If {X(t)} is a WSS process with mean u and autocovariance function || for 0 <|미STo C(T) = To 022/2|103
If {X(t)} is a WSS process with mean u and autocovariance function || for 0 <|미STo C(T) = To 022/2|103
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:find the variance of the time average of {X(t)} over (0, T). Also examine if the
process {X(t)} is mean-ergodic.
Transcribed Image Text:If {X(t)} is a WSS process with mean u and autocovariance function
o 1.
for 0 <|t|STo
C„(T) =
To
for |디|2 To
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