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Thread: Electrical Engineering Random Process

  1. #1
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    Electrical Engineering Random Process




    The question is below.

    A Random Process is given by X(t) = St + A. for t>=0 and X(t) = 0 for t<0. S is a zero-mean Gaussian RV with standard deviation 2, i.e., S~N(0,2). A is a uniform RV on [0,10]. S and A are independent.
    a. Find the mean value of the RP.
    b. Find the variance of the RP.
    c. A sample function, x(t), from the RP is observed to have values x(2) = 10, and x(4) = 20. Find the value of the sample function at t = 8.


    My work is attached Thank you for the help checking I doubt I did it correctly!
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  2. #2
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    Re: Electrical Engineering Random Process

    a & b) Look up standard properties of expectation and variance; the exact distributions do not matter here.

    c) Irrespective of the distributional assumptions on S and A, for every scenario the trajectory of X(t) is a line. Use that.

  3. #3
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    Re: Electrical Engineering Random Process

    All three are wrong?

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    Re: Electrical Engineering Random Process

    Your answers look fine to me.
    I don't have emotions and sometimes that makes me very sad.

  5. #5
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    Re: Electrical Engineering Random Process


    Ok, Thank you Dason!

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