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  • Lecture-2 Module-5 Stationary Process

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    Samarth Minocha
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    The document is a lecture on stationary processes in information and communication theory given by Dr. Amit Mishra. It defines weak-sense and jointly wide-sense stationary processes. For weak-sense stationary processes, it gives an example showing that the autocorrelation depends only on the time difference between observations, not absolute time. For jointly wide-sense stationary processes, it provides an example where the cross-correlation depends only on time difference. It references textbooks and websites for further information on stationary stochastic processes.

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    The document is a lecture on stationary processes in information and communication theory given by Dr. Amit Mishra. It defines weak-sense and jointly wide-sense stationary processes. For weak-sense stationary processes, it gives an example showing that the autocorrelation depends only on the time difference between observations, not absolute time. For jointly wide-sense stationary processes, it provides an example where the cross-correlation depends only on time difference. It references textbooks and websites for further information on stationary stochastic processes.

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    8 views14 pages

    Lecture-2 Module-5 Stationary Process

    Uploaded by

    Samarth Minocha
    The document is a lecture on stationary processes in information and communication theory given by Dr. Amit Mishra. It defines weak-sense and jointly wide-sense stationary processes. For weak-sense stationary processes, it gives an example showing that the autocorrelation depends only on the time difference between observations, not absolute time. For jointly wide-sense stationary processes, it provides an example where the cross-correlation depends only on time difference. It references textbooks and websites for further information on stationary stochastic processes.

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    © All Rights Reserved
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    of 14

    INFORMATION

    AND
    COMMUNICATION THEORY

    By
    Dr. Amit Mishra

    10/6/2022 ICT-UEC310 1
    Lecture-2
    Stationary Process

    10/6/2022 ICT-UEC310 2
    Stationary Processes

    10/6/2022 ICT-UEC310 3
    Definition

    10/6/2022 ICT-UEC310 4
    Weak-Sense Stationary Processes

    10/6/2022 ICT-UEC310 5
    Continued...

    10/6/2022 ICT-UEC310 6
    Example:

    Solution:

    10/6/2022 ICT-UEC310 7
    10/6/2022 8
    10/6/2022 ICT-UEC310 9
    Proof:

    10/6/2022 ICT-UEC310 10
    Jointly Wide-Sense Stationary Processes

    10/6/2022 ICT-UEC310 11
    Example:

    Solution:
    We know that:

    10/6/2022 ICT-UEC310 12
    10/6/2022 ICT-UEC310 13
    Reference
    • Athanasios Papoulis, “Probability, Random Variables, and
    Stochastic Processes,” 3rd edition, McGraw Hill Publication.
    • https://www.probabilitycourse.c

    10/6/2022 ICT-UEC310 14

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