Location:Training / Embedded Development / DSP / Random signal processing Xidian Zhao Guoqing / Probability distribution after linear transformation of random process

Random signals, also known as uncertain signals, refer to signals that cannot be expressed by a certain time function and are called random signals. Generally, the frequency domain of this type of signal is continuous, while the function signal is an intermittent random signal that cannot be described by a certain mathematical relationship. It cannot predict any future instantaneous value. Any observation only represents its range of variation. One of the possible results, whose value changes obey statistical laws. It is not a definite function of time, and it has no definite function value at any time within the domain of definition.