Lecture 12 – Basic properties of stationary Gaussian process

Lecture 12 – Basic properties of stationary Gaussian process#

Contents of this lecture

Different random data types
Properties to describe random process
- Mean, variance
- Covariance and correlation function
- Stationary random process
- Weakly stationary random process
Typical examples of random process
- White noise
- Random walk
- Stationary Gaussian process

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Please download the lecture through the following link Lecture 12 – Basic properties of stationary Gaussian process