee. Ryo = RyGry = smi)ewnPoof Rey Ced= Ef x0) X08 +O ----O [Ay Be tee t=2Z-c Plugging this_back inte © yield s ELK E-DHENK A Ra l-2) DD Ryle) = Ef XLOXCe+0)\ = Ef XC) mean square value Cpewer in Mra. -P.) ja] xf rip ACt) hes an averge value other than Zero, Hea lim Ry Ct) = bin E} XX (Ere) 4 Ic] 220 assume X(t)* ¥it)+M _anet ¥0e) has Lim E§ [uessaliylere+A] ‘ le} {re 1 P = fin JE f rea vlaee) KES Hero tA ES YO + A | HKisunce Xl) is ws. = Lina f Ryy D+ A fay t py + MO Hil T assume ty 20 Lim Ray) = bin J Ryle) + AP] => At (tp~ A Ligee lis de smileLTE XCE) besa petineic. component with peniod To, Then Ry (E)_ is periocic with Hu same perrods Proof : X(t).- X(t 2 wes Value Ray (0d = Ef xe) xCe+ tI 2E} x(t ante) xCexe let k= bee = £2 k-t Ry Ce)= Ef X(k-% £0.) x(n} = Ry(etnt) a bh. w. IB) | Ryle) X Ruy (0) the res Jé] 18 x (4)'s Zero men & has pe pertodit. component, then lim Ry, (t) = © can be shown from) lelo~ Rie (z) soauat hice ore sereteey ages a ne ui (ihe 6 SoU) ASG eae yell ction ial apy ISS.) 7 ; —— I em Pentsclic | Stationarsty h — = rieans thet See + — | the Shape of Peat 4 Bax Ce | the ACE connet | disoges nerd a 4s SE ind thle : “cut af rhe pops = iin taking smi)e..of tandem Processes LB. @ 90 B pews AED put vA FA tt ce a @ Ts_Gntiouous time = Discrede random process ® Is Discrete. time. = Discrete. r+ P @ Ts Continous tire ~ Continuous Ps @Ts Discrete time = Continuous rp K Definition of time avernge 2. Xe If I sated 7 =| \ % @) dt i X aru } Tad Then Tam thing time avenge 8 bane iO Noli Seca ans gap atl oft i oe ee $e. it deaneit contain alt the: (nforrraaion » There Bere. 5 , ae nN Cae ae tle taco 2TH r % = << ley= bim Le ue % (20) Lia saat ale SMi)C ws: _ Saas %. Erqodicity Skee serie gbinns A-vandom.process. XC) is. said te be ergedec (Pall drmeayerngesare..equal.te their shutis tice Counter parts ‘¢ + - ETC \eecclimoneils \-xeCe) dt | 2 + — Tt s gana a E[Xle)XUe20)] = lin { KLE) Ke(E 42) dt at (OT tad hilt sy mais ayy oalig_semnple eso 9) Guat Process \_ 2 ACE ene oe ces Ios) i aha pated Tie J sed otheye cialis bical properties. SM)CwnN 4/2 Given. the ACF. for an. ergedic stationary vp» mith ne periedce Kempenonts.2 Rale —s ives |B Big fp) as Go oe See Seid the: iesecigmainl the. stevtonice cali the: procaasK(E) Ay = 4 $25; Sromm Properly #3 in ths previous lecture Sr eS ~ Ryle) > 2 note thak We cant Know the sign of Ax Of = EL MG, - EXC 5, rom property #2. in He previous 229 =. 26 34 lecture Re(o) = Ef Xt} XK Ex|\ Let Yt) be a ws.s orp. with ACF Redelint ol a re If we Fucthar assume. that XL) modulates the signal cos(tet+ @) whee © is uniform over (-T, 1). Assume X06) & the carrier Cail }.5( 26+) ot cane XC) ——> K)—— lt) = XA) ces (act +) > Fine Ryy (tot +) Ry Utstrcd= Ef ¥lt) Heer) = Ef YUU) cosC.ad+@) cos (tob+ 20c +0)) <-Fhe ¢ wf es = E [ule xe} Ef cos ZBA Read) + costae : ax BasgraeThe cross-coretadion function can be found by (ab + cal t eds ) ttl sample f Ry lt tt) © fed 1000 K | Properties of the Cris Cress Correlation Tunctro: onl > & noke thet Ryy Coste of ESV) KO Rey bt) = Ryy Cr. odd symmitric | Ruy eal 4 ae Kyl Stometric. average, — (3) | Rey le) SAP Ryle) 4 Ry ©)\— athe. otage LU S ——, - ‘A — fe Af Rat) Roy < + [Rug lod..+ Ry Cd |srocesces Xl) & Ve) be defined as = A! caslsut): +B. sin (00t) 2 944 Seed Bunce at). Ul eage-cuetetetion. (¢ a Kyy Ct, 6+ EAI E [asl (ov . } (AB coscast) cos (abr@c) \~ o5C-2et) SinCacbr ot) ¢ $ Bisin( mut) cosC Rott 200) < AR sin( at) SinC eb 42e) Ret) sinl Sum + E4 BY sin (45k) Cos dot + Qt) O° [ Sin(.de) cus ab Rot) — Cos (SE) sm(SE IRE] l o* sin > nena) Spf deeentk depen sKe Mes ceiewnad 208 Cacrabiion— Lenckions Random precesses We are dealing vith are jointly ergeck 8 wide. sense stationery Ry-(t)= Ef XU) Wet Zh + STR T ob the i, RO ZT ae \ Ket) $a) dt = RD equal be the haPziCal croes-Corrten team IB Te Efe dé he +2) et Ae > [deg — one Bungie sate ®) 22 (20+ oy toe (T) +o smileK Auto-coveviance funchiev ia Syre)t i 74 Caz Cy bat) 2 Ef G(s) = Etatelt) (ere -Efteroh)} = Relbstt). = EL KW Es xlerry, Cay Clot +2) * ES CaLE) ~ E]xca) Herd - Efren] | / = Rey Leat*t) — Efxalef veerr)} oP was | \s Cay Cést40) = Gale) = Ry lO — Ag > Cry Gytte) = Gy lz) = Ryle) Hx fy sMi)ewn[ai] 4/7 ¢/erz # whet we learned so far about Tempers! Characterishes of rp = Classification of pp ~ Skadionarity of 1p. * SHrick Sense. stationarity * Second order stetiona city 2 First order shehianerity oe We S$. S. ~ Ensanple Averaging Vs Time Averaging 2 DePinetion af a time Average = Evopelicitty of a andor Process > Auto-Cocreletion Sanction WWhet if means © Measurement of ACE's * Time. Avenge of ACE = Cyoss-correteiten func hans = Covariance Functions *'Aute 2 Cress - Covacionce verrance. Ot sanple factorNo. ao aes xc — AA Ah Wan ae Peo = eri fine demain St4nal ahi i Ss Ce Energi ine + io ( fea chomein” signal < Xt) 7 + him ah rude ) a tet» el whee A<>> is the Time Avernje of @ given entity = Energy of «signal thet ts absolutely integrable. oh 2s Boas { xe) dts wiles \ \ XG) dt oe t 2Tt Ee Parsival’s Teaver 46 We. want te use this information with p's » We...must Knew Hoeft jin ys ps —> derivative ee Ly integral ma a Ly forier Hamsferm_ smi)e..s4 the derivative maw be. applied by usine WR Suppose that XC) is a v.p. that ss beth Pres oe = mztant & ACE deosn't depend. on Bie ~ Evgodec» time Avenge is equal te ensample Avemge (shiistid wi) 4 Then by ke King one sample Furchion I get what Lneed abut He rp = Time -limited energy furction.over a single sample fiuchon: XLt) if D assume thet X,de)= Fixit), -TS 4ST O., else. then..the cnergyof E,= SXF a Ww ae TNo. Fuck Parsival’s theorem and laa by 2T tact & 5 acy = st (14699 fax ime _Compressian in dine. demain. => €xPanhion im Frequency dertain, Piel. (ra iki. j nual dst 27 om i er vt Taking the limit 4s Toco de eke He tome average of #ht cutive Forte Dicslianaty (ea dt = (yy lawl boat wos tae OT a as eee eT but Hives Porer is only for one senple Sumedion » whet iF T want to dake the Avercge power of the entire vip Sate XU) <> L would need te take the. Expected Value oS re sii i ape Bee ELF fle 4 (€DOY de fA cet watt ae e Pacial's rad E “hearers Fen de faasivel's Theorens relates +hu [ped] oo by He [ie] thats -_ why fh is dayided =. by oT é SS fewer wer sg (brash be a He re meas we oft cleasi4y smije..»X- $09) 2 lim EEG OE XX Tac 20 : eee For random Process XG) pak) he gh) ae wee =» Real fs iy dat = Ac EUs> ot a ee as Power spectral Denuty..(.PSD) hes preperes N=) SypC W)= Syp(-R).. 5 XC6)_ real OQ) Syl 2) Bh ferpectast GB) Syy CD) is real _Ceven if XG) isnt real’) Verified abevé 4 t Sy(HIdX = AS EL y G) Sy (2) = 2 Sy C2) Ly Power spechral density of the derivation of the yondem p 2 Syl Me dt = AK Ry lbOz 2 ajar: = {AS Rex (tse nz4 deNi For Xlt) @ leash w-s.$ (6) develves inte tf Sa l9 a a eS) am 4 Sx C0) = § Rule de Proof of 6) Relattorsrip between Rye lt, txt) & Sy CU) Sy 6S =_lim Eflxcagl*y Tax 2T = lin £ ‘ xl) WAL294 Tsa6 OT forthe conugete Mx liye “dt. 1 : $26 = loeb \xbde de Eon (f edauoxZeh peas = T on es VS Ruel trate) e Het.) al = “dt, dbe » TSHR T-30We went te take the inverse. Fourier Transform nett. that the F 2 wd xist since the pewer spectrue s real, non-negative ond absolutely integrable from Kx 1 >ecaus 2 x a ) \ ( A a: “9 ) J Lim ——_\ \ By lfghj(1_\_€ Lt db, To 27 )ow J ‘ 5G —_ Z Rot < fy tm ——\\ Kyl yt,)-2Cé-t-0) lt, olf = t t ) ( = we on ter) dt = ‘ T 27 \ Bay CEs Labt | 5 foal i oY 4 A< RR, C4, t+ 9 reNeo Fawr We can say phat the direct “bransPem also heldss For Xlt) @least wess: Nf Reg hot O)= Rexlx) iS % etal Rveltve Kx CT) } & Hho basre link betwen phe Hime domarn diseription (correlatan Serchvs = aud reir aseripHen req vanes demain (Power spectrum’). AK EX| iG Ao.9 Sle are constunts & @ ¢ >) = A.Cos(Rot + @) der a. vp. X(t) given | )) distribubed. over (0.51 = Find the average using Pea = beenx ES XUN 2 ESA os ( act +O)§ =e [ae + Ke Cos (2.26 +20) ¢ Sk 8 2 ' % Fe A EEX) = lam LNA = Me gata ad=a KEx\ Revisit the. previous example. using an_sltevnafe approach s X, C2) =_ { Ae.Cos (at) +O)e ge > this is tha short. fime wae te x fourier transform Je ye J@( 3o-ae 0 (Td) -T Gate sete ihe € cas