i12Hint:Hint:±∞∞666²6|±±²²ECE302 Homework #7ABXXX tX t ,X tX tX t ,X tK tK t ,K tKKNt22()( ) ( )1 212( ) ( )1221221121()= +( )()?()= )?()0)()Pr( ( )=( )= )=Pr( ()=)0Xt At B,<t< ,fafbAB,±±Xt.mtRt,tXtmR ²fx,fx,xtt.XtXttt,fx,xttKt,t ,³Ktt.Kt.pkpk,ktt.t>tKt kKt kKt t k kk k .,t.mpnAssigned 12/2/09, Due 12/11/09 (by 4:30 in dropbox in MSEE 330)1. Letwhere and are independent random variables, with pdfsand,means andand variancesand , respectively.(a) Sketch some sample functions of(b) Find the mean functionand the correlation function(c) Iswide-sense stationary? If so,what isand(d) Find the pdfand the joint pdf(for(e) Suppose and are Gaussian. Areandjointly Gaussian (forFind the pdfand the joint pdf(forin this case2. Letbe the counting function for a Poisson process with average arrival rate(i.e.,is the number of arrivals up to time
This is the end of the preview. Sign up
access the rest of the document.
This note was uploaded on 09/14/2010 for the course ECE 302 taught by Professor Gelfand during the Spring '08 term at Purdue.