Random Signals

Random signals arise in all fields of science and engineering. Measurements of all physical variables are never perfect, and the imperfections can be viewed as random noise. Thus, measurement of any variable over time results in a random signal. If the measurement is analog, then the signal is continuous, and if digital then the signal is discrete. Random signals are also known as stochastic processes or random processes. In the discrete-time case, they are called time series. This chapter provides an introduction to the mathematical tools needed to handle random signals.