Ste oie € ( € d 5 af) Vitis Basa, Fain BEV fsx d2 ei t 2 zi Ot sae = tule PT gt TP maa inloe =_AT a affa-asytl ws AcT 2? sin FexrasT Q2-29T Sr | XCa)|"= XL) X*C Ef létasl'? = ats aT Z) Cw-2)yT¥ ie sin” [2-957 | Slit iE sink CoendT | a ww fa@r.n)T 1? XK) Lin Tf seen] = Sx) Treo aT | za lim £21 eC) sl Trae* Me O€ he Power Aer t Taw © ar ; " >, ) L | Sl sty at S th power. density specdrim ethictipe. bandwidthBan Nol den con Bed sl etepll yea sel es) a io dO § ae Soa ue te ey i more than Contained inthis. apie sai = ie] St 2Goo+s*\ @M= if Jaa da Se flee +a) @= 10" ( da 2i0'f 2 [loo +0] A = fies = 10 Or FOF of Ha process, Power is botnet Bede Pier Pe 4o dB — = 5000 tT Pe ae +i] Sid Ate Ca) sd, secNow Consider a band pass rp emplemayt sh base band.) rms. bandwidth using tHe result above Slay othg< a with fae.No, se Reel erter) i Syl SD) = AZT S69 03+ Scars | Where Rey (69 ttr)= Relt) = fees (0g) =f (eet, F) KK Cross — Power Density Spectrum i zi fa Keo hi-2 (Xe Kf DAL Man ALL dims ( x sie oP ratth FG = i ice Pichi ot AAA ED Rylt tre) 2 EL xe) lech sample Gencshen. From eacd process What if T took a 4) X, (4) =) XA) 9 TS 4ST ale © 5 elsewhere. TRA ADL 4 lel= } y@) 5 -TEtst +e aia —re 64 ehewhere # \ Xlé') yl#) dé Sr BE row me GO 40) l= smi)enn20 ‘3 atier sourier Hransfom, new the Expectation is taken Pee both siteles Fogee Ld) & Be) Sete = hy a MK Peopertiesaf the ceoas- fewer density spectrin (1). Spy Cot) neeNo, @) Re i Shh & Re ) Syy c aK are. even Puidttans of a. lla) even... sala ff. Facsion fa)... m $5 yah Rk Lm } S60} eve oad Senchins of A G) SyLl0) =o & SL) =o if Xe) & Yde) or rthegonsl. Bef te 28 apes 5d re orthege Pp Pyke Los ares saa G) TE v(e) KYA) ore uncorrelated and have Constant means My & hy then, Sry l 2) = Syx CIS? 2 fx fy SLX) VC 8 pres Bete) a0 21 (Nre ) baw Fan (VAL Ry G4, t+o) cA. Sxy Cd A ERypltstat)| 2b Spy 6-0 jeraHy PorTws.S. processes Sylar = {Rye de orn “So ae, = - yet aden Ryy lO) Fe syd De a 2" Ye Tae OY ey got ae ger ek smie.(23) (64¢ / 2017K Ex| Determine the cress-crrelaHen. funchion corresponding te the_cress-power density. spectrum 5 e Sxy d= g__ where 6 is 4 constant Gj) Shem the. fourier transform pair act eX 2 2 ( 4y0)* SwlRj=e ¢ 2 FF merece ce te (&+j9)? Ref * the cross- correlatvon funchon of two processes Xe) Ryy Ltst20) = AB [singa.r) tcosf ns (2t+2)]| there A KB Ktto ave constants. = Find the croes= Power spectrom sen le a n Reydigtee) dé wr Sy Lest st) de “The time average. [eG ee: =p O ns AB [s (.n.-a) = SL% -2a| sin (det) + AB bin 2 Tan 7 2 = AB sin(aet) 2 Sy (ad F pas sin ta T)4 =No. ae ees: ent [Bh [Band pass| noise, (Also band-limited ) Sua SwyC2FPE, ae < faleag w 1 w 2 J . °, else i to" lap Where tte and “Weare constents, F aud Pfs he power in Hue Ry) = P sin (We/2) cost F 3in Wr/2 Chavacterized be it's ACE Ruy lZV i= = Find the power density spectrum for tif Ne'se process 2 —~> The absilie value credtes 4 discontinued , Hels Why ingen (pag there is ne derivative for ik Baia So we need to deuida Hit =f -¢. dc 4 ft interest Sau te ~ ~ = Ps a ey GL Pity, Ke AT B4je ata? . c 7 KSilers & Modulation con be asked in the Char SMi)ewnNo. KIL the rp. is oliscrete than the system has to be discrete. oprectle Wve —teeach sample. funcitan.in X(b) enters the ( adpeclMaaataet System aud gets us a. sample fwachion oft cenit in V0E).Ancl cll sample functions. will cremte a rp Ya) = jdt ! but we doen't Know each sample function's Cyuation, 50 we wil) write the systen response as the following Yis=(h ) X- Fa thre vef- « re SIS. ee cond ab big) S)gsll alt) de * For a distortien=free transmission? naisedl J gud eo opti al @_ Chanel must be flat over ency range of interest. WHI has to be the same value sa that cach Sequency ~p—companent..oF the snpub. Signal is multiplied bg te Somme Value» if the channel.wasn't flat over the frequencies of Hx inpad j then Seme Freqaney components of dha in pub weld de srrelfor er larger in value then the others and ths I's He. lis tortion Kour sydens mast be cmesels H lower. Frequencies ace muliipled by, « lover we delay values; * make