Unformatted text preview: π − and . Calculate (a) )] ( [ t X E (b) )] ( [ 2 t X E (c) )] ( ) ( [ ) ( τ + = t X t X E R X Problem 2 Consider the random process ) cos( ) ( + = t A t X , which is assumed to be stationary and ergodic. Calculate (a) > < ) ( t X (b) > < ) ( 2 t X (c) > + =< ) ( ) ( ) ( t X t X R X where > ⋅ < denotes a time average over one period, 2 = T . (d) Compare your answers for (a), (b), and (c) with the corresponding answers for Problem 1....
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- Spring '07
- Probability, Probability theory, Stochastic process, Stationary process, EE 351K, Engineering EE 351K