Fundamentals of Applied Probability and Random Processes, 2nd Edition

Chapter 11

Linear Systems with Random Inputs

Abstract

This chapter discusses linear systems with random inputs. It also discusses the autoregressive moving average process.

Keywords

Fourier transform

linear systems

random input

moving average process

autoregressive process

ARMA

11.1 Introduction

In Chapter 10 the concept of random processes was introduced. Different parameters that are associated with random processes were also discussed. These parameters include autocorrelation function, autocovariance function, crosscorrelation function, crosscovariance function, and power spectral density. The goal of this chapter is to determine the response or output of a linear system when the input is a random signal instead of a deterministic signal. ...