Let X(t) be a WSS process. We say that X(t) is mean ergodic if X(t) (defined above)
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Let X(t) be a WSS process. We say that X(t) is mean ergodic if 〈X(t)〉 (defined above) is equal to μX. Let A0, A1, A−1, A2, A−2, ⋯ be a sequence of i.i.d. random variables with mean EAi = μ
where, g(t) is given by
Show that X(t) is mean ergodic.
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Related Book For
Introduction To Probability Statistics And Random Processes
ISBN: 9780990637202
1st Edition
Authors: Hossein Pishro-Nik
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