sue the comgenenty stort atte same point FR Woe smile.ce) KSide- notes» about the distorHan-free transmissions, > ye) = XA) ANE) Using the convolution fourier -Trarsform Wi) = X00) 4H hiss called the Drequenos response hore | yen) nila maynttude response. af the er aun) and sponse...od jst Now if X¢¢ \ a at pew +t ° 7 jit et »\) 2h y, ly, | h (2) [Hea] 0b > a, eX) = i may be the. (shift) delay. may ‘ £anT) albaipg= AT ke olelag a . ee “ 5 4S RH stant aD) 2s | wee GeeNe de Mean. Nalue.ot E [yee)] = E} System. res pease Fac) xa-9)d 3} s Tacs) El xt-5)| it given X(£) is w-s.S. => E]xtes)\= Ax Efvie\| = Ay § + Mean Squcred Value of given X(é)is W.5.$ F=E[¥|= Way *K “Ex Suppose that inpsct fo an = Sind (ac AG = fy = constant Systern_response S anatecen aX Lt 58] => Elxle EEGIER Rar (5,5) Ur Sahl) d ids, Character istics (+ He noise deasiy| smi)ew»ilies we [24] WB/b/elF ACF. of Sys tern_respense Z : Rylestrt) <£§ waylert)\ 2E {Ta LE) AIC AG) KLEeH As) = Sf Eades) Rle+e-8) | his) hee) syd, iE NBs wigge— S Rylc) 2 bi Ry ltrs Sr hGhG)d§ af = Ry (re) #her) * h(x) 4. Cross= Correlation furcttens OF inpassand. outputs Ry Céoétt) = £ Lymyserc)] = Eft (ls) XGe-545] : faq) E[XWX(+z-§)] bs Ry = Vals) Reyle-§)dg = Ryle) * he) HK Ex\, from the st exanple..Ryy(5-5,) = Ne $C5,~ $2) a$ for Rox always. means jb isa white heise Find Ry and Ryy Supposing thet Nit) ts Xé)., Be Ry le}-= Thes) Ne $(t-sydg-= Me he) Ry-z)-« Vue 6Ce=§)-We-$) 5s Ne hex)# fewer Density spectrum. of Kespense.. Suyy (0) = Ss Ryle) ot ale jae Sold Fis) VE) heer $e Te diy dg let = Z+§-3, » dfs de Ee §o§ 4h, a sor. gS th sal Sy lad Shes eds, i Ws) e Ps, j Rals)e"ds Syl) 2 Wha) HL) Syl} =A this is called Syy60) = Sex (9);] Hoa)? Pease transfer Boehyy AK _Ex\ Find He Power density spectrum of the system response > Soy LD), given tab Syp C2 Ne hula Nese and H(i2) = st ce) >this is a bo [+ (5! aGay = HG0) KGa) = — 1 I+ ee 2 SyL2) = | HGa)|" Sel) = _Ne/2 =e,No, Where Wy iS AV. constant selected te make ths. oudput Powers In the twe systems €ual a ne =fe on () | by(a)] ‘dn = Neat | Ho) |*da. ee CoE ar Feel 5s 2 os Oo a \ Ufo) _ Saree Poe AeA . BU hey] olen = Bp yp acay [don => Wy = | Ho) |* Fhe Weise Banduideh 2b the-systiem 4 _Ek| if the power jransher Ginedron Is given by = | —— Find ha neice bard wilth Ite a Where Wiis Hoe Br B bend widldty ( rack 1) & woke ay so) Wy = \_W* = W. ten'( 2/2 wo ‘ = w+ at as ” | z * hoe. that dhe noise Bhi (Wy) !s levger then the system's 3-48 Bw, 4h for a bamel pass transfor fnchion with & cen bey bart Freyuancy the Norse BW fs 5 Mal ism < LHCa)|* La ]HC20)] # ax_note thet fy = Ne | Wet0|* Wy,Ln treduedtion Te arkot_ process is.a state a Sys hen 4KEn\& Say We hawe a maze and there z a mouse inside if. we rerced is ASS uri the Mouse mave hum ber using electti'c shacks , = +t |p 1 | hts 3 p | | . > | 3 Pee | Py | = 6 Ps f icdewsliine} sak Py Pos. aN rv { 4 { > I [ cheeber 7 co L*s > This is the. one-step trens reat Egewo [25] 23/4/2017 KK Markey Processes. TH Stocastic Process: (x6| LET] 5 t= time, T- inder set erumples: - Xl) 2 amount of rain in your eajon at Hime. 6. + Goabindous -X(t) = number of students whe come to cless on day boro discrete. Chip Me glean slp pactnerl Rey =fo, ly 25-3, sms faite reage tor tach rev. (atled state space f Xtal 2,300 Range of X= R(xe) = fr 12) 3) > my Fiatere Present PKs i | ee le OX 2t, 1 ONG This. js-the Trentition. Peobbiltey [2] Markey Process ( Hatkoy Chein) 3 This « stochastic process for which Phe 2) ho ste Oye COAX =H) = POM 25 | = he) Ryall Sad hens Gm be poialjmadiiste 26d stochstic JI cule 13) jou ~ Hemery lees liye 5g Msphin wcing peo. Gyt Aastn) K Where yeu goon the next step clepenols ealy on where you are in the present and not where gouwhere ix the past, #This_is.a 15+ ordey Markey process. = Shep transition probability s cow vs Py (t)= Plt 231020) = Fy The process for the chain is called Homogeneous if the trensition Probabilities ane indepencient of Hme. (close te Shetionarity ) We Mill always use His type smile.»REX Recall the. mouse and the Maze, now assume