PTSP

Problem # 2.0 A stochastic process X (t) is defined via: X (t, w) = A(w)t + B(w). te [-1, 1], where A(w) ~ U([-1, 1]) and B(w) ~ U([-1, 1]) are statistically independent random variables. For this process: 2.a) plot two sample realizations r, (t) and zz(t). 2.b) Determine the first-order PDF fx (; t) associated with it. 2.c) Determine the mean /L. (() and variance o= (t). 2.d) Determine the autocorrelation Re, (t), to ) and the auto-covariance Czz (1, t2) associated with it