7.2 Ergodic Random Processes a te Chaper 6, Problem 69, we defined a random process of de voltage waveforms, where the prob. | Example 7-2 ability density function for the de voltage was a uniform probability deasity from zero o 96 that ‘ean was a/2. The ensemble of member functions is shown in Figure 6.25. Tis process is Strict sense stationary. The mean estimated by time averaging a member function depends onthe member function, For example, the mean estimated by time averaging might be a, or ay, which f22y not be 2. In other words, the slatisties for a member function are not the same us those for ensemble. Thus, the mean estimated by time averaging will not always converge to the en. able average mean. Although this random process strict sense stationary, itis not ergodic in An alternative definition for ergodic in the mean is given next. Definition 7.2. A wide sense stationary random process X(t) is ergodi if and only if Taf eee ee insef (: ar} Covsxle) dr =o 221 Recall from Example 6.28 thatthe reason forthe limits arises from the product of %o integrals, This definition is the same as saying that the estimate for the mean onverges to the true mean in the mean square sense, namely 1 imp BL x — wx fim yp Bll tx — ws 721 Definition 7.2 canbe stated as a theorem and proven from [7.2.3] in a manne to that shown in Chapter 6, Example 6.28 and Problem 6.35. sm Definition 7.2 one can define other definitions of ergodicity Definition 7.3, A wide sense stationary random process X(t) is ergodic in the auto- ‘ecrelation if and only if for all + if X()X(t+ 7) > = Rex(r) Finag[ ,XCOX( + dt = Ryy(r) (7.2.4) PE= < X(OXit+7) > denotes the estimate of the autocorrelation function by Bie averaging. over the Rxx(7) is used to emphasize tha this is an estimate ofthe autocorre- Section, which in this case, is calculated by time averaging as distinguished from raging. Various symbols ate used to denote an estimate of the autocorrelation cluding &, R, and, 31. Note that the above definitions can be easily modified to sedate random sequences. For example, the definition for ergodic in the mean Beas follows. tion 7.4. A wide sense stationary random sequence X(n) is ergodic in the ‘and only if