A continuous-time stochastic process X(t) with t€ (-1,1) is defined via: X(t) = T - (1 – t), well, where T ~ U([0,1]). F

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A Continuous Time Stochastic Process X T With T 1 1 Is Defined Via X T T 1 T Well Where T U 0 1 F 1 (96.7 KiB) Viewed 68 times

A continuous-time stochastic process X(t) with t€ (-1,1) is defined via: X(t) = T - (1 – t), well, where T ~ U([0,1]). For this process: 1.a) plot two sample realizations xi(t) and x2(t). 1.b) Determine the first-order CDF and PDF Fx (2;t) and fx (2;t) associated with this process. 1.c) Determine the mean po(t) and the variance of(t) associated with this process. Is this process first-order stationary? Justify your answer. 1.d) Determine the auto-correlation Rez(t1, t2) and the auto-covariance Czo(t1, t2) associated with this process. Is this process second-order stationary? Jus- tify your answer properly.