Deterministic Random Process: The Mean Value and Variance
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Sample functions from a deterministic random process are described by
X(t)= At + B t>=0
= 0 t<0
where A is a Gaussian random variable with zero mean and a variance of 9 and B is a random variable that is uniformly distributed between 0 and 6. A and B are statistically independent.
A) Find the mean value of this process.
B) Find the variance of this process.
C) If a particular sample function is found to have a value of 10 at t=2 and a value of 20 at t=4, find the value of the sample function at t=8.
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Solution Summary
This solution computes the mean value and variance of a deterministic random process where A is a Gaussian random variable and B is uniformly distributed.
Solution Preview
A) Find the mean value of this process.
E(X) = E(At + B) = AE(t) + B = A*0 + B = B
B)Find the variance of this process.
Var(X) ...
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