Random Processes

This chapter introduces the concept of a random process. Most of the treatment in this text views a random process as a random function of time. However, time need not be the independent variable. We can also talk about a random function of position, in which case there may be two or even three independent variables and the function is more commonly referred to as a random field. The concept of a random process allows us to study systems involving signals which are not entirely predictable. These random signals play fundamental roles in the fields of communications, signal processing, and control systems, and many other engineering disciplines. This and the following chapters will extend the study of signal and system ...

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