Wide-Sense Stationary (WSS) and Jointly WSS Processes: X(t) is a wide-sense stationary (WSS) process with mean mu x = 0 and autocorrelation Rx(tau). Y(t) is a stochastic process that is a scaled, time-shifted version of X(t), such that Y(t) = 2X(t – 1) + 3. Is X(t) stationary? Is Y(t) wide-sense stationary (WSS)? Is Y(t0 stationary? Explain briefly why or why not, for all 3 questions.


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