Prove the auto-correlation function

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Reference no: EM132263496

Masters in International automotive engineering course

ACTIVITY

Activity 3A

For a random process with the Gaussian distribution of probability function of

P(x) = 1/√(2Πσ)e^{-(x - m)2/2σ2}

where σ is the standard deviation, m is the mean value.

Please find E[x] and E[x²]

Activity 3B

For a random process with the Rayleigh distribution of probability function of

p (x) = xe^-x2/2 X > 0

p (x) 0 x < 0

Please find E[x] and E[x²].

ACTIVITY 3C

Please prove the auto-correlation function R_x (Τ) is an even function.

Reference no: EM132263496

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