In this problem, we develop an alternative derivation for the mean function of the shot noise process

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In this problem, we develop an alternative derivation for the mean function of the shot noise process described in Section 8.7,

Where the Si are the arrival times of a Poisson process with arrival rate, Î», and h (t) is an arbitrary pulse shape which we take to be causal. That is, h (t) = 0 for t

Derive the auto covariance function of the shot noise process.

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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 12:10 AM

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In this problem, we develop an alternative derivation for the mean function of the shot noise process

Question:

x(t) = Σ h(t-s), 71 ELXO n arrivals in [0,t)]-,)|n arivals in [0,)

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R XX t t E X t X t E X t X t t j n arrivals in 0 t Averaging with resp...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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