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Let Y(t) = X(t) - aX(t + s), where X(t) is a wide-sense stationary random
process.
a. Determine whether Y(t) is also a wide-sense stationary random process.
b. Find the pdf of Y(t) if X(t) is also a Gaussian random process.
Transcribed Image Text:Let Y(t) = X(t) - aX(t + s), where X(t) is a wide-sense stationary random process. a. Determine whether Y(t) is also a wide-sense stationary random process. b. Find the pdf of Y(t) if X(t) is also a Gaussian random process.
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