Example 7: Given that the random process X (t) = 10 cos (100t + 4) where 1s a uniformly distributed random variable in the interval (-n, 7). Show that the process is correlation-ergodic.
Example 7: Given that the random process X (t) = 10 cos (100t + 4) where 1s a uniformly distributed random variable in the interval (-n, 7). Show that the process is correlation-ergodic.
Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
Problem 25EQ
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