## Random Signal Analysis in Engineering Systems |

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### Contents

Random Variables and Vectors | 42 |

Functions of Random Variables | 89 |

Statistical Averages | 126 |

Copyright | |

6 other sections not shown

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### Common terms and phrases

alternative assignment autocorrelation function average bound calculated called characteristic function choice combination communication components conditional Consider constant continuous corresponding defined definition derivative described desired Determine developed discrete random variables distribution function elements equal Equation error evaluated Example expected value expressed frequency fx(x fxy(x fy(y fz(z Gaussian density function Gaussian random variable given gives histogram illustrates implies important independent random variables indicates input integral interval joint limit linear linear system matrix maximum likelihood estimator mean mutually noise normalized observations obtained otherwise output parameter positive possible probability function prove random process range reduces sample space seen sense shown in Fig signal single square statistically independent Table theoretical tosses transformation transmitted true unbiased uniform random variables Var(X variance vector yields