Statistically independent, zero-mean random process X(1) and Y(t) have autocorrelation functions and respectively Rxx(t) = e- RyY(T) = = cos (2лτ) (c) Find the cross-correlation function of W₁(t) and W₂(t).
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- The random variables X,Y have variance Var(X)=36 and Var(Y)=1 and their correlation is Cor(X,Y)=−34. Calculate Var(X+Y) with a full explanationFind the PSD of a stationary random process for which Auto correlation is Rx (t)= 6- e altiX is a discrete uniform (1,3) random variable. When X=x, Y is discrete uniform (1,x). (a) Find the correlation of X and Y (b) Find the mean value of X when Y=2.
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