Statistical measures for stochastic signals

Key focus: Discuss statistical measures for stochastic signals : mean, variance, skewness, kurtosis, histogram, scatterplot, cross-correlation and auto-correlation. Deterministic and stochastic signals A deterministic signal is exactly predictable for the given time span of interest. It could be expressed using analytic form (example: x(t) = sin (2 π fc t) ). Many of the signals … Read more

Construct autocorrelation Matrix in Matlab & Python

Auto-correlation, also called series correlation, is the correlation of a given sequence with itself as a function of time lag. Cross-correlation is a more generic term, which gives the correlation between two different sequences as a function of time lag. Given two sequences $latex x$ and $latex y$, the cross-correlation at times separated by lag … Read more

Walsh Hadamard Code – Matlab Simulation

Walsh–Hadamard codes of length \(N = 2^k\) are the rows of the Sylvester Hadamard matrix. Mapped to \(\pm 1\) they are mutually orthogonal. The listing builds that matrix, checks the Gram matrix, and plots the periodic cross-correlation of the first row against the others. Python Matlab The original Matlab helper is unchanged in spirit. bitand(codeSize,codeSize-1)==0 … Read more