Linear signal processing 2

The treatment of random (stochastic) processes is discussed. This is often referred to as time series analysis in the statistical literature. Computation methods referred to use digital techniques, and the basic principles outlined refer to continuous time processes. Stationary random processes are considered. Correlation functions and spectra are defined. Conventional estimation methods implemented using digital schemes are reviewed. Next the concepts of residual spectra and partial and multiple coherence functions for multi-input systems are explained. Functions of more than one variable are treated. This relates directly to quantities that depend both on space and time. Aspects of two dimensional signal processing are reviewed and some applications are discussed.