6.3-15. A random process Y() = X(t) - X(1 + r) is defined in terms of a process X(t) that is at least wide-sense station
Posted: Sat Mar 19, 2022 6:16 pm
6.3-15. A random process Y() = X(t) - X(1 + r) is defined in terms of a process X(t) that is at least wide-sense stationary. (a) Show that mean value of y(t) is 0 сven if X(t) has a nonzero mean value. (6) Show that oh=2[Rxx(0) - Rxx(r)] (C) If Y(!) = X(1) + X(t+1), find E[Y(1)] and oị. How do these results com- pare to those of parts (a) and (b). =