Find the covariance matrix for the values of this process


A zero mean process has the power spectrum defined by a stationary signal X(t) has the spectral density of the form
Sx(f) = 5, for 10/2Pi <= |f| <= 20/2Pi
= 0, elsewhere
Find the covariance matrix for the values of this process at time t=1,2,3,4. Find its inverse(numerically) and write the formula for the pdf of the corresponding random vector. Calculate(numerically) the probability that the process stays in the (-1,1) band at the time instants listed above.

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Basic Statistics: Find the covariance matrix for the values of this process
Reference No:- TGS0106842

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