Define the random process U(t) = A where A is uniform over [-1.1]

a) Sketch a few sample realizations

b) Determine its teporal autocorrelation function (defined below)

c) Determine its statisitical autocorrelation function

d) Is the process wide-sense stationary? Strict-scense stationary?

e) Is it ergodic?

Compute the Temporatl autocorrelation function:

Also, answer the question: ?What is a goemetric interpretation of the autocorrelation function??

Transcribed Image Text:

R(7) lim- I T 7/2 [u(t+r)t(t)dt -7/2 R(7) lim- I T 7/2 [u(t+r)t(t)dt -7/2

Answer rating: 100% (QA)

Denoting b 1 b 2 as the decimal expansion of ie i1 b i 10 I b i 1 11 9 So we define the process Ut b... View the full answer