thet the gate opens up each min ——— — X= positton of the mause at fine £ fae = Le ie + /t21,2,3 ~ + oT eT RE #3 ati = fs 9-25-34 ew apt ES “Assume tact thes isa wiarker Process by assuming the mause Simply picks. gate at madem cach #¥me he moves > Where_he goes next depends only on his present state, 7 Assume, he stays with proba bility of ¢ Tf he _meves he moves at random ~ Find Transitten Matrix . Lt Be fe, >, [2 ale f : i Braye + p lok Eset) = Sin pal ee | Fy Poo a | Eo B= ander exc will denote malig ey eee — Random Walk: Pr , IP the ston eile ofeach row +) [Al Reflechng barier Saree wigs ' CNet} 4 nem have tose the Eee ee Markov property ie Sr el 9 ) Bhp 0) fins ow ee At any point may Move to left or right, (I can't shag | nm place). [Pe ; Foy Pao ; Py Fea By oy Fim Pang 5 > 3No, ABeorbls Kesey K AL ony point Imay move te keft or right and T we aE eS “on oe Geib stay in my plc Chept af 1 or my, = Initial distribution Vector > % ph dacs th ‘Lal Laan oo LY ol gh) § aolrolly sLall Jit st Ab\ soll jWIANa (ay pil yon G NLGW tal). 9@ Loa yall Pom. a ®) po wt PP a(R, Bas a |), sof states where ios “pee. P(x 20) a> stovts at stete(i)at Hme ere) + Proof | Given P® and Ps = Final = = fed the se Puts Pape My »), Ete Ere BR Fe 20). Use law of tofal probabilih4 — — gk p®Plas) = F Pluss |e) Lone) the stale. inckeg one he j-4 Column Le sean Bn De | BJ | Far_Poo --1Bj1-> Pe | He answer is a value of _mulipliying Pedy the i Pa if Fal Seth column of the trmsition matrin ay tai) Where la cae Fie = Le P| KK Now ifrete upen ps p* P_; =Theorem: mie fe hs # show. that it is true, S weave telking ebook matrices net Proof i aca Wwe..will.. Cansider.a_rovement. from state (i.). te state(j) thregh any ojter state from a numberof states, ‘omvcrmedite SMi)ewm Fe} [27S Ped fe] ele, Ip] Itoh? fat HE | i | obo} 4 | | iy | 9999999999199994099940049aa008084ee Bethea) OTs PCC 325) 0 fcet Uh22U- When] ) =H feesineup sonal, axe) - = 2 P(e tok 1k =) n Me ckiv" property (rtemargless)) these are independent B a BS Pleo Plkei)= Zh By These are celled Chepnan-Kolmogroy @guahions Now in Matrix notation ee) = Sry, ce pe _ pop? N\ TPT take mei : nel aps 3 this is £ one. bep. doansien ponte Chace “a ng we Know pes pm. PP oP poe te Ae lets Fevistt exemple of rtouse , Where we #Ek\ Now , } forced the meuse te meve at Each Hive jnstent, ¥nkm = Danke: Cont stew ie his place a SMC wmwe stertat state ¢ probability sf being in statewo ag] 25/poott 4 Fx| Recall the rinid example where. 5 ee) eh ol el eae @- Sind P(e l|h= L) O-Sind Pg aire PL He 4] FPL pelea Fa = PCn=1) — Pp afee 2B” Be pts ts Fi sla a 3 is at pel l= fe 4 2] fel _ 28 12 Tee Be oth oe lg | os 1B 54L 2 a 4 nek the ceffeence between the two answers AK Gnsider ese 3 ma teik Powers i 0.259 oO. 370 0-370 P }0.246 0.475 0.278 = 0.246 0.272 0.475 [e250 0-325 0.375 PS Jo.280 0-395 0.2 56 7. Jo.260.0-3%6. p.395 14 go tos: o-BF5 3rd cel pet 51 Bae PH=|lo25 0-375 0385 ae Es ~ o-85 0.384 o3Fe smiennwhere the states won't converge, miting Pre babiwea at oh eee de. The transition matrix. P” hes a limit as n> 9 if and sonly if PK. such that P" 0 yetce gegen etn ign KT lOve BF Ol.) tej g Pe PR 0 A matrix that satisties this coaton wilt have 4 limit an P weit be Called © Primitive matrix KD: P is Primitie if Jk S PSO, itis alse Called (regular) or ( irreducible ergodic) «IP the limit exists lim P" = = lire Itt tpl hi deo. IF aa PP Sma oP In General: the limit lim I+ P+P'+ Po nove nal 4 always exusts > Kaily hemlton. thesrem = Nefe i Limiting Values are. independent of inctral position a beh yap ots pare — Limiting Spa ey Weel See Loh ow, Probar ity Ree Nector SMC wsoft. Haw ta bo find rr 22 a) 2 a Pe WC] Fo need T ietea 2 TT inher fo Q)_ Make an initial guess PO? and iterate thru P the Preblem here PP P whieh on ne is that we dort Know at the matrix will Converge (3) Direct Me thad_: Chere Wis 4p of states) Observe P™ = PP When nwo => P= P” P BE] fe} — et | = [x=«f]* PP is Primctive Uniquely determine TT Ke Syston of Viner Equations Lan represent the above cendihune: Ti=TP = Ww f[r- ~f]-= =O} me equations "ona eaknnns bat..we hare m-equahions because of dependency T+. I + Ty = 1) equation We riplece any row. trem ie [rp] matrix by dhs vector te. solve the Problera of m-\ wikewns de r-eynaions Smt] linear equhens Rom unkwewns Cor Th !s ) HK Feet! Any question #M TTh - can be deleted, SMC nm* Use. traspese to put it ia ¢ ae v (rz [z=e]) =o Es-f t= s 7 r 7 Also = T= 1 —> fi ae Ft and assume we He Ex| Go back 4° tte rouse example forced the mouse te move, fined 1 directly OS we cet use the reduced o { row echilon Perm te selye H's O] System oF equations . 