Determine covariance matrix for values of process

Reference no: EM13108886

A zero mean process has power spectrum defined by the stationary signal X(t) has spectral density of form
Sx(f) = 5, for 10/2Pi <= |f| <= 20/2Pi = 0, elsewhere

Determine the covariance matrix for values of this process at time t=1,2,3,4. Determine its inverse(numerically) and write formula for pdf of corresponding random vector. Compute (numerically) the probability that process stays in (-1,1) band at time instants listed above.

Reference no: EM13108886

Questions Cloud

How many two liter soda bottles would be required to fill up : how many two liter soda bottles would be required to fill up a barrel that has a total volume of 378 liters. show you work please.

Computation for hypothesis test : Assuming these data are from two independent groups, calculate dfX, dfY, and dftotal for the data above. Determine the critical values for t based on the df you calculated for the question above, assuming a two-tailed test with a p level of 0.05.

Tech knowledge would like to source sap or erp vendor : Tech Knowledge would like to source SAP or another ERP vendor via a hosting arrangement. It does not expect to do much customization and it does not have any legacy systems. Illustrate what factors should it use to evaluate each of these potential ..

Find out the concentration of molarity : Find out the concentration of this solution in a)M (molarity), b) m (molality), c) % w/w (percent by mass). If solvent =, H 2 O.

Determine covariance matrix for values of process : Determine the covariance matrix for values of this process at time t=1,2,3,4. Determine its inverse(numerically) and write formula for pdf of corresponding random vector.

Describe what happens to the field of view : the field of view is the area that you see when looking into th microscope. describe what happens to the field of view as you increase maginfication.

What accounts for the difference in stored energy : In organic molecules, carbons can be thought of as "reduced" or "oxidized". Which of these terms best describes the carbon atoms in glucose? In CO2?

Illustrate what is the selection process : Illustrate what methods and techniques does the organization use to recruit for these positions? Does the current method provide a diverse talent pool to select the best candidates? Illustrate what methods are used to narrow the talent pool? Illustra..

Testing research hypotheses : In playing the Lemonade Stand Game, Bob decreased his price per cup by two cents, from $.27 per cup to $.25 per cup. At the .05 level of significance, did net revenue increase?

User Account

All Pages