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This final section of the chapter covers random signals and processes, key noise models (white noise, thermal noise, bandlimited white noise), and the power spectral density and autocorrelation function used to characterize them.
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A random signal (stochastic process) cannot be predicted exactly in advance; it is described statistically by properties such as mean, variance, and correlation, rather than by a deterministic formula.
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A process is stationary if its statistical properties do not change over time.
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A process is wide-sense stationary (WSS) if its mean is constant and its autocorrelation depends only on the time difference between samples, not on absolute time.
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Ergodicity: a process is ergodic if its time averages (computed from a single sample function) equal its ensemble (statistical) averages — allowing practical measurement of statistics from a single observed record.
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White noise: an idealized noise model with constant (flat) power spectral density across all frequencies; theoretically infinite total power, used as a convenient analytical approximation.
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Thermal noise: physical noise arising from random electron motion due to temperature; well-approximated as white noise over practical bandwidths, with PSD proportional to temperature.
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Bandlimited white noise: white noise passed through an ideal bandpass/lowpass filter, giving it finite (realistic) total power while retaining a flat spectrum within the passband.
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Power Spectral Density (PSD): describes how a random signal's average power is distributed across frequency; for white noise, the PSD is a constant, S(f) = N₀/2 across all frequencies.
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Autocorrelation function: measures how similar a random process is to a time-shifted version of itself, R(τ) = E[X(t)X(t+τ)]; for a WSS process, it depends only on the lag τ.
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The Wiener-Khinchin theorem relates PSD and autocorrelation: the PSD is the Fourier transform of the autocorrelation function.
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For ideal white noise, the autocorrelation is an impulse at τ=0 (R(τ) = (N₀/2)δ(τ)), reflecting that samples are uncorrelated for any nonzero time separation.