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2. Let Y(t) = ei(x(0)+o)(\pi) where X(t) is a Poisson process with autocorrelation function Rxx(t1, tz) = tīta + min(tı, tz),
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Answer #1

solution:

given data:

where x(t)

a)

.X(t) is not wide sense stationary because autocorrelation function of  Rxx(t1, t2 is not a function of  t - ta. So its not a WSS.

b.)

So, power spectral density is not meaningful.

please give me thumb up

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