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4-2 Moments of the white noise response of a scalar linear system. Consider the system (t)=ar(t) + 0(t) with e(t) white, with mean and variance q. 1. Find a such that the mean of the resulting stationary process is . (Hint: This is the steady state of the differential equation of the mean.) 2. Using a time domain approach, find the autocorrelation of the resulting stationary process.

4-2 Moments of the white noise response of a scalar linear system. Consider the system (t)=ar(t) + 0(t) with e(t) white, with mean and variance q. 1. Find a such that the mean of the resulting stationary process is . (Hint: This is the steady state of the differential equation of the mean.) 2. Using a time domain approach, find the autocorrelation of the resulting stationary process.

Linear Algebra: A Modern Introduction
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
Problem 64EQ
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4-2 Moments of the white noise response of a scalar linear system. Consider the system (1) = ar(t) + 0(t) with (t) white, with mean i and variance q. 1. Find a such that the mean of the resulting stationary process is – e. (Hint: This is the steady state of the differential equation of the mean.) 2. Using a time domain approach, find the autocorrelation of the resulting stationary process.
Transcribed Image Text:4-2 Moments of the white noise response of a scalar linear system. Consider the system (1) = ar(t) + 0(t) with (t) white, with mean i and variance q. 1. Find a such that the mean of the resulting stationary process is – e. (Hint: This is the steady state of the differential equation of the mean.) 2. Using a time domain approach, find the autocorrelation of the resulting stationary process.
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