A simple model (in degrees Celsius) for the daily temperature process C(t) of Example 13.3 is where
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where X1, X2, .... is an iid random sequence of Gaussian (0, 1) random variables.
(a) What is E[Cn]?
(b) Find the auto-covariance function CC[m, k].
(c) Why is this model overly simple?
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In this problem the daily temperature process results from where X n i...View the full answer
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Related Book For 
Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
ISBN: 978-1118324561
3rd edition
Authors: Roy D. Yates, David J. Goodman
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