Compute the covariance function and the variance

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Reference no: EM13248096

A certain signal is modeled by a continuous Gaussian random process X(t) with mean E {X(i)} = 2 and autocorrelation function R(t, r) = 4 + e-0.5|r|. Compute the covariance function C(t, r). Compute the variance of X(t). Write the PDF for a single sample X(t0). Write the joint PDF for two samples X(t 1) and X(t0) for t1 = 7 and t0 = 3.

Reference no: EM13248096

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