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1. Let {X,}, t= 0,±1,±2,……, be a time series specified (a) X,= e,e1-1 (b) X = ecos(at) + e. sin(at)

1. Let {X,}, t= 0,±1,±2,……, be a time series specified (a) X,= e,e1-1 (b) X = ecos(at) + e. sin(at)

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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1. Let {X,}, t = 0,±1,±2,……, be a time series specified (a) X, = e,e;- 1 (b) X, = e,cos (at)+ e,- ¡sin(at) where {e,} is a sequence of i.i.d. N(0,0) random variables. Check in each case whether {X,} is stationary.
Transcribed Image Text:1. Let {X,}, t = 0,±1,±2,……, be a time series specified (a) X, = e,e;- 1 (b) X, = e,cos (at)+ e,- ¡sin(at) where {e,} is a sequence of i.i.d. N(0,0) random variables. Check in each case whether {X,} is stationary.
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