Definition: The mean of a stochastic process $ v(n)$ at time $ n$ is defined as the expected value of $ v(n)$ :

$\displaystyle \mu_{v(n)} \isdef E\{v(n)\} \isdef \int_{-\infty}^\infty x p_{v(n)}(x) dx$ (C.16)

where $ p_{v(n)}(x)$ is the probability density function for the random variable $ v(n)$ .

For a stationary stochastic process $ v$ , the mean is given by the expected value of $ v(n)$ for any $ n$ . I.e., $ \mu_v = E\{v(n)\}$ for all $ n$ .

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