The promo x t e r i band limited withnbspsxwnbsp 0

Question

Problem 1

The promo {X, : t E R) i band limited with Sx(w) = 0 for pi > w.

Let {X,, : n E Z) he a proems such that E(X,,) = 0 and EPC_sXid = 0²6,a

Find the mean and autocorrelation function

 

 

When dealing with two random process

Jointly wss

 

If T is closed under additional, two process {X_t; t E T) and {K; t E T} that are second order are said to be jointly wide sense stationary if p_x Wand it_y(t) are constant and if Rxy(t + r, t)is independent of t for all r E T. This can be rewritten as