


Consider the nonhomogenous system a' (t) = A(t)x(t) + B(t), where A(t) and B(t) are continuous...
324. Consider the random process X(t) = A + Bt2 for - <t < oo, where A and B are two statistically independent Gaussian random variables, each with zero mean and variance o?. a) Plot two sample functions of X(t). b) Find E{X(0)} c) Find the autocorrelation function Rx(t,t +T). d) Find the pdf of the random variable Y = X(1). e) Is X(t) a Gaussian process? Prove your result.
(b) Consider continuous-time signals xi(t) and x2(t) respectively given as (t +1 -1 <t<o x1(t) = { 2 Ost<2 , I 0 otherwise x2(t) = u(t) – uſt – 2). Find the convolution xı(t) * x2(t). (15 marks)
(5) Let qe Q. Suppose that a <b, 0<c<d, and that f : [a, b] → [c, d]. If f is integrable on [a,b], then prove that * (t)dt) = f'(x) for all 3 € (a, b).
Let T be a bounded subset of R and let S CT. Prove that supS < supT.
sin (x - 1) x-TT x <T Given f(x) = x2 · Tex + 1, x > Determine if the graph is continuous at it (Show all work)
Exercise 4.9.15. Find a continuous function defined in the region (x/2)+(/3)< 1 (i.e., the interior of an ellipse) that has neither a marimum nor a minimum but is bounded.
Problem 2 Consider a continuous-time LTI system whose frequency response is given by 2 sin(40 (a) Find the impulse response, h(t) of the system (b) Determine the outputy() =x(t)*h(t) of the system given an input x(f)--1, ț < 8 4 otherwise 0,
(1 point) Consider the ordinary differential equation d2G 05 - G = 8(x – xo) on - < x < 0 dr2 where 8 is the delta function. Find the continuous solution G = G(x) such that limz+- G(x) = 0 and limz-40 G(x) = 0. The function u = G(x) is given by G= G for – 0 < x < XO, G = for Xo < x < 0. In your answers, type coas x0.
4. Consider the process X+ = Vaw (t/a), where a is a positive constant. Calculate Var[X/(t+u) - X+(t)], where u > 0. Is X, a Brownian motion?
Consider a Markov chain with transition matrix where 0< a, b,c <1. Find the stationary distribution.