Equivalent Input/Output Equations For Discrete Time Random Processes

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The previous videos in this playlist derived different expressions relating the mean function and autocorrelation of a continuous-time random process to the mean function and autocorrelation function of a random process after being filtered by a linear system.

Similar equations can be derived for discrete-time linear systems. This video summarizes these different input/output relationships for discrete-time linear systems.

  1. Adam Panagos
  2. Discrete-time Stochastic Process
  3. Stochastic Process (Field Of Study)
  4. Mean function
  5. Autocorrelation function
  6. Linear System
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