A random process is defined by X (t) = exp ( At) u (t) where A is
Question:
(a) Find the PDF of X (t) in terms of fA (a).
(b) If is an exponential random variable, with fA (a) = e– au (a), find µX (t) and RX, X( t1, t2). Is the process WSS?
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Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
Question Posted:
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