If X(t) = µ + N(t), where N(t) is white noise with C(t,, t2) = 0(t,) 8(t, - t,), where ø(t) is a bounded function of t and & is the unit impulse function, prove that {X(t)} is a mean-ergodic process.

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If X(t) = µ + N(t), where N(t) is white noise with C(t1, t2) = ¢(t,) 8(t, - t),
where ø(t) is a bounded function of t and & is the unit impulse function, prove
that {X(t)} is a mean-ergodic process.
Transcribed Image Text:If X(t) = µ + N(t), where N(t) is white noise with C(t1, t2) = ¢(t,) 8(t, - t), where ø(t) is a bounded function of t and & is the unit impulse function, prove that {X(t)} is a mean-ergodic process.
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