Show that if x(t) is a stationary process with derivative x'(t), then for a given t the random variables x(t) and x'(t) are orthogonal and uncorrelated.
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A process \(x(t)\) is said to be stationary if its statistical properties do not change over time. This means that for any given time shift \(\tau\), the statistical properties of \(x(t)\) are the same as those of \(x(t + \tau)\). The derivative of \(x(t)\), Show more…
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