A stationary random process z(ζ,t) with the mean m¹
(1)
= 0, and the standard deviation στ
= 1 has
the autocorrelation function
Szz (t) =
ke-alt + c
Let a random process y (ζ, t)
0
for t≤to
-t
y(ζ,τ)
=
z(ζ)d for t > to
to
a) Determine the constants k and c.
b) Determine the cross-correlation function Szy (t1, t2) = E{z(, t₁) y (, t₂)}
c) Is the process y (ζ, t) at least weak stationary? Give a reason.
