Asked by Rakesh
A zero-mean Gaussian random process has an auto-correlation function
R_XX (τ)={■(13[1-(|τ|⁄6)] |τ|≤6@0 elsewhere)┤
Find the covariance function necessary to specify the joint density of random variables defined at times t_i=2(i-1),i=1,2,…,5. Give the covariance matrix for the X_i=X(t_i ).
R_XX (τ)={■(13[1-(|τ|⁄6)] |τ|≤6@0 elsewhere)┤
Find the covariance function necessary to specify the joint density of random variables defined at times t_i=2(i-1),i=1,2,…,5. Give the covariance matrix for the X_i=X(t_i ).
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