**Reposting this again, as I was asked to post this on a homework forum**
1. Homework Statement
Hi,
I am trying to solve this math equation (that I found on a paper) on finding the variance of a noise after passing through an LTI system whose impulse response is h(t)
X(t) is the input noise...
Homework Statement
I am computing the auto correlation and spectral density functions of the following signal:
$$f(t)=Ae^{-ct}sin(\omega t)$$
$$AutoCorrelation = R_x(\tau) = \int_{-\infty}^{\infty} f(x)f(x+\tau) \cdot \frac{1}{T} dx$$
$$SpectralDensity = S_x(\omega) = \frac{1}{2\pi}...
I am confused at one point. The coin flipping Bernoulli Process has a probability of p of getting HEADS and a probability of 1-p of getting TAILS. Let's define a random variable x[n], which takes the value +1 when it is a HEADS, and -1 when it is a TAILS. The mean or estimation of x[n] becomes...
Hello, I have a question on Autocorrelation of OLS model.
So I encountered a autocorrelation error, and use Cochrane - Orcutt Two-step Procedure(CORC) to fix it. And my OLS became GLS. And I have no idea how to interpret the coefficient on my initial X and Y with the new model. I mean something...
Hello everyone.
Iam a little bit confused about the autocorrelation and using Matlab so I hope someone can help me out.
As far as understand Matlab computes the sampled autocorrelation where the lag between the samples is given by x(n)* x(n-l).
Buy what if the autocorrelation depends on the...