Random Signals and Systems

In this chapter, we discuss the representation of a random signal, first as a stochastic process with accompanying statistics and then as a discrete random signal with certain inherent properties. With these concepts developed, we then show how processes can be characterized spectrally and then discuss a set of classical spectral estimation (decomposition) algorithms to analyze the spectral content of random signals. We illustrate their performance in a case study of sinusoids in noise.