Example 13: Assume that X (t) is a wSS random process with auto correlationRxx (t) = e¯ ¤ I t!. Determine the second moment of the random variableX (8) – X (5).

Answered: Image /qna-images/answer/05418923-2361-405b-9834-d43e855e72d7.jpg

Answered: Example 13: Assume that X (t) is a WSS…

MATLAB: An Introduction with Applications

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Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

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Example 13: Assume that X (t) is a WSS random process with auto correlation Rxx (T) = e a lt. Determine the second moment of the random variable X (8) – X (5).