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  • Lecture-3 - Module-5 - Gaussian Random Processes and PSD

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    Samarth Minocha
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    The document is a lecture on information and communication theory given by Dr. Amit Mishra. It discusses cyclostationary processes, Gaussian random processes, and power spectral density. Key topics covered include examples of cyclostationary processes, properties of Gaussian random processes including proofs, the inverse Fourier transform relationship between a signal and its power spectral density, and an example calculation of cross spectral density.

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    The document is a lecture on information and communication theory given by Dr. Amit Mishra. It discusses cyclostationary processes, Gaussian random processes, and power spectral density. Key topics covered include examples of cyclostationary processes, properties of Gaussian random processes including proofs, the inverse Fourier transform relationship between a signal and its power spectral density, and an example calculation of cross spectral density.

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    © All Rights Reserved
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    10 views19 pages

    Lecture-3 - Module-5 - Gaussian Random Processes and PSD

    Uploaded by

    Samarth Minocha
    The document is a lecture on information and communication theory given by Dr. Amit Mishra. It discusses cyclostationary processes, Gaussian random processes, and power spectral density. Key topics covered include examples of cyclostationary processes, properties of Gaussian random processes including proofs, the inverse Fourier transform relationship between a signal and its power spectral density, and an example calculation of cross spectral density.

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    © All Rights Reserved
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    of 19

    INFORMATION

    AND
    COMMUNICATION THEORY

    By
    Dr. Amit Mishra

    10/6/2022 ITC-UEC310 1
    Lecture-3

    • Cyclostationary Processes
    • Gaussian Random Processes
    • Power Spectral Density

    10/6/2022 ITC-UEC310 2
    Cyclostationary Processes

    10/6/2022 ITC-UEC310 3
    Example:

    10/6/2022 ITC-UEC310 4
    Gaussian Random Processes

    10/6/2022 ITC-UEC310 5
    Continued…

    10/6/2022 ITC-UEC310 6
    Continued…

    10/6/2022 ITC-UEC310 7
    Properties of Gaussian Random Processes

    10/6/2022 ITC-UEC310 8
    Proof:

    10/6/2022 ITC-UEC310 9
    Continued…

    10/6/2022 ITC-UEC310 10
    Continued…

    10/6/2022 ITC-UEC310 11
    Continued…

    10/6/2022 ITC-UEC310 12
    Continued…

    10/6/2022 ITC-UEC310 13
    Power Spectral Density

    Inverse Fourier Transform

    10/6/2022 ITC-UEC310 14
    10/6/2022 ITC-UEC310 15
    Cross Spectral Density

    10/6/2022 ITC-UEC310 16
    Example:

    Solution:

    10/6/2022 ITC-UEC310 17
    Reference
    • Athanasios Papoulis, “Probability, Random Variables, and
    Stochastic Processes,” 3rd edition, McGraw Hill Publication.
    • https://www.probabilitycourse.com

    10/6/2022 ITC-UEC310 18
    Power Spectral Density

    Where:

    10/6/2022 ITC-UEC310 19

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