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# é€šä¿¡åŽŸç†å‰ä¸‰ç« ä

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2 3 证明 : () [ ] [][ ] [][ ] 00 cos sin cos sin 0 Ext EA t B t EAE t EBE t ωω ω =+ ⎡⎤ ⎣⎦ = 12 1 2 01 02 22 2 2 2 (, ) [ () () ] [( cos sin )( cos sin )] [ cos cos sin sin cos sin cos sin ] [cos cos sin sin ] [cos ( )] () x x Rtt Extxt t A t E A t tB t tA B t B t t Ett tt Et t R ωωωω σω τ = + + + =− = 所以写 x(t) 是广义平稳过程。 2 6 证明：（ 1 10 0 [ ( )] [ ( )cos ] [() ] c o s ES t t t = = ] 不等于 0 ，是非平稳的； ] 等于 0 ，讨论 x R 1 20 [()c o s ( )( )c o s ( ) ] t xt t 2 ()c o s ( )c o s ( ) x R i t 有关，所以非平稳的 2 0 0 [ ( )] [ ( )cos( )] [ ( )] [cos( )] 1 cos( ) 2 0 x t Ext E t mt π d θ ωθ θθ = t 无关 2 () 1 2 2 1 2 2 1 2 0 1 0 2 2 0 ] o s ( o s ( ) ] [()( ) ][ c o s ( o s ( ) ] 1 () c o s ( ) 2 1 o s () 2 St x x R tt EStSt t xt t Ext xt E t t Rt
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## This note was uploaded on 02/28/2012 for the course CS 466 taught by Professor 蒋铃鸽 during the Fall '11 term at Shanghai Jiao Tong University.

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é€šä¿¡åŽŸç†å‰ä¸‰ç« ä

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