Skip to Main Content
A tutorial exposition is given of various analytical concepts and techniques of proved value in calculating the response of electrical systems to noise waves. The relevant probability theory is reviewed with illustrative examples. Topics from statistics discussed include probability density, moments, stationary and ergodic processes, characteristic functions, semi-invariants, the central limit theorem, the Gaussian process, correlation, and power spectra. It is shown how the theory can be applied to cases of noise and signal subjected to such operations as filtering, rectification, periodic sampling, envelope detection, phase detection, and frequency detection.