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3. Show that the following properties hold for X(t), a random process with finite second order moments: (a) Symmetry: Kxx(t, s) = Kxx(s, t) (b)
3. Show that the following properties hold for X(t), a random process with finite second order moments: (a) Symmetry: Kxx(t, s) = Kxx(s, t) (b) Verify the diagonal dominance property on Kxx(t, tz) i.e. |Kxx(t, s) 0 V{ai}i C R. Show that Kxx(t1, t2) is psd. 3. Show that the following properties hold for X(t), a random process with finite second order moments: (a) Symmetry: Kxx(t, s) = Kxx(s, t) (b) Verify the diagonal dominance property on Kxx(t, tz) i.e. |Kxx(t, s) 0 V{ai}i C R. Show that Kxx(t1, t2) is psd
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