4-2 Moments of the white noise response of a scalar linear system. Consider the system i(t)=ar(t) + (t) with e(t) white, with mean and variance q. 1. Find a such that the mean of the resulting stationary process is. (Hint: This is the steady state of the differential equation of the mean.) 2. Using a time domain approach, find the autocorrelation of the resulting stationary process.

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4-2 Moments of the white noise response of a scalar linear system. Consider the system
(1) = ar(t) + 0(t)
with (t) white, with mean i and variance q.
1. Find a such that the mean of the resulting stationary process is – e. (Hint: This
is the steady state of the differential equation of the mean.)
2. Using a time domain approach, find the autocorrelation of the resulting stationary
process.
Transcribed Image Text:4-2 Moments of the white noise response of a scalar linear system. Consider the system (1) = ar(t) + 0(t) with (t) white, with mean i and variance q. 1. Find a such that the mean of the resulting stationary process is – e. (Hint: This is the steady state of the differential equation of the mean.) 2. Using a time domain approach, find the autocorrelation of the resulting stationary process.
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