"ESDU 83041 gives a basic insight into and understanding of the concepts and definitions required to study random processes. No previous knowledge of statistics or harmonic analysis is assumed of the user@ and the required mathematical analysis for the description of the statistical quantities is provided. After a summary of the concepts relating to random processes@ the idea is introduced of an ""ensemble"" of individual ""members"" or records that@ when treated as a whole@ forms a random process. Ensemble averages are then used to quantify the properties of the random process and these are related to the statistical quantities such as probability distribution@ probability density@ correlation and spectral quantities involving Fourier series@ integrals and transforms. The three classes of a random process (non-stationary@ stationary and ergodic) are fully described; both the autocorrelation and the cross-correlation functions depend on the type of process and appropriate expressions are given for each class."
ESDU 83041-1983 history
1983ESDU 83041-1983 A summary of the concepts relating to random processes.