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Let x₁ = a +bt² +c+z₁, t=0, 1, 3,... where a,b and c constants and z, ~WN (0,0²). a) Let U₁ = x, -₁4. Find the mean and variance of U,. b) Show that {U} is not stationary. - c) Let V₁ = U₁ –U₁₁. Show that {v} is stationary. d) Find the autocorrelation function for {V₁}.

Let x₁ = a +bt² +c+z₁, t=0, 1, 3,... where a,b and c constants and z, ~WN (0,0²). a) Let U₁ = x, -₁4. Find the mean and variance of U,. b) Show that {U} is not stationary. - c) Let V₁ = U₁ –U₁₁. Show that {v} is stationary. d) Find the autocorrelation function for {V₁}.

Algebra & Trigonometry with Analytic Geometry
Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter3: Functions And Graphs
Section3.2: Graphs Of Equations
Problem 78E
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Let x₁ = a +bt² +c+z₁, t= 0, 1, 3,... where a,b and c constants and z, ~ WN a) Let U₁ = x, x4. Find the mean and variance of U,. 1-4 -WN (0,0²)- b) Show that {U}is not stationary. c) Let V₁ = U₁ -U₁. Show that {v} is stationary. d) Find the autocorrelation function for {V,}.
Transcribed Image Text:Let x₁ = a +bt² +c+z₁, t= 0, 1, 3,... where a,b and c constants and z, ~ WN a) Let U₁ = x, x4. Find the mean and variance of U,. 1-4 -WN (0,0²)- b) Show that {U}is not stationary. c) Let V₁ = U₁ -U₁. Show that {v} is stationary. d) Find the autocorrelation function for {V,}.
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