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Stationary processes plays an important role in modeling of many engineering systems as it allows system analysis to be carried out easier. Let X(t) and Y(t) be independent, wide-sense stationary random processes with zero means and the same covariance function CX(T). Let Z(t) = X(t) - Y(t). Determine whether Z(t) is also wide-sense. Obtain the probability density function of Z(t) if X(t) and Y(t) are also jointly Gaussian random processes with zero mean and CX(t) = e -|t|. Determine whether Z(t) and X(t) are jointly stationary random process. Stationary processes plays an important role in modeling of many engineering systems as it allows system analysis to be carried out easier. Let X(t) and Y(t) be independent, wide-sense stationary random processes with zero means and the same covariance function CX(T). Let Z(t) = X(t) - Y(t). Determine whether Z(t) is also wide-sense. Obtain the probability density function of Z(t) if X(t) and Y(t) are also jointly Gaussian random processes with zero mean and CX(t) = e -|t|. Determine whether Z(t) and X(t) are jointly stationary random process.
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Determine whether Zt is also widesense A No Zt is not widesense stationary Since Xt and Yt are indep... View the full answer
Related Book For
Introduction to Information Systems Supporting and Transforming Business
ISBN: 978-1118063347
4th edition
Authors: Kelly Rainer, Casey Cegielski
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