Let {X(t), t R} be a continuous-time random process. The time average mean of X(t) is
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Let {X(t), t ∈ R} be a continuous-time random process. The time average mean of X(t) is defined as (assuming that the limit exists in mean-square sense)
Consider the random process {X(t), t ∈ R} defined as
where U ∼ Uniform(0, 2π). Find ⟨X(t)⟩.
Transcribed Image Text:
(X(t)) = lim T→∞ [ 1 2T T -T X(t)dt
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The time average mean of a continuoustime random process Xt t R is defined as follows Equation 1 Xt ...View the full answer
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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