Question: A random process is defined by X (t) = exp ( At) u (t) where A is a random variable with PDF, fA (a). (a)

A random process is defined by X (t) = exp (– At) u (t) where A is a random variable with PDF, fA (a).
(a) Find the PDF of X (t) in terms of fA (a).
(b) If is an exponential random variable, with fA (a) = e– au (a), find µX (t) and RX, X( t1, t2). Is the process WSS?

Step by Step Solution

★★★★★

3.41 Rating (160 Votes )

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock

a b The proc... View full answer

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Document Format (1 attachment)

589-M-S-C-R-V (1219).docx

120 KBs Word File

Students Have Also Explored These Related Statistics Questions!

A random process is given by X (t) = A cos (t) + B sin (t), where A and B are independent zero- mean random variables. (a) Find the mean function, X (t). (b) Find the autocorrelation function, RX,X...

Let be a deterministic periodic waveform with period to. A random process is constructed according to X (t) = s (t T) Where T is a random variable uniformly distributed over [0, to]. Show that the...

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...

Doob plzz. A discrete-time random process is defined by X,, # n's for n20, where s is an exponential random variable with parameter 1/5. (a) Find the mean and autocovariance functions of X,, (b) Is...

A discrete-time random process is defined by X, = n s for n20, where s is an exponential random variable with parameter 1/5. (a) Find the mean and autocovariance functions of X, (b) Is Xn a WSS...

Answer..... A discrete-time random process is defined by X, = n's for n20, where s is an exponential random variable with parameter 1/5. (a) Find the mean and autocovariance functions of X, (b) Is Xn...

1. (25 points) A discrete-time random process is defined by X, = n's for n20, where s is an exponential random variable with parameter 1/5. (a) Find the mean and autocovariance functions of Xn (b) Is...

1. A random variable X has the following pdf: a) Determine the value of C. b) Find the characteristic function. c) Find the variance. fx(x) = Ce-3|x| 2. Consider a random process X(t) defined by X(t)...

I just want to check my answer before I submitted it. The random process X (0:33" is a family of exponentials dependending on the random variable a. (a) Draw three sample functions of this random...

In many applications, discrete-time random signals arise through periodic sampling of continuous-time random signals. We are concerned in this problem with a derivation of the sampling theorem for...

The following data get out from Samsung industrial company: Direct materials costs JD 75 Direct manufacturing labor costs 20 Variable manufacturing overhead costs 15 Fixed overhead costs 28 Each TV...

Consider a point on a supply curve where price and quantity are positive. Determine the numerical value of the price elasticity of supply at that point when the supply curve is a) Vertical at a...

I need help with Assessing the capital structure ratios over the three year period and Commenting on the ratios and on any trends you observe. Credit risk analysis (a). Compute the following capital...

What is the difference between job satisfaction and organizational commitment? Which do you think would be more strongly related to performance? Which would be more strongly related to turnover?

Continuing the previous problem, suppose that when Sleaze overcharges a customer, the distribution of the amount overcharged (expressed as a percentage of the correct billing amount) is normally...

Your manufacturing process makes parts such that each part meets specifications with probability 0.98. You need a batch of 250 parts that meet specifications. How many parts must you produce to be at...

Let X be normally distributed with a given mean and standard deviation. Sometimes you want to find two values a and b such that P(a

A poll found that 35% of adults do not work at all while on summer vacation. In a random sample of 5 adults, let x represent the number who do not work during summer vacation. Complete parts a...

The financial statement which summarizes operating, investing, and financing activities of an entity for a period of time is the a. retained earnings statement. b. income statement. c. statement of...

A marketing manager for a cell phone company claims that the percentage of children aged 8- 12 who have cell phones differs from 55%. In a survey of 880 children aged 8-12 by a national consumers...