11/24/2002
Noise: An Introduction
11
Averages
•Time Average of
signals
•“Ensemble”
Average
–Assemble a large number of examples of the noise signal.
(the set of all examples is the “ensemble”)
(the set of all examples is the “ensemble”)
–At any particular time
(t0) average the set of values of vn(t0)
to get
the “Expected Value” of vn
•When the time and
ensemble averages give the same value
(they usually do), the noise process is said to be “Ergodic”
(they usually do), the noise process is said to be “Ergodic”