9 Thesis tha _Augméated matrix smieus> Th_= +1, nete thet TTy isa Sree vermeble but we Kuew.+hes Th 1) + Me} 37% +1 + T= 1), fade ung HK Preblera: owe y steps» what propertion sf them de we expect. te be in state 5. FE stert at state 2 1 py _ ie r Let Ng A at times in stad, PLEA} =22 Peer n.steps | I.stect in ¢ smile, | | & ; s - | J ° Th : 5 aba 5 v i . oe ee VADLUDADIAAAEEIEAE LTEBal x, & |g if state 5. is eccupied an Kk step aed Pests Cn Couiteing bleck) ow observe Ny = Me ty + NXg + = -- 4 Xy EMG] = Efigl+ Eee eDade ---- Efe] Ff] =1CPU21)) + 0 (P(x, =0)) = HPL oceupiedafter k steps | start in ) =p LP. In eaten Boren E[Nj\ =(Z+ P+ Pr > i = ; Sebi ame sep Beonclusion: Expected pPrefriwan of time (fter n Steps) Set inj | stecting = ELM] - rte pa phe cal oo —— dt Ficblem : What Pro Portion of all time Ee Phat Tt has @ lina a+ N-s00 pent inj} SHerb in 2 Doe Dive o a= Se ~ bin £ C4 ] = lim SEE ee Ph] hee Re, nse | ney ; [s Fe - Ty > fi —_ | & yay E wont smileIntuitiovely 2. we are assuring Po but Fer large n there will be k lim ELMS] = Lie n> | im L+ P+ Ps nel l ait #+this means: the preperhin of all time spent in a state is independent of the Sparing State or pesttionsignal with Ex| White Gaussian Noise. { §$(f) = eet Hite Godt Dene S 1) = IO this spectrum. is. passed thr a lew- pass. with BW=2tHe A) what isthe MS. CHean Spree). Value she resulting signal 2 8) What is the pal of a sample taken From the resulling signal 2 C) What is the expected islee Efs 55, whare 5 & Se are samples taken 925mg apart hake SKI He D) Repet.C fer 0.5 ms E) Repeat C for F) Ketch R(t) for originst and filtered Signal ALLY, ae a Ims S¢ a lot "wats py Het Fencbion = 4S TEGE Ms seats = £22 watts B). Any linear specthion on 9 Gaussien WiLl res «, Gaussian N(O ,o*=2 ms ©) Ra) = F" r ie TE E)= [Oral] sine (6d) = 6 R(o.2510?)= 2 sincCi) = © D) Rlo.5xi6’) = RCW) = ow smie| | i \ itt) | AnSNR = 10toq Ps = 10 Jog $ 6% = 18.5708 On? “(289 - — - eA # Cyclo stationary Processes Ph oe ig. al aan - R0c) & PSD Gls)) OF pondem data sequences. — Finding ROT) in the tine domain ef cyclastrhinassy process the olffoence between this signal ane any edhay- Signal ne ar) 13 Hat te coafFenus hoe are rovdem X= = Ac SGA) po Ae < KW Xe-0) 7 Ji = Frceyxte-oyde | ; " = = Sample clistence Reic\ = os E [ai | SC) + 4 ELA AjJS(z=Te) |-5.Cz#he) ok of et E [Aca |S (c=2b).+ LE [A: A tL ELA beg] Ce x2) + \ san WK The sifting Preperty —at ae Re 4. = ELA Ain] S(z-nT.) x Anu train_of impeles Cor impulse. signal.) will @nier a Filter bat the _outpud doesitt’ hve to be the same ginpat signal's shapes 5 Se bee feafen [He|* [A] Lmpules are. +1, epualy likely & independent « (felac npr! or Stream 4499949999144 CID oof 2 (rdf = Big pei > Ela? | MDE GL) (-ift)\ 2. epithet Penmaes} lal} al bs —»] ig deere oe - EAA, |= 8 eo ee Fiche soled eyes pt) -| al Lif oh EL MA 20 — cn Saba ell oft +t ae ee enc St teh ieee +1 5 as ae, et Tape | ash Ea] atts} +1 al me ae roe Ryu(t) = EPA'S) = 1 See) Gi).2 1. <> = ¢ smijenn{Bl LTmpulses are +l or (Unipolar Inpulse stream) £65 cage gh. Geel Lib al | 4s) ofl Case eoore) epuly gE E [AS] = )+ 90) ab mae es 1, EA An l= 4 ETA Aea\=b ELA Aen} 2b Bile) Se Pee woyts cosh soe RCo) = 2 Ste + ese nT) G(f)2 sb fit LZ $(- pd To hee sale. Te lolant, Ec the PDS Por this +K Ex} Given el] aie pulse. shepe \ htt) 1 ace aml wind ae _ eel = (CT Smcepn))y Teco smile+h, _EX| what if the Stream is half cluety cycle FL mo 22ve [25] €/5/2or# AE] Bipelar Impule stream CAMT) - tr Ry ez\ =e p—— EFA sf ELA Ag] == = “ zh EEA Awl 2 af tore to~ fiat ca - Ae Aen — HO mw} 20 30 Lo ETM AL, \= 0M |nl>l eit 202 SN Gl) EY Sb goed b cde fit ei del SVR ED A = = €0).0-(-0) 04 — he m< Peo) ass A 2K, lr) = sa scr= 4 Sie-a)-1 scoreRaresain. pec wlan tn nepnemay a Lure ne crag A= ayerine dt & impul Unit time K Sampling Theorers Cwhittaker, 115) 5 C Nyquist , 143C ion nce F pein fea Discrede~ Hine,Mertaa Jud al pall) yg YF TE BS se fallen get om} Sa fot) Trncattn) 3t& Ue 68 pl et I ¢ 92 pebl eel Gos . signl\ Lo ort Teagarw rene Fh | fit 9-2 Zina gS oh oe sale quantizer). 