lecture18 - ECE 5510: Random Processes Lecture Notes Fall...

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Unformatted text preview: ECE 5510: Random Processes Lecture Notes Fall 2008 Lecture 18 Today: (1) Exam Return, (2) Review of Lecture 17 Midterm results. Mean: 73; Std dev: 13. Curved percentage score: X +22 110 , for your raw grade X . Application Assignment 5 due Tuesday, 5pm. No HW will be assigned today. I have not covered enough material. So HW 9 will be assigned Tue, due Tue Nov 25. 1 Review of Lecture 17 Defn: Expected Value of a Random Process The expected value of continuous time random process X ( t ) is the deterministic function X ( t ) = E X ( t ) [ X ( t )] for the discrete-time random process X n , X [ n ] = E X n [ X n ] Defn: Autocovariance The autocovariance function of the continuous time random process X ( t ) is C X ( t, ) = Cov ( X ( t ) ,X ( t + )) For a discrete-time random process, X n , it is C X [ m,k ] = Cov ( X m ,X m + k ) Defn: Autocorrelation The autocorrelation function of the continuous time random process X ( t ) is R X ( t, ) = E X [ X ( t ) X...
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This note was uploaded on 09/15/2011 for the course ECE 5510 taught by Professor Chen,r during the Fall '08 term at University of Utah.

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lecture18 - ECE 5510: Random Processes Lecture Notes Fall...

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