Can someone please explain how to solve the problem below? I keep getting the answer incorrect.
Answer:
Given that:
The random process X(t) consists of the following two sample functions which are equally likely:
Where and
Mean of ,
Variance of ,
Autocorrelation function of ,
Covariance of
Since,Mean and covariance of are independent of t
is WSS
Can someone please explain how to solve the problem below? I keep getting the answer incorrect....
(13 points) The random process X(t) consists of the following two sample functions which are equally likely: x(t,sı)=e?, x(t,52)=-e Determine the mean and autocorrelation function of X(t), and also determine whether X(t) is wide sense stationary. (Note: no credit will be awarded for correct guesses without justification).
Can someone please help solve the problem below? I keep getting the answer incorrect. = (12 points) The random variables X1, X2, and X3 are jointly Gaussian with the following mean vector and covariance matrix: [4 2 0 = 2 5 -1 0-1 The random variable Y is formed from X1, X2, and X; as follows: Y=X1 - X2 + X: +4. Determine P(Y> 3). X x 3 1
Can someone please help solve the problem below? I keep getting the answer incorrect. = (12 points) The random variables X1, X2, and X3 are jointly Gaussian with the following mean vector and covariance matrix: [4 2 0 = 2 5 -1 0-1 The random variable Y is formed from X1, X2, and X; as follows: Y=X1 - X2 + X: +4. Determine P(Y> 3). X x 3 1
Can someone please help solve the problem below? I keep getting the answer incorrect. = (12 points) The random variables X1, X2, and X3 are jointly Gaussian with the following mean vector and covariance matrix: [4 2 0 = 2 5 -1 0-1 The random variable Y is formed from X1, X2, and X; as follows: Y=X1 - X2 + X: +4. Determine P(Y> 3). X x 3 1
Can someone please help solve the problem below? I keep getting the answer incorrect. 12 (13 points) The random variables X and Y both have the same mean value of Their joint probability density function is (x+y, 0SX S1, 0 s y si fxy(x, y)= 0, otherwise. Determine the covariance of X and Y.
Can someone please help solve the problem below? I keep getting the answer incorrect. 12 (13 points) The random variables X and Y both have the same mean value of Their joint probability density function is (x+y, 0SX S1, 0 s y si fxy(x, y)= 0, otherwise. Determine the covariance of X and Y.
Can someone please help solve the problem below? I keep getting the answer incorrect. 12 (13 points) The random variables X and Y both have the same mean value of Their joint probability density function is (x+y, 0SX S1, 0 s y si fxy(x, y)= 0, otherwise. Determine the covariance of X and Y.
Will someone please solve this and explain every single step? I keep getting lost. Thank you! The figure shows the magnetic flux through a single loop coil as a function of time. If phi_0 = 2 times 10^-2 Wb, calculate the induced emf in the coil at the following times. t = 0.05 s Your response differs from the correct answer by more than 10%. Double check your calculations. V t = 0.15 s t = 0.5 s V
I keep getting question incorrect. Not sure what I am doing wrong. Can someone please help. Answer I got was -4.3225N Use the data in the table below, which gives the position of a block connected to a horizontal spring at several times, for a block of mass m = 0.290 kg and assume friction is negligible. Time of measurement, t(s) Position of block, x (m) 0 4.75 0.25 3.36 0.50 0 0.75 -3.36 1.00 -4.75 1.25 1 -3.36 1.50...
Can someone please explain to me the solution to this problem! I don't understand the solution, I just need a detail explanation step by step so I can understand this problem with all the subparts! Thanks! 3.5 Find the power spectrum for each of the following wide-sense stationary random processes that have the given autocorrelation sequences (a) rx(k) 26(k)j8(k -1)-j(k+1) (b) T(k)(k)2(0.5) (c) T(k)26(k)+cos(Tk/4) (d) rx(k)=' 10 k k< 10 ; otherwise Solutioin (a) This autocorrelation sequence is finite in...