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how do I go about doing this?
just for background,
>for y(t) to be a wide-sense stationary process, the mean of y(t) and the autocorrelation function of y(t) must be both time-invariant
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OP here
this is what i've got so far. i'm stuck trying to get rid of one last "t".
also does x(t) being zero-mean mean that E[x(t)] = 0? if so, then i can find the mean of y(t) which is E[y(t)] = 3E[x(t)] +8 = 3(0) + 8 = 8. otherwise i dont know what to do
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/sci/ has a stupid questions thread, might check there. Not saying this is a stupid question, I just know they don't like people making threads asking for HW help.
What class is this? I've taken Calc I-IV, Diff Eq, matrix, and I've never heard of a zero-mean random process or a wide sense stationary process. Not saying I'm good at math or anything, but I'm genuinely interested now.
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>>190158
digital communications.
yeah i'm trying to avoid asking there because it's against the rules, but it seems like only the people on /sci/ can help me now because most of the homework questions posted here are just highschool maths
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bump again. please help
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