问答题
设随机过程x(t)和y(t)是联合平稳的,它们的均值分别为μx和μy,自相关函数分别为rx(τ)和ry(τ)。
【正确答案】rz(r)=E[z(t)z(t+τ)]
=E[(x(t)+y(t))(x(t+τ)+y(t+τ))]
=rx(τ)+rxy(τ)+ryx(τ)+ry(τ)
【答案解析】
【正确答案】rz(τ)=E[z(t)z(t+τ)]
=E[(x(t)+y(t))(x(t+τ)+y(t+τ))]
=rx(τ)+μxμy+μyμx+ry(τ)
=rx(τ)+2μxμy+ry(τ)
【答案解析】
【正确答案】rz(τ)=E[z(t)z(t+τ)]
=E[(x(t)+y(t))(x(t+τ)+y(t+τ))]
=rx(τ)+ry(τ)
【答案解析】