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Unformatted text preview: by f XY ( ) = 2 Z (0 . 84 + 0 . 8 i sin ) /. Evaluate the co, quadrature, crossamplitude, phase spectra. 3. Find the crosscovariance and crosscorrelation functions of the bivariate processes: X t = 1 2 X t1 + Z 1 ,t Y t = 1 2 X t2 + Z 2 ,t where { Z 1 ,t } , { Z 2 ,t } are independent, purely random processes with zero mean and variance 2 Z . Hence show that the crossspectrum is given by f XY ( ) = 2 2 Z e2 i 4 (1cos + 1 4 ) . (Part answer: XY ( k ) = 2 3 ( 1 2 )  k2  2 Z for all k ). 1...
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This note was uploaded on 10/19/2009 for the course MATH 611 taught by Professor Jsdkasj during the Spring '09 term at Kansas.
 Spring '09
 jsdkasj
 Covariance, Variance

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