TAILIEUCHUNG - DISCRETE-SIGNAL ANALYSIS AND DESIGN- P26

DISCRETE-SIGNAL ANALYSIS AND DESIGN- P26:Electronic circuit analysis and design projects often involve time-domain and frequency-domain characteristics that are difÞcult to work with using the traditional and laborious mathematical pencil-and-paper methods of former eras. This is especially true of certain nonlinear circuits and sys- tems that engineering students and experimenters may not yet be com- fortable with. | PROBABILITY AND CORRELATION 111 for it is Eq. 6-16 where we use E expectation to mean the same as averaging assuming that many repetitions have been performed E x n - E x n y n - E y n pxv ----------- ------------------------ 6-16 y VV x n V y ny k 7 E x Iyin ox oy After many repetitions and averaging of pxy the numerator is the expected value of the cross-covariance of x n and y n Eq. 6-15 and the denominator is the square root of the product of the variances of x n and y n or more simply just oxoy. V x n and V y n or ox and oy must both be greater than . This equation can be simplified as E x n y n - E x n E y n Pxy ------ ----- 6-17 M y V x n V y ny k 7 E x n y n E x n E y n ox oy If x n and y n are independent then the numerator of Eq. 6-17 is zero E x n y n E x n E y n 6-18 and pxy . However there are some cases not to be explored here where x n and y n are not independent yet pxy is nevertheless equal to zero. So uncorrelated and independent do not always coincide. Looking at Eq. 6-18 we can guess that this might happen. For further insight about the correlation coefficient see Meyer 1970 Chap. 7 . As an example we will calculate Pxy of Fig. 6-5 using Eq. 6-17 and the time-averaged values instead of expected values because Eq. 6-17 is assumed to be noise-free xy x y Pxy -------------- 6-19 ox oy - nnn ----------------------- The same calculation on Fig. 6-4 produces a value of . 112 DISCRETE-SIGNAL ANALYSIS AND DESIGN This brief introduction to correlation and variance is no more than a get acquainted starting point for these topics and is not intended as a substitute for more advanced study and experience with probability and statistical methods. We are limited to signal sequences that are discrete in both time and frequency domains from 0 to N 1 which makes things a little easier. Mathcad calculates very easily all of the equations in this chapter. REFERENCES Carlson A. B. 1986 Communication .

TAILIEUCHUNG - Chia sẻ tài liệu không giới hạn
Địa chỉ : 444 Hoang Hoa Tham, Hanoi, Viet Nam
Website : tailieuchung.com
Email : tailieuchung20@gmail.com
Tailieuchung.com là thư viện tài liệu trực tuyến, nơi chia sẽ trao đổi hàng triệu tài liệu như luận văn đồ án, sách, giáo trình, đề thi.
Chúng tôi không chịu trách nhiệm liên quan đến các vấn đề bản quyền nội dung tài liệu được thành viên tự nguyện đăng tải lên, nếu phát hiện thấy tài liệu xấu hoặc tài liệu có bản quyền xin hãy email cho chúng tôi.
Đã phát hiện trình chặn quảng cáo AdBlock
Trang web này phụ thuộc vào doanh thu từ số lần hiển thị quảng cáo để tồn tại. Vui lòng tắt trình chặn quảng cáo của bạn hoặc tạm dừng tính năng chặn quảng cáo cho trang web này.