Mean and correlation of product of two random processes
Clash Royale CLAN TAG#URR8PPP
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I have two random process:
$$A(at)$$
$$cos(2pi f_0t+Phi)$$ with these hypothesis:
- $a$ and $f_0$ are constant
- $Phi$ is uniformly distributed in $[0,pi)$
- $A(at)$ is WSS
I must calculate the statistical averages and autocorrelation of the random process:
$$X(t)=A(at)cos(2pi f_0t+Phi)$$
I started to define the integral
$$E[X(t)]=frac1piint_0^pi A(at)cos(2pi f_0t+phi)dphi$$ but I think is wrong because i don't know how to consider the process $A(at)$
stochastic-processes expectation random correlation means
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up vote
1
down vote
favorite
I have two random process:
$$A(at)$$
$$cos(2pi f_0t+Phi)$$ with these hypothesis:
- $a$ and $f_0$ are constant
- $Phi$ is uniformly distributed in $[0,pi)$
- $A(at)$ is WSS
I must calculate the statistical averages and autocorrelation of the random process:
$$X(t)=A(at)cos(2pi f_0t+Phi)$$
I started to define the integral
$$E[X(t)]=frac1piint_0^pi A(at)cos(2pi f_0t+phi)dphi$$ but I think is wrong because i don't know how to consider the process $A(at)$
stochastic-processes expectation random correlation means
add a comment |Â
up vote
1
down vote
favorite
up vote
1
down vote
favorite
I have two random process:
$$A(at)$$
$$cos(2pi f_0t+Phi)$$ with these hypothesis:
- $a$ and $f_0$ are constant
- $Phi$ is uniformly distributed in $[0,pi)$
- $A(at)$ is WSS
I must calculate the statistical averages and autocorrelation of the random process:
$$X(t)=A(at)cos(2pi f_0t+Phi)$$
I started to define the integral
$$E[X(t)]=frac1piint_0^pi A(at)cos(2pi f_0t+phi)dphi$$ but I think is wrong because i don't know how to consider the process $A(at)$
stochastic-processes expectation random correlation means
I have two random process:
$$A(at)$$
$$cos(2pi f_0t+Phi)$$ with these hypothesis:
- $a$ and $f_0$ are constant
- $Phi$ is uniformly distributed in $[0,pi)$
- $A(at)$ is WSS
I must calculate the statistical averages and autocorrelation of the random process:
$$X(t)=A(at)cos(2pi f_0t+Phi)$$
I started to define the integral
$$E[X(t)]=frac1piint_0^pi A(at)cos(2pi f_0t+phi)dphi$$ but I think is wrong because i don't know how to consider the process $A(at)$
stochastic-processes expectation random correlation means
edited Aug 19 at 9:44
asked Aug 19 at 9:26
Andrea Bellizzi
1064
1064
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