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

Autocorrelation matrix in Matlab & Python — build R for Wiener / MVDR

Build the autocorrelation (covariance) matrix R from snapshots in Matlab or NumPy — including complex conjugate correlation — for Wiener, LMS, and MVDR beamformers.