A shot noise process with random amplitudes is defined by Where the Si are a sequence of

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A shot noise process with random amplitudes is defined by

Where the Si are a sequence of points from a Poisson process and the Ai are IID random variables which are also independent of the Poisson points.
(a) Find the mean function of X (t).
(b) Find the autocorrelation function of X (t).

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Probability and Random Processes With Applications to Signal Processing and Communications

ISBN: 978-0123869814

2nd edition

Authors: Scott Miller, Donald Childers

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Question Posted: Nov 20, 2015 12:09 AM

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A shot noise process with random amplitudes is defined by Where the Si are a sequence of

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Χ)-ΣAjG- S) , 3D1

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Following the same procedure used in the text approximate the shot noise ...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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