1¢ Lads Yael GU Le ati levels threshald Dawlese seams 2 te a 5; 2 level oie degen) oho a tala wthretheld J) ote er mode =) Sear YaL STs sar Br Tes Fob Lyset Lad StS a delat 0 ce laplnall Jf 6a oe “ito audi Le v9 YF etd be oe gph ait gS 0) come BY) ee axl) ey highest Preymency in the signal spectrom. gens eV og ah gel bt De bate Vain ey AH See te ayer ye | ocr Lf nag a Haet pS Ny poet pechigh fob al sigh pony tt aie nde Jo) AS eRe Nt oe opined) aiee eget Let. Signe.) (Pg BIE). se. odags..pemtizer 3) 9 sewmplig. 1 9) Lele te syd, Ob ose ee ala Jed Signal 2) me) OD) K Ll) Keo Dierede rime By Discrete - Aripiituete ? SMi)C om| | To Filter) 95s gly) & ; T SS = t iy WO yess $a Tle! oy PN) cs ine tttlchl] . 4 és es TU ts ALE) esinc (RE af dé Modulation Systems ( PCM) wt al Vcr mens mie.HESS (aught Nene perth Gans) Linear a Laced on hoe Saree oe a Hoethselslevel: Yale gayle clam ecto ans bene signel NoRS 9% G9 BN). 0’ ag Qn bi) \ ase od Signal J) a 3459 levels SV. oec ory s\ Geet le ZIX tl ose lade Lad Gu) a Lagheall Veg fe) mat aati) | Gib y) see etna Bie 2,4 wl pl levele (obs Pp Compaided 253 os le Wea be @uanhzer HK Companded Quanhizer Types for PCM: TL A255 compan ded Guentizer (US, Japan) the té : Segment 8-5 Stepsize = |23A range fein Sep Segment By SS 2K Ig [OD seen ELG Sep size ease ars |e lances) Dyneosic Range Sor this quantizer type R= As 1 (ss4 255 +4554 Bss+ .-. +1283) te disap, m Re.24o ss = QZ 25)” ss A A- law. Deipaaded Quan tizer ( Europe) | ceyenens £5 s336¢5 a oyna 788244 J segnenid 55 2K { Pamen 2s 5588 . % fagmest] » 952N etigeea es one gs + .) 35 SMI) C wuk\. Fine, peak signal te rms neise ratio For aniferm quanti Zex — Assume. that the signal. is symmetrical ood) ve} Juhi? Peak t)ofsha tved i 3 Sat ha ay 5) ann XA beWo Xe and Xvms = Vf KE = Find. the signal ‘Power to quantizing noise power L _agrel Power. tog 4 P yatio in dB: Xe % suyhal Geeple pi ftecl sgl Bits it omelin} Lele oh ~ Channel Bib gh Banal 2d yate werden tel bis Mou | syr By Ul gay Cnet). pa DPCM +e ‘SHpibelsK lineara2 5 laa Define : Cte S ae i Apatroy KEb eO NE FL eee | C.€. the. estimate We are going to use isa linear Combnetion of Fhe dats. - z Kh weneed. te minimize ESC 5; ESE te mee ud a Now. let eizerm = 35-8 On et . /- ek ” x 3 ah Shu-eme = et 2. £hGs 4, X, = 4a Nol = 44 Ky 4n tna) f be mininlie 7 O 8 LOYD IS oF 2e3] Se WHE be Al) S¥atea pm ope ee clle cy L the be hes SS olak wee > ES2KI(5i HGH 4a tt hn tn) f rt doris want Bae hash = « ELai{-aL jong abe Ry 28 Ry ay Ry te oeeet dm Rig 5 C2 L,2, = ym iE cacti ERE Sh 2 EPA KG ent SE Sa tod Epnsit= a E Sands coast dm Ealing Ta reateie form Et She Eka hss ~~ tam Ef xitat. Auto-Cerrelatien ‘Cyoss*Correledin Mart ee er Rineise are & noise ase ot thegonalTPE ab wr es dplslctantlaatgent ow @-(5\=-Ag _ESX) C= ELee rah bons Sf son Recieved signal fo nose rehio_ = Baseband. Le aims chagrin J) 13> = AM COSBeuith anier) ee. =.DSB= SC = SSR if = VSR a EM oes with stenichastinls =H. = 2. Ruadrature..Mod . pa SSAc C1 +mXW) cosemf 6) = Ac Gs(amft) + Acm Xle) cosemhe) = tema SAT [S-h)+ SG+h)] ar | Lit 2mXle) + mx ee) 22 Lise from the asgusprien LL + mele) | *K Hew te demedulate the AM: Cthe inelde thet detector) (ral ce mnete) pe a e i Ac. ces Cot A) + Ac mx@) cosCar ht) . = he Fit eoscanf) | + Bem ttl frp coc otifet)] & oum Cos(ou ft) SMi)Cum lecting, noise |No. ratio et the cletector Po = signal Power at output 7 Signe! to x — Rewer Ef rita? = ne at @ = Power Ef ntgey cos*Carbt)\ a Ef acl ELL Cie os anh az be fait =F at © psD= ny at ©. No = 3. 