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20112ee131B_1_hw3 - EE 131 B Winter 2010 HOME WORK 3 1 Let...

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Σ EE131BWinter2010 HOMEWORK 3 1.Let x H t, Ω L = A H Ω L Sin H Ζ H Ω L t + Φ H Ω LL , -¥ < t < ¥ where A H Ω L isRayleighwithsecondmoment Γ 2 Ζ H Ω L isGaussian, H 0, L Φ H Ω L isuniformrandomphase Allmutuallyindependent random variables Youmayfinditconvenienttousetheexpansion: x H t, Ω L = A H Ω L Sin H Ζ H Ω L t L Cos Φ H Ω L + A H Ω L Cos H Ζ H Ω L t L Sin Φ H Ω L a. Findthemean oftheprocess b.Findthethecovariancefunction denoteit R H t
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  • Spring '11
  • Balakrishnan
  • Probability theory, independent random variables, Rayleigh, covariance function, uniform random phase, order characteristic function

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