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试题名称:随机过程(随机信号分析)一、简略回答下列问题:1.平稳随机过程有几类?它们之间的关系如何?2.为什么随机过程的相关函数可以有负值,而功率谱密度不能有负值?3.随机过程的导数过程与确知信号s(t)对时间t的微分有何不同?4.从频域上看,随机信号的线性变换和非线性变换之间有何主要区别?二、已知X(t)为零均值正态平稳随机过程,它的
The title of the question: stochastic process (stochastic signal analysis) First, briefly answer the following questions: 1. How many types of stationary stochastic process? What is the relationship between them? 2. Why stochastic process correlation function can have negative values, and power spectral density 3. Can there be any negative value? 3. What is the difference between the derivative process of the stochastic process and the known signal s (t) for the time t? 4. From the frequency domain, what is the difference between the linear transformation and the nonlinear transformation of random signals? The main difference? Second, it is known that X (t) is a zero-mean normal steady random process, and its