2s yw@.kt\=0sin Ou bat) Pi fiscefa i cap ariel ict . mel 6 sO Ps oe 2 ek @). Speech —» Peak factor >» 20 dB Lense] arenig ha. aah Pot Pra Mis le Olpew) Wrenn). (lens y Too (PR) X pak ——s Eo N 100 yw -— + — YOU bug Hie 13 *ppreninate K Repeated line Problem * sia tk Power \gaiade DSS 8: sgt] ms © 5 Host egestas Pag caf) Silane BV! eee. Beda ce =. ap She a ee a eo Ny Aw ews CN) awa, me ot lind Dee Where. ns — number. of spuag aon 4ref nodes - | Fit RS FSi5.5 100.52 (5.\_= St _ D 1) wns Cio) detechar O low 30-34 + = SR | mt ELx "| Nw Nh m* Ef xt] ic for.S foe) 10 where X 1 yn smie,we. BOY 1/5/eorr HK Summary of date. Hansmitsion concepts. $ Assume data isan impulse. train with beaaey amplitudes ant. fp) SM BL = ET) estahenary ¢ Processes Te wath 5 ESKKL AO Y ce) ACF CW fame cM 5c) “Te E-(£) sus = PSD Rated! yn bets Bot Lepr padl + @A Binary Bose band deta signal js created by pessing fC) thru a filler ith impulse response being 9 (t). f fw (GO|. sey gle) i: its @ sine Aanchion.in time. at derwsin.4 because Sine funchons are Smooth and. they meve thra tho channel easily where ang other Signal. can't pass peastully thry the channel, B= FM g (t.-0T) smi)e.haya dhe Samples ove ts lke Alesing (4 Frepiancy domein et enegh-He—repregand— Hee -ignal Prope 5) To jrawe no tatersymbel interference 4G). must equal bat tT fer all oe Os Such a glt) is called ey pulse”. Tt?s GCP) must. setts the y au Nypudss vestigial symmytry condeHon ie the best BOB 2 EXCESS band width i or. Shaping Sactor he tole Raised Cosine family ra aX wa The ina random. sequence of pulses (+A) Pye (4) In the presence of white Gaussian nevse, an optia lbase band Data transmission m_ has the 2 ma pe ==. smile.No \k — abi Mis a} Oe fooem) Rygaist sping | Septem ia : Sisto Channel Reciever | Trmsmission Gl Te. avoid. TST, the signal at the detector sheld be 4 sejuence..2f Nyquist pulses. Leach pulse in the. Sequence. is 4 result of passing an impulee of F (4) Yyt__Xy (FE) Xe (BJ + Bat te Pulses of st) ave the inapulse responses of X,(£)5 a x, (F) me Xe lG}=-P ‘185p) wFor best dleicction : Reciever must be» = a matched Filter ov = 4 Correlation reciever. {b] for best noise performance. Xe (P) mast be 4 matched Filter. @® _The power _srancfer Runchion of Xa(P) (3 2 Pepys pera | it has a noise bandwidth of ofa Ns ele) = therefore, the netsen(t) at she. detector’ as power. ete Pl Tee PSD hie take DPR ah nan Fie — See Ong =p oma aa Bwar a ¥ eg = pees. cami 5 Ane VN a is 7 akA ‘The half tw he carr Modulation - — Frequency mad. ~ phase med wf. tseals FM: 4 Siz as + 20h, 4 jre)de) Frequency foes. sli= =p > Sled= h + £ xa) Notice that the power in $(#) ts 1 A g i Crostents 3) $C) cm be wrilfen as 3 foeen 2 CoCp)-e5(atht +n ah. \t toh GEL. wip!) Ge ol 1b) ab 2B vl ores FM) ee pen Amplitude )\ canto la) al) comias AM oh jim go ——— psig yc aty May pbs og he pecs Yeu | elo Analog Tift Q2 id. [ent t+ of, (xa ae smile,No. a with on dom Sign Speabe Density, for FM Inke speech, the _pawer Spechel..density PSD , | | \ x_taab “@) att | Weccomenaye si Ea = By ——> Tronmission Band Weelth oh a lB —denntten ymin =e peel oS Fol. w we - fo + \ | w <— Grson's Rule = Bee 2[0 +2 | We c= Carlson's Rule v Devration ratio = tha. Meduladed stgnal xCé) — W — Bandwidth of (Speech W-can be approvineled. to.2 4k He) ¢ B= rvenionum Frequencd. denratien ~ Lah cis the output Prequency when G5) Is sh its pagimarn yale faale { gf the output Frequency ashen KCe is...<¢ (tS rsininan alu mae value [xce).2-1}No — —f¢p)-= Aces (om (hfe) Chg tah 28 LDnterpretetion of carson's fale : By = 2 [f+ (]we = 2 eee Se_its like adding cata Geneuidth inorder te pyotect eur stgnel From akerfering With ethay signals K next is a Table to sumerize everything needed for seyerel medulation types # Prom the table it must be noticed that Ha values if pho cond and third qlwmns ove devided toy Wand § respective KAD. thereave_repepeaters..we _woulel.. deurde ever pth inthe last Column by. Mg = number of spans Gs beaksAN rngllakn F pei) ine Gil-ae cal 05) Type of rredultion smile.