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Консультация № 188684
19.01.2016, 21:02
0.00 руб.
19.01.2016, 23:33
0
2
1
Здравствуйте! Прошу помощи в следующем вопросе:
Определить корреляционную функцию K z (t1 , t 2 ) .
z (t ) = sin([$945$][$183$]t) cos([$946$][$183$]t) X (t ) + e[$945$][$183$]t + e[$946$][$183$]t + t + 1.
Определить корреляционную функцию K z (t1 , t 2 ) .
z (t ) = sin([$945$][$183$]t) cos([$946$][$183$]t) X (t ) + e[$945$][$183$]t + e[$946$][$183$]t + t + 1.
Обсуждение
20.01.2016, 19:48
общий
это ответ
Здравствуйте, nikita.novokhnov!
Пусть дана случайная функция
где, в свою очередь,
- случайная функция.
Требуется найти корреляционную функцию
Воспользуемся следующими свойствами корреляционной функции:
1) если случайную функцию умножить на неслучайную 
то корреляционная функция случайной функции умножится на 
2) если к случайной функции прибавить неслучайную, то её корреляционная функция не изменится.
Тогда
В частности, если
- элементарная случайная функция, 
- случайная величина, математическое ожидание которой равно нулю, 
- неслучайная функция, то
где
- дисперсия случайной величины 
С учётом формул (1), (2), получим
По-моему, так.
С уважением.
Пусть дана случайная функция
где, в свою очередь,
- случайная функция.Требуется найти корреляционную функцию
Воспользуемся следующими свойствами корреляционной функции:
1) если случайную функцию
умножить на неслучайную то корреляционная функция случайной функции умножится на 2) если к случайной функции прибавить неслучайную, то её корреляционная функция не изменится.
Тогда
В частности, если
- элементарная случайная функция, - случайная величина, математическое ожидание которой равно нулю, - неслучайная функция, тогде
- дисперсия случайной величины С учётом формул (1), (2), получим
По-моему, так.
С уважением.
Об авторе:
Facta loquuntur.
Facta loquuntur.
Форма ответа
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