A stationary random process, X (t), has a mean of X and correlation function, RX, X (t).

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A stationary random process, X (t), has a mean of μX and correlation function, RX, X (t). A new process is formed according to Y (t) = aX (t) + b for constants and. Find the correlation function in terms of μX and R X,X (r).

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Probability and Random Processes With Applications to Signal Processing and Communications

ISBN: 978-0123869814

2nd edition

Authors: Scott Miller, Donald Childers

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Question Posted: Nov 20, 2015 12:09 AM

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A stationary random process, X (t), has a mean of X and correlation function, RX, X (t).

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Probability and Random Processes With Applications to Signal Processing and Communications

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