[cos w ((t1 -t2 Prove that Covariance (t, , t) = Auto correlation (t, , t2) = %3D %3D

MATLAB: An Introduction with Applications
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If a random process X(t) sin (wt + y)
where y is a random variable uniformly distributed in the interval (0, 2n).
[cos w ((t1 - t2)I
Prove that Covariance (t, , t,) = Auto correlation (t, ,t)3=
2
Transcribed Image Text:If a random process X(t) sin (wt + y) where y is a random variable uniformly distributed in the interval (0, 2n). [cos w ((t1 - t2)I Prove that Covariance (t, , t,) = Auto correlation (t, ,t)3= 2
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