Howtosignalprocessing
- What is a linear stochastic process?
- What are all the four types of stochastic process?
- What are the 2 conditions for a system to be linear?
- What is a stochastic process?
What is a linear stochastic process?
Autcovariances of a Stationary Process. A temporal stochastic process is simply a sequence of random variables indexed by a time subscript. Such a process can be denoted by x(t). The element of the sequence at the point t = τ is xτ = x(τ).
What are all the four types of stochastic process?
Based on their mathematical properties, stochastic processes can be grouped into various categories, which include random walks, martingales, Markov processes, Lévy processes, Gaussian processes, random fields, renewal processes, and branching processes.
What are the 2 conditions for a system to be linear?
► A system is called linear if it has two mathematical properties: homogeneity and additivity.
What is a stochastic process?
A stochastic process means that one has a system for which there are observations at certain times, and that the outcome, that is, the observed value at each time is a random variable.
