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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) 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).

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Answer #1

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:-

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