# Question

Let X [n] be a wide sense stationary, discrete random process with autocorrelation function RXX [n], and let be a constant.

(a) Find the autocorrelation function for the discrete random process Y[n] = X[n] + c.

(b) Are X [n] and Y [n] independent? Uncorrelated? Orthogonal?

(a) Find the autocorrelation function for the discrete random process Y[n] = X[n] + c.

(b) Are X [n] and Y [n] independent? Uncorrelated? Orthogonal?

## Answer to relevant Questions

Find the PSD of the process described in Exercise 8.1. For a Markov chain, prove or disprove the following statement: Pr (Xk = ik | Xk + 1 = ik + 1, Xk + 2 = ik + 2… Xk+ m = ik+ m) = Pr (Xk = ik | Xk + 1 = ik + 1) Two students play the following game. Two dice are tossed. If the sum of the numbers showing is less than 7, student A collects a dollar from student B. If the total is greater than 7, then student B collects a dollar from ...Consider the scenario where a child buys kid’s meals at a local restaurant in order to complete his collection of superhero action figures. Recall the states were X [k] Ɛ { 0, 1, 2, 3, 4} where X [k] represents the number ...Define the generating functions (a) Show that Pi, j(z) = Fi, j(z) Pjj(z). (b) Prove that if state j is a transient state, then for all i, An Inventory Model - A hot dog vendor operates a stand where the number of hot dogs he sells each day is modeled as a Poisson random variable with a mean value of 100. Let X [k] represents the number of hot dogs the vendor ...Post your question

0