Problem 1: Consider random sequence X1, X2, .... Suppose for all i, E[X;] = 1. Further 2 k=0 for all i and j, we have Rx|k] = { 1.5 k| = 1 1서2 2 So X, is wide sense stationary Let Y, = }(X, - Xi-1) (a) Determine E[Y (b) Determine Ryli, k] (c) is Y, a wide sense stationary procesS (d) Determine the cross-correlation RxY

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Problem 1: Consider random sequence X1, X2,.... Suppose for all i, E[X;] = 1. Further
k = 0
for all i and j, we have Rx[k] = { 1.5 k = 1
1서 22
%3D
1
So X, is wide sense stationary
Let Y, = (X - Xi-1)
(a) Determine E[Y]
(b) Determine Ry[i, k]
(c) is Y, a wide sense stationary process
(d) Determine the cross-correlation Rxy
Transcribed Image Text:Problem 1: Consider random sequence X1, X2,.... Suppose for all i, E[X;] = 1. Further k = 0 for all i and j, we have Rx[k] = { 1.5 k = 1 1서 22 %3D 1 So X, is wide sense stationary Let Y, = (X - Xi-1) (a) Determine E[Y] (b) Determine Ry[i, k] (c) is Y, a wide sense stationary process (d) Determine the cross-correlation Rxy
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