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Problem 2 Two random processes are defined by X (t) = Asin(@t +0) Y(t) = B sin(@t+0) where 0 is a random variable with uniform distribution between 0 and 27, and o is a known constant. The A and B coefficients are both normal random variables (0,0?), and are correlated to each other with a correlation coefficient p. Show that the cross- correlation function Rxy(t) is given by: 1 Ryy (t) =po cos(@t). 2 Assume A and B are independent of 0.

Problem 2 Two random processes are defined by X (t) = Asin(@t +0) Y(t) = B sin(@t+0) where 0 is a random variable with uniform distribution between 0 and 27, and o is a known constant. The A and B coefficients are both normal random variables (0,0?), and are correlated to each other with a correlation coefficient p. Show that the cross- correlation function Rxy(t) is given by: 1 Ryy (t) =po cos(@t). 2 Assume A and B are independent of 0.

MATLAB: An Introduction with Applications
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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Problem 2 Two random processes are defined by X (1) = Asin(@t +0) Y(t) = B sin(@t+0) where 0 is a random variable with uniform distribution between 0 and 27, and wis a known constant. The A and B coefficients are both normal random variables N(0,0), and are correlated to each other with a correlation coefficient p. Show that the cross- correlation function Ryy (7) is given by: XY Rxy (7) = 1 po² cos(@t). Assume A and B are independent of 0.
Transcribed Image Text:Problem 2 Two random processes are defined by X (1) = Asin(@t +0) Y(t) = B sin(@t+0) where 0 is a random variable with uniform distribution between 0 and 27, and wis a known constant. The A and B coefficients are both normal random variables N(0,0), and are correlated to each other with a correlation coefficient p. Show that the cross- correlation function Ryy (7) is given by: XY Rxy (7) = 1 po² cos(@t). Assume A and B are independent of 0.
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