(a) Let e N(0, 1) and X 2 T € +0.2k-1. Find Var[X] and x (h).

MATLAB: An Introduction with Applications
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Chapter1: Starting With Matlab
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(a) Let ~ N(0, 1) and X+0.2k-1. Find Var[X] and yx (h).
(b) Let ~ N(0,02) with 0<²<∞0. Xx = −1+(1+0.8B) Find
and sketch the process' autocorrelation function.
Transcribed Image Text:(a) Let ~ N(0, 1) and X+0.2k-1. Find Var[X] and yx (h). (b) Let ~ N(0,02) with 0<²<∞0. Xx = −1+(1+0.8B) Find and sketch the process' autocorrelation function.
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