Statistical Signal Processing

Statistical Signal Processing
Ergodic - correct answerdescribes a signal with statistical properties that can all be
deduced from a single (sufficiently long) trial. If only the mean and autocovariance are
ergodic, a signal is characterized as 'wide-sense' ergodic.

Heteroscedastic - correct answerDescribes a signal with a variance that does change

Homogeneity - correct answerDescribes a signal with properties that don't change (all
moments, all cross functions, etc...)

Homoscedastic - correct answerDescribes a signal with a variance that does not
change

Invariance - correct answerProperty of systems. If y(t) = f(x(t)), then y(t+s) = f(x(t+s))

Stationarity - correct answerProperty of having fixed joint probability distribution versus
time. mean doesn't vary with time, nor does autocovariance.

Statistical Regularity - correct answerRepeating a series of trials will produce similar,
but not identical, results for each series: the average, the standard deviation and other
distributional characteristics will be around the same for each series of trials.

Stochasticity - correct answerUnpredictability of datasets and signals produced by
stochastic processes