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Principles of Communication
Systems, Third Edition
Herbert Taub, Donald L Schilling,
Goutam Saha

Chapter 2 : Part B
Random Variables and Processes
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Optimal Receiver Design Principles

for Noise defined by PDF

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Cauchy Schwartz Inequality

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Random Processes
Ensemble average :
Time average :
Stationary : Statistical properties of sample
function does not change over time.
Ergodicity : Ensemble average and Time average
are same.
An ergodic process is stationary but a stationary
process is not necessarily ergodic.

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Example Continued

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Random Process : Autocorrelation

and Power Spectral Density

Since noise is ergodic,

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Classification of Random
Processes - 1

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Classification of Random
Processes - 2

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Classification of Random
Processes - 3

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Classification of Random
Processes - 4

Gaussian process is completely specified by set of means and

autocorrelations. If input to a linear system is Gaussian, output
is also Gaussian. If a Gaussian process is WSS, it is also SSS.
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PSD of sequence of Random pulses

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PSD of Digital Data - 1

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PSD of Digital Data - 2

NRZ :

so,

Biphase :

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PSD of Digital Data - 3

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Transmission of Random Process

through Linear System

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Weiner-Hopf Filter
Distortion

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Effect of 1st order R-C, R-L Filters

on Digital Data

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End of Chapter 2

Part B

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