UTSA random process X (1) has an auto correlation functionRex (t) = A2+B. eld where A and B are positive constants. Find thevalue of the response of a system having an impulse responseh (t) = e-kt for t > 0= 0 for t< 0where K is a real positive constant, for which X (t) is its input.

Answered: Image /qna-images/answer/6aaf8d99-d246-4544-a1dc-4e427f713077.jpg

Answered: A random process X (1) has an auto…

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 69EQ: Let x=x(t) be a twice-differentiable function and consider the second order differential equation...

See similar textbooks

Similar questions

Let x=x(t) be a twice-differentiable function and consider the second order differential equation x+ax+bx=0(11) Show that the change of variables y = x' and z = x allows Equation (11) to be written as a system of two linear differential equations in y and z. Show that the characteristic equation of the system in part (a) is 2+a+b=0.
INV 2-3c Suppose that the index model for two Canadian stocks HD and ML is estimated with the following results: RHD =0.02+0.80RM+eHD R-squared =0.6 RML =-0.03+1.50RM+eML R-squared =0.4 σM =0.20 where M is S&P/TSX Comp Index and RX is the excess return of stock X. c. What is the covariance and the correlation coefficient between HD and ML?
Which of the following processes (Xt)t is weakly stationary? A: Xt = 1:6 + Xt 1 + V tB: Xt = 0:6 Xt-1 +V tC: Xt = 0:8 Xt-1 + V tD: Xt = 0:8 t + 0:6 V t – 1 The term (t) is always assumed to be white noise with variance one
If there is a positive correlation between X and Y in a research study, then the regression equation Y = bX + a will have _____. Group of answer choices b > 0. b < 0. a > 0. a < 0.
In an analysis of a sample of bivariate data concerning the soil acidity x (in pH) and germination time y (in days) for tomato seeds, a linear regression model is constructed and follows the equation y^=−1.22x+5y^=−1.22x+5 Select the most appropriate statement about the linear correlation exhibited. A. The data set exhibits strong positive linear correlation. B.We cannot determine anything about the strength or direction of linear correlation from this information alone. C. The data set exhibits strong negative linear correlation. D. The linear correlation coefficient is -1.22.
Consider the geometric Brownian motion with σ = 1: dS = μSdt + SdX, and consider the function F(S) = A + BSα. Find any necessary conditions on A, B, and α such that the function F(S) follows a stochastic process with no drift.
The following table shows the number of fiber optic cable connections to homes in a country from 2000 to 2004 (t = 0 represents 2000). Year t 0 1 2 3 4 Connections c (Thousands) 5 15 30 70 155 (a) Use technology to obtain the linear regression line and the correlation coefficient r, with all coefficients rounded to two decimal places. c(t) = r =
Suppose you are interested in the causal effect of Xi on Yi and Yi = α + βXi + ϵi. Moreover, cov(Xi , ϵi) = 0. However, you do not observe Yi . Instead, you only observe a proxy for Yi . Denote this proxy Y'i and assume it is related to Yi as follows: Y'i = Yi + µi where cov(µi , ϵi) = cov(µi , Xi) = 0. Suppose you regress Y'i on Xi . Would the resulting coefficient β' provide an unbiased estimate of β?
1. A) In a regression analysis, if SSE = 900 and SSR = 300, find the coefficient of determination. a)0.250 b) 0.500 c) 0.750 d) 0.900 B) In a regression analysis, if SST = 4,500 and SSR = 2,565, then the correlation coefficient could be a) 0.43 or −0.43. b) 0.57 or −0.57. c) 0.755 or −0.755. d) 1. C) If the coefficient of determination is 0.60, find the percentage of variation in the dependent variable explained by the variation in the independent variable. a) 0.60% b) 0.7746% c) 60% d) 77.46%
In discriminant analysis the discriminant function is on the basis of: a. Correlation co-efficient b. F statistic c. Linear Regression d. Eigen values
A regression was run to determine if there is a relationship between the happiness index (y) and life expectancy in years of a given country (x).The results of the regression were: ˆyy^=a+bxa=-1.778b=0.143 (a) Write the equation of the Least Squares Regression line of the formˆyy^= + x(b) Which is a possible value for the correlation coefficient, rr? -0.853 0.853 -1.931 1.931 (c) If a country increases its life expectancy, the happiness index will decrease increase
10 10 - F68) x y 23 ; 88 76 ; 305 27 ; 105 64 ; 240 12 ; 50 51 ; 205 33 ; 120 50 ; 104 When regression analysis is performed according to the given x and y values (y = ax + b), which one is correlation coefficient A) 0.9291 B) hiçbiri/none of them C) -0,6790 D) 0,2421 E) -0,997

SEE MORE QUESTIONS

Recommended textbooks for you

Linear Algebra: A Modern Introduction

Algebra

ISBN:

9781285463247

Author:

David Poole

Publisher:

Cengage Learning

Linear Algebra: A Modern Introduction

Algebra

ISBN:

9781285463247

Author:

David Poole

Publisher:

Cengage Learning

SEE MORE TEXTBOOKS

A random process X (1) has an auto correlation fünction Rix (t) = A2 +B. el where A and B are positive constants. Find the value of the response of a system having an impulse response %3D h (t) = e-kt for t > 0 = 0 for t< 0 where K is a real positive constant, for which X (t) is its input.