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Sum of signal and its probability density

  1. Sep 15, 2013 #1

    I assume that a signal S is expressed as S = a*S1 + b*S2,
    where a, b are weight constant, and S1, S2 are the different signals.

    In addition, S1, S2 have similar distribution such as Gaussian or Laplacian distribution,
    and theirs pdf is p_S1 and p_S2.

    In the above assumption, what is the pdf of signal S ?
    How can I derive or reference of this pdf p_S ???

    Please help me.
  2. jcsd
  3. Sep 15, 2013 #2


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  4. Sep 16, 2013 #3
    Thank you for your reply.
    In addition, I have additional question. In the special case, if these two signals are similar (almost same), is there other special relation or equation ?
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