CHAPTER 7 © Ergodiciy, Statistics, Estimation, and Simulation Biel ca a one ;) covet) 0 {And similarly we have the following definition fora random sequence, Definition 7.5. A wide sense stationary random sequence X(n) is ergodic in the autocorrelation if and only if for all k < X(n)X(n+k) > = Rex(k) = fi 27 XO)x(a+h The autocorrelation function for Example 7.1 for k=0 and any nis Ryx(0) = 1 and fork # O and any nis Rux(k) = (p— a)? = @p = 1)? “Thus, this random sequence is stationary in the wide sense, Since the statistics for a memes function are the same as those forthe ensemble, the autocorrelation function calculated by time averaging a member function as pe 7.2.5] isthe same as that calculated by ensemble averasins Quiz 7.1 _ Is the random process in Example 7.1 ergodic in the autocorrelation? Example 7.4 ‘Show thatthe random telegraph random process is ergodic in the mean. Prom Chapter 6, Paste Jem 6.12, we have thatthe mean is zero and Rax(7) i Then by [7 ) mi -inzf: “ “Ths, the random telegraph process is ergodic in the mean Example 7.5 Example 6.17 consisted of an ensemble of sawtooth waveforms with displacement asthe tins ‘arial, The ensemble i illustrated again in Figure 7.2. In Example 6.17 we showed that thes emble mean was equal to the mean estimated by time averaging a member function ofthe semble, Thus, this random process is ergodic inthe mean. ‘As we mentioned in the Introduction, itis usually difficult to measure the st of an ensemble. Typically, it is desirable to measure selected parameters using & =m ber function. The measurement is usually based on time averaging a function of = sa nal, such as the volved, then w follows, Itis genera ‘mean or the au be known. Con tocorrelation o for the random: a random proc ferred to as the ‘The proper averaging are t Consider the sin distributed from sutocorrelation function estimat ‘The mean ¢ sean und in the