Assignment:
1. Consider the Gaussian random process s(t) having zero mean and PSD
Ps(ƒ) = triang (ƒ T)
where T = 2. Evaluate the probability P [s(t) > 1].
2. Consider a continuous time WSS Gaussian rp x(t) with mean mx = 1 and autocorrelation rx(τ) = 1 + triang(τ/T ).
a) Write the expression of its PSD.
b) Are the rvs x(0) and x(T ) statistically independent?
c) Find the probability P [x(0) + x(T ) <>