The stationary gaussian process xnnbspwith expected value


The stationary Gaussian process Xn with expected value E[Xn] = 0 and autocorrelation function RX (k) = 2-|k| is passed through the linear filter given by the filter vector h = [1 -1 1]'. Find the PDF of X = [X3 X4X5]'.

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Basic Statistics: The stationary gaussian process xnnbspwith expected value
Reference No:- TGS01461395

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