Checking a Random process for stationarity in wide sense

AIM: Checking a random process for stationarity in wide sense.

EQUIPMENTS:

PC with windows (95/98/XP/NT/2000).

MATLAB Software

Theory: A stationary process is a stochastic process whose joint probability distribution does not change when shifted in time or space. As a result, parameters such as the mean and variance. If they exist, also do not change over time or position. 

MATLAB PROGRAM:

clear all

clc

y = randn([1 40])

my=round(mean(y));

z=randn([1 40])

mz=round(mean(z));

vy=round(var(y));

vz=round(var(z));

t = sym('t','real');

h0=3;

x=y.*sin(h0*t)+z.*cos(h0*t);

mx=round(mean(x));

k=2;

xk=y.*sin(h0*(t+k))+z.*cos(h0*(t+k));

x1=sin(h0*t)*sin(h0*(t+k));

x2=cos(h0*t)*cos(h0*(t+k));

c=vy*x1+vz*x1;

%if we solve "c=2*sin(3*t)*sin(3*t+6)" we get c=2cos(6)

%which is a constant does not depend on variable 't'

% so it is wide sense stationary

CONCLUSION: In this experiment the checking a random process for stationary in wide sense have been verified using MATLAB

VIVA QUESTIONS

1. Define Signal.

Ans: Signal is function of one or more variables to convey information.

2. Define deterministic and Random Signal.

Signal that can be modeled exactly by a mathematical formula is known as deterministic signal.Random signals are random variables which evolve, often with time (e.g. audio noise), but also with distance (e.g. intensity in an image of a random texture), or sometimes another parameter.

  • Created
    Feb 02, 2020
  • Updated
    Feb 02, 2020
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