X(t) is a wide sense stationary stochastic process with autocorrelation function RX() = 10sin (21000)/(21000). The process
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RX(τ) = 10sin (2π1000τ)/(2π1000τ).
The process Y(t) is a version of X(t) delayed by 50 microseconds: Y(t) = X(t - t0) where t0 = 5 × 10-5s.
(a) Derive the autocorrelation function of Y(t).
(b) Derive the cross-correlation function of X(t) and Y(t).
(c) Is Y(t) wide-sense stationary?
(d) Are X(t) and Y(t) jointly wide sense stationary?
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Related Book For
Probability and Stochastic Processes A Friendly Introduction for Electrical and Computer Engineers
ISBN: 978-1118324561
3rd edition
Authors: Roy D. Yates, David J. Goodman
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