we assume that vectors X(k)are independent and identically distributed (i.i.d.).what's does it mean?

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ad lyn il 27 Dic 2021

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Commentato: Voss il 27 Dic 2021

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we assume that the input is a white Gaussian noise (WGN) signal and vectors are independent and identically distributed (i.i.d.)

this expression is used to study the convergence analysis of an algorithm and i want know and undrestand why did they assume it ??

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Voss il 27 Dic 2021

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https://it.mathworks.com/matlabcentral/answers/1618265-we-assume-that-vectors-x-k-are-independent-and-identically-distributed-i-i-d-what-s-does-it-mean#answer_862830

https://en.wikipedia.org/wiki/Independent_and_identically_distributed_random_variables

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ad lyn il 27 Dic 2021

thank you ! but i need to know why did they utilize it in convergence analysis of an algoriithm?

Voss il 27 Dic 2021

They assume it because it makes the math much easier (and it's usually pretty accurate to assume).

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