5 In electrical engineering, the unwanted "noise" on current signals is often modelled by a Normal distribution. Suppose that the noise in a particular current signal has a constant mean of 0.9V. Furthermore if two noise instances, X and Y are sampled 7 seconds apart they have a Bivariate Normal distribution, with Cov(X,Y)=0.04e-T/10 Let X be the noise at time 3 seconds and let Y be the noise at time 8 seconds, so that 7 = 5. a Calculate Cov(X,Y) b Calculate ? and g?. Hint: Var(X) = Cov(X.X)
5 In electrical engineering, the unwanted "noise" on current signals is often modelled by a Normal distribution. Suppose that the noise in a particular current signal has a constant mean of 0.9V. Furthermore if two noise instances, X and Y are sampled 7 seconds apart they have a Bivariate Normal distribution, with Cov(X,Y)=0.04e-T/10 Let X be the noise at time 3 seconds and let Y be the noise at time 8 seconds, so that 7 = 5. a Calculate Cov(X,Y) b Calculate ? and g?. Hint: Var(X) = Cov(X.X)
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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