It is desired to estimate the mean value of a stationary random process by averaging N samples from the process. That is, let 1 x = Σ ΧΑ N Derive a general result for the variance of this estimate if: a) The samples are uncorrelated from one another. b) The samples are separated by Ar and are from a random process having an autocorrelation function of Rx (T).
It is desired to estimate the mean value of a stationary random process by averaging N samples from the process. That is, let 1 x = Σ ΧΑ N Derive a general result for the variance of this estimate if: a) The samples are uncorrelated from one another. b) The samples are separated by Ar and are from a random process having an autocorrelation function of Rx (T).
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
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Chapter1: Combinatorial Analysis
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Transcribed Image Text:It is desired to estimate the mean value of a stationary random process
by averaging N samples from the process. That is, let
1
x =
Σ ΧΑ
N
Derive a general result for the variance of this estimate if:
a) The samples are uncorrelated from one another.
b) The samples are separated by Ar and are from a random process
having an autocorrelation function of Rx (T).
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