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20. Probability density function analyser. 4. Probability Density Analyser. The description of a process partially in terms of its probability density function is generally accepted as a meaningful analytical procedure. Whether or not it will ever be a sharp analytical tool for 57 THE ANALYSIS OF RANDOM SIGNALS general use will depend to a large extent on the accuracy and resolution of the instruments available for its application. In the present instant a level crossing counter was built and it is certainly a useful instrument since it has a wide dynamic range and excellent resolution and its application to certain data processing concepts is quite well defined.

3. Random Data Analyser There exist several approaches to processing r a n d o m data. In the opinion of the authors the field of study of r a n d o m processes is one in which the theoretical developments have outstripped the field of engineering interpretation. In short, whilst there are many mathematical techniques available, and sophisticated analysers for data processing, the most significant area of ignorance is in the interpretation of the information gained to improving designs, if it is a develop­ ment project, or to improving our basic knowledge if it is a research project.

16b, it is clear that after one cycle there will be exact equality. The correlation function is thus a periodic function, in fact a sinusoidal one, Fig. 16c. The intermediate stage of band-limited noise. Figs. 17a and b, will produce a function approximately of (sin x)lx form, as in Fig. 17c. It will be noted that there is an inverse spreading relationship between the spectrum and the autocorrelation function (a similar relationship was noted in Figs. 5a and b). This is in fact the result of the important Wiener-Khitchine theorem, that the autocorrelation function and the power spectrum are Fourier transform pairs.

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