# Question: A wide sense stationary discrete random process X n

A wide sense stationary, discrete random process, X [n] , has an autocorrelation function of . RXX [k] Find the expected value of Y[n] =(X [n+ m] – X [n– m]) 2, where is an arbitrary integer.

**View Solution:**## Answer to relevant Questions

A random process is given by X (t) = A cos (ωt) + B sin (ωt), where A and B are independent zero- mean random variables. (a) Find the mean function, µX (t). (b) Find the autocorrelation function, RX,X (t1, t2). (c) ...Let s (t) be a periodic square wave as illustrated in the accompanying figure. Suppose a random process is created according to X (t) = s (t – T), where T is a random variable uniformly distributed over (0, 1). (a) Find ...Let X (t) be a WSS random process with mean uX and autocorrelation function RXX ( r ). Consider forming a new process according to a) Find the mean function of Y (t). b) Find the autocorrelation function of Y (t). Is Y (t) ...Let X (t) be a wide sense stationary Gaussian random process and form a new process according to Y (t) = X (t) cos (ωt + θ) where ω and θ are constants and is a random variable uniformly distributed over [0, 2x] and ...Define a random process according to X[n] = X [n– 1] + Wn , n = 1, 2, 3, … Where X [0] = 0 and Wn is a sequence of IID Bernoulli random variables with and Pr( Wn = 1)= p and Pr( Wn = 0) = 1 – p. (a) Find the PMF, PX ...Post your question