Summary
You should now be able to:
- Describe the concept of random experiment, probability and conditional probability.
- Calculate the probability of events.
- Describe and characterize random variables, and calculate probabilities using the probability density function.
- Characterize sets of independent random variables with the joint probability density function.
- Describe what is a “random process” or “random signal”.
- Describe the meaning of stationarity and ergodicity.
- Given a LTI system with random input, calculate moments of the output, the cross-correlation function of the input and the output, and the autocorrelation function of the output, using the impulse response of the system.
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Project
Contact
This resource was developed as part of an Erasmus+ project, funded with support from the European Commission under grant agreement 2016-1-SE01-KA203-22064.
The project was a collaboration between:
- The University of Borås, Sweden
- The University of the Highlands and Islands, Scotland
- The University of Alcalá, Spain
- Digital Connections, Scotland
This resource has been released under Creative Commons license CC-BY-SA 4.0.
Disclaimer
If you would like more information on this resource please contact:
- Academic content – The University of Alcalá (www.uah.es/en/)
- Technical resource development – The University of the Highlands and Islands Educational Development Unit - EDU (edu@uhi.ac.uk)
Except where otherwise noted, this website is licensed under Creative Commons license CC-BY-SA 4.0. All images used under permission remain the copyright of the license holder.
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