4a. Consider a RP X(t) = Acos (wot + 0). Let A and 0 are independent and follows uniform distributions with A: U(0,10) and 8: U(0, 2). Is the process i) Ergodic in the mean? ii) Ergodic with respect to the RMS value?
4a. Consider a RP X(t) = Acos (wot + 0). Let A and 0 are independent and follows uniform distributions with A: U(0,10) and 8: U(0, 2). Is the process i) Ergodic in the mean? ii) Ergodic with respect to the RMS value?
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Problem 1P
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![4a. Consider a RP X(t) = Acos (wot+0). Let A and are independent and follows
uniform distributions with A: U(0,10) and 8: U(0, 2n). Is the process
i) Ergodic in the mean?
ii) Ergodic with respect to the RMS value?
4b. A WSS Gaussian RP has mean E[X(t)]=2, and covariance function Cx (T) =
8 сos(T). Two random variables are taken at times as shown below
Xi(t=0);
X₂(1=0.5);
i) Find the covariance matrix for X, and X2.
ii) Write the second-order probability density function for RVs X₁ and X₂.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fecfc75e2-5b83-4d21-bfd9-a53d6f03c300%2F7bc4130c-08d8-4820-a40d-c3b3ed6dcc5e%2Ffalxfsii_processed.jpeg&w=3840&q=75)
Transcribed Image Text:4a. Consider a RP X(t) = Acos (wot+0). Let A and are independent and follows
uniform distributions with A: U(0,10) and 8: U(0, 2n). Is the process
i) Ergodic in the mean?
ii) Ergodic with respect to the RMS value?
4b. A WSS Gaussian RP has mean E[X(t)]=2, and covariance function Cx (T) =
8 сos(T). Two random variables are taken at times as shown below
Xi(t=0);
X₂(1=0.5);
i) Find the covariance matrix for X, and X2.
ii) Write the second-order probability density function for RVs X₁ and X₂.
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