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Consider the random process given by Y(t)= X(t+T)X(t-T) where T is a constant and the random X(t) is a stationary zero-mean process with autocorrelation
Consider the random process given by Y(t)= X(t+T)X(t-T) where T is a constant and the random X(t) is a stationary zero-mean process with autocorrelation Rxx(t, t) = Ae||, with t = |t t|. (a) Find E[Y(t)] (b) Ryy (t,t). (c) Is the random process Y(t) wide-sense stationary? Why?
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Principles of Communications Systems, Modulation and Noise
Authors: Rodger E. Ziemer, William H. Tranter
7th edition
978-1-118-0789, 1118078918, 978-8126556793
