(Contaminated Measurement You wish to "measuré a process § Xx, te Z? buut instead, due to measuve ment error, you get

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter4: Calculating The Derivative
Section4.4: Derivatives Of Exponential Functions
Problem 53E
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5.)( Contaminated Measurement
You wish to "measuré a process
ŞXe, te Z? but instead, due
to measuve ment error, you get
whre ç E, te Z? is white noive.
Suppose {X, teZ3 is covaniance
At ation any
with auto correlatim fandim
Pch), h> °, and Y(0) = ,
2
P(h), h> o
ro) =
and
suppose
Van (E,) = o.
Find the autocorrel ation functim of
{Yt, te Z}.
Transcribed Image Text:5.)( Contaminated Measurement You wish to "measuré a process ŞXe, te Z? but instead, due to measuve ment error, you get whre ç E, te Z? is white noive. Suppose {X, teZ3 is covaniance At ation any with auto correlatim fandim Pch), h> °, and Y(0) = , 2 P(h), h> o ro) = and suppose Van (E,) = o. Find the autocorrel ation functim of {Yt, te Z}.
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