Processing of Random Data

  • Robert V. Edwards

Abstract

The processing of random data is always an elaborate method for producing a new random number, or numbers. For instance, estimating a mean of a set of random data means adding up the numbers and then dividing by the number of points used. Every time this process is performed with a different sample from the random data set, a different number is attained. In a similar fashion, estimating the bandwidth of a random signal would vary from estimate to estimate if a new data set is used each time.

Keywords

Covariance Autocorrelation Convolution 

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Bibliography

  1. Papoulis, A., 1965, “Probability, Random Variables, and Stochastic Processes,” McGraw-Hill Book Company.Google Scholar
  2. Saleh, B., 1968, “Photoelectron Statistics: With Applications to Spectroscopy and Optical Communications,” Springer-Verlag, New York.Google Scholar
  3. Bendat, J.S. and Piersol, A.G., 1986, “Random Data: Analysis and Measurement Procedures,” John Wiley and Sons, Second Edition,.Google Scholar
  4. Tennekes, H. and Lumley, J.L., 1972, “A First Course in Turbulence,” The MIT Press, Cambridge, MA,.Google Scholar
  5. Lumley, J.L., 1970, “Stochastic Tools in Turbulence,” Academic Press, New York.MATHGoogle Scholar
  6. Gaster and Roberts, 1977. “The spectral analysis of randomly sampled records by a direct transform,” Proc. R. Soc. London. A, 354, 27–58.MathSciNetADSCrossRefGoogle Scholar

Copyright information

© Springer Science+Business Media New York 1994

Authors and Affiliations

  • Robert V. Edwards
    • 1
  1. 1.Chemical Engineering DepartmentCase Western Reserve UniversityClevelandUSA

Personalised recommendations