a stationary process with constant mean μ, = E(x₁) = μ and auto ==x, to be the sample mean of x₁, X2 ..., Xµµ n =l k r(x)=. Yo x) = ² = [1 + 2 Σ (1-4) 0₂ ] n k=1 Pk where % = var(x,).
a stationary process with constant mean μ, = E(x₁) = μ and auto ==x, to be the sample mean of x₁, X2 ..., Xµµ n =l k r(x)=. Yo x) = ² = [1 + 2 Σ (1-4) 0₂ ] n k=1 Pk where % = var(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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Transcribed Image Text:2.1
Suppose that {x} is a stationary process with constant mean μ₁ = E(x₁) = μ and autocorrelation
function Pk. Define x = ¹x, to be the sample mean of x₁,x₂,...‚¤‚
n 1=1
Prove that var(x)=%⁰
n
QUESTION 2
n-1
1+2
-2 (1-4) ₂ Pk where yo = var(x).
k=1
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