A random process is generated as follows: X(t) = e−A|t|, where A is a random variable with pdf fA(a) = u(a) − u(a − 1) (1/seconds).
a) Sketch several members of the ensemble.
b) For a specific time, t, over what values of amplitude does the random variable X(t) range?
c) For a specific time, t, find the mean and mean-squared value of X(t).
d) For a specific time, t, determine the pdf of X(t).
MATLAB code for (a) sketching several members of the ensemble :-
for n = 1:4 ;
t = 0:1:500000;
x = (1-(exp(-n.*t)))/(n*t);
plot (t,x);
end
OUTPUT:-
A random process is generated as follows: X(t) = e−A|t|, where A is a random variable...
A random process is generated as follows: X(t) = e−A|t|, where A is a random variable with pdf fA(a) = u(a) − u(a − 1) (1/seconds). a) For a specific time, t, determine the pdf of X(t).
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