Unformatted text preview: E(Y) and E(Y 2 ). 3. Let X(t) be a stationary real normal (Gaussian) random process with zero mean. A new process is defined by Y(t) = {X(t)} 2 Determine the autocorrelation function of Y(t) in terms of the autocorrelation function of X(t). 4. Gagliardi Problem 1.2 5. Gagliardi Problem 1.3 6 Gagliardi Problem 1.6 7. Gagliardi Problem 1.11 8. Gagliardi Problem 1.16...
View
Full
Document
This note was uploaded on 06/11/2008 for the course EE 567 taught by Professor Weber during the Fall '07 term at USC.
 Fall '07
 WEBER

Click to edit the document details