Communications and Knowledge Engineering

Institute of Engineering
Paschimanchal Campus
Lamachour , Pokhara

Er. Santosh Kumar Baral

Er. Suraj Basant Tulachan
 Stochastic process is a random process the outcome of
which is generally random function of time
 There is some indetermincy: even if the initial condition is
known in advance, there are many directions (infinitely
many) directions in which the process may evolve.
 In case of discrete time, a stochastic process is a sequence
of random variables.
 Random variables corresponding to different times can be
different, however they take values in the same space(co-
domain of the function)
 Although the random variables, in most commonly
considered situations they exhibit complicated statistical
dependence
 At any given time instant, the value of a stochastic process
is a random variable
 X(t): X may be discrete or continuous according to
characteristics of source, but t is continuous
 1. An audio signal transmitted over a
telephone channel
 2. Meterological phenomena such as the
random fluctions in air temperature and air
pressure
 3. The Thermal Noise voltages generated in
the resistors of an electronic device (radio
Receiver)
 Characterization and modeling of signals
generated by information sources
 Characterization of communication channel
used to transmit information
 Characterization of noise generated in a
receiver
 Design of the optimum receiver for
processing the received random signal
 Stationary Stochastic Process
 When the joint pdf of random variables in the
processe are independent of time shifts, called as
Stationary in Strict Sense. When the first moment and
autocovariance do not vary with time shifts, they are
said to be Stationary in Wide Sense
 Non Stationary Stochastic Process
◦ When joint pdf of random variables in the process
are dependent with time shifts.

 Cyclostationary Stochastic Process

◦ Statistical properties vary cyclically with time
◦ Can be viewed as multiple interleaved stationary
processes
 Discrete Value and Continuous Value Processes
◦ X(t) is a discrete value process if the set of all
possible value of X(t) at all times t is a countable set
Sx otherwise X(t) is a continuous value process

 Discrete Time and Continuous Time Process

◦ The stochastic process X(t) is a discrete time if X(t) is
defined only for a set of time instants, t=nT , where T
is a constant and n is an integer; Otherwise X(t) is a
continuous time process
a. Discrete value , Discrete Time
b. Discrete value, Continuous Time
c. Continuous value, Discrete Time
d. Continuous value , Continuous Time
 1. John G Proakis , Digital Communications, Fifth Edition, Tata
MCGraw-Hill companies, Inc-2008
 2. John G Proakis and Masoud Salehi, Communication System
Engineering, Second Edition, Prentice Hall- 2002