




2.3. a. Find the ACVF of the time series X, Z, +.3Z,-1- .4Z,-2, where (Z,) WN(0,...
6. (13 marks) where {U, } ~ WN(0,00) is Consider two independent AR(1) series< independent of {K} ~ WN(0,OF). Does their sum Z,-X,-X necessarily follow an AR(1) series? Prove or disprove. (Hint: Compare the causal representation of the sum to that of an AR(1) process)
6. (13 marks) where {U, } ~ WN(0,00) is Consider two independent AR(1) series
[4] 7. Let where X0-0 and Zt comes from WN (0, σ*). Find 7x (s, t)-Cor(X,, X,) for all positive integers s and t. From your result conclude that the process is not stationary.
[4] 7. Let where X0-0 and Zt comes from WN (0, σ*). Find 7x (s, t)-Cor(X,, X,) for all positive integers s and t. From your result conclude that the process is not stationary.
Find the mean of X,--0.7X-1 + Z, +4Z+Z-2-3
True False Question 9 Consider the discrete-time signal a[k] with Z-transform, 2+3z-1 X(z) = and ROC /z/ > . Use long-division to find the signal value x [2]. You find that z[2] = O-1 None of the listed answers 0.5 2.
E = { (z, y, z) 1-2-y-0, 0-x-y, 0 〈 z 〈 x +92} Evaluate (2+ y-4z) dV where Preview
Find the flux of the field F(x,y,z)=z² i +xj - 3z k outward through the surface cut from the parabolic cylinder z=1-yby the planes x = 0, x=2, and z=0. The flux is (Simplify your answer.)
2. (a) Prove that K = (Z/3Z)[x]/(x3 + 2x + 1) is a field. (b) Find all the roots of the polynomial f(t) = + + 2t +1 in K.
find A^-1 using the matrix of coefficient and
determinant method
5, x+y+ z= 5 x+y-4z = 10 -4x + y + z= 0
Find the disk of convergence of power series IM: (= –2+i)" 2" where, z = x + iy n=0
Suppose that (Wn: n 2 0) is an autoregressive sequence of order 1, so that for n 2 0, where the Z's are i.i.d. and independent of Wo. a) Express Wn as a function of Wo, Z1, , Zn Suppose that |ρ| 〈 1 and var(WD+var(ZI) 〈 OO b) Compute cov(Wm, Wn) for m, n 2 0 c) Prove that there exists a deterministic constant a for which as n -oo and compute a. (Hint: Compute var(Wn)) Suppose, in addition,...