Autocorrelation of Uniformly Distributed Random Variable in the Interval (0,T)

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SUMMARY

The discussion focuses on finding the autocorrelation function R_x(t_1, t_2) for a uniformly distributed random variable C in the interval (0, T), where X(t) is defined as U(t - C), with U being the unit step function. The key equation derived is R_x(t_1, t_2) = (1/T) ∫_0^T U(t_1 - c) U(t_2 - c) dc. The integration process involves dividing the interval into three distinct parts based on the values of t1 and t2 to evaluate the product of the shifted unit step functions.

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Homework Statement


The random variable C is uniform in the interval (0,T). Find the autocorrelation
R_x(t_1,t_2) if X(t) = U(t-C) where U is a unit step function.

Homework Equations


The Attempt at a Solution



R_x (t_1,t_2) = \int_{-\infty}^{\infty} U(t_1-c) U(t_2-c) f(c) dc

R_x (t_1,t_2) = \frac{1}{T}\int_0^T U(t_1-c) U(t_2-c) dc

I get stuck here. How do you integrate two shifted unit step functions?
 
Last edited:
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By first thinking about them :smile:
Divide the interval into three parts (assuming t1 < t2)
  1. c < t1
  2. t1 < c < t2
  3. t2 < c
On each of these, what are the values of the step functions? What is their product? Now split the integral and do each part separately.
 
Oh yeah, THANKS!
 

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