... single-state mixture pdf, a weighted combination of a number of pdfs models the process. In Chapter 5 on hidden Markov models we consider multistate models with a mixture pdf per state. 3.5.5 ... y(m), the joint pdf is denoted by ),,,,,(11)()(),()(11NMnYnYmXmXyyxxfNM (3.53) When two random processes, X(m) and Y(m) are uncorrelated, the joint pdf can be expressed ... a Gaussian pdf occurs at the mean µx, and is given by xxXfσπµ 21)( = (3.81) Some Useful Classes of Random Processes 69 From Equation (3.80), the Gaussian pdf of x decreases...