Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same covariance function...

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Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same covariance function...

Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same covariance function Cx(t)
Let Z(t) be defined by Z(t) = X(t)coswt + Y(t)sinwt

Find the joint pdf of X(t1) and X(t2) in part b

math Statistics-And-Probability

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Answer 1

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AnShes Xt is a stochastic pvocess, then Xt) is Said to be constant mean Nide Stationacy se) # # has Sense (4) the autocovaria z l) X (t) jointy auseian andan pocess jointly baussian andom pocess (t/ K(HX The paameters z lt) x ) The X mean ) The mean a

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Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same covariance function...

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Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same covariance function...

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Let X(t) be a wide-sense stationary random process with the autocorrelation function :

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t + τ Proof From Definition 10.17, RİT (r) yields Rn(t) = Elx()r(t + τ)]. Making the substitution u Since X(0) and Y(O) are jointly wide sense stationary, Ryr(u, -t for random sequences Rx-r). The...

Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same covariance function...

Homework Answers

Add Answer to: Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same covariance function...

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Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same covariance function...