Introduction to Random Signals and Noise
Chapter One
Introduction
1.1 RANDOM SIGNALS AND NOISE
In (electrical) engineering one often encounters signals that do not have a precise
mathematical description, since they develop as random functions of time. Sometimes this
random development is caused by a single random variable, but often it is a consequence of
many random variables. In other cases the causes of randomness are not clear and a
description is not possible, but the signal is characterized by means of measurements only.
A random time function may be a desired signal, such as an audio or video signal, or it
may be an unwanted signal that is unintentionally added to a desired (information) signal
and disturbs the desired signal. We call the desired signal a random signal and the unwanted
signal noise. However, the latter often does not behave like noise in the classical sense, but it
is more like int ... read full excerpt from Introduction to Random Signals and Noise ebook
