Let {u(t),t e T} and {y(t), t e T} be stochastic processes related through the equation y(t) + alt – 1)y(t – 1) = u(t) -
Posted: Mon Apr 11, 2022 6:23 am
Let {u(t),t e T} and {y(t), t e T} be stochastic processes related through the equation y(t) + alt – 1)y(t – 1) = u(t) - show that R,(s, t) – a-(s – 1)(t – 1)Ry(s – 1,t – 1) = Ru(s, t)