In article [EMAIL PROTECTED],
Shahram Hosseini [EMAIL PROTECTED] wrote:
Hi everybody,
The discrete random process n(t), uniformly distributed in the interval
(-0.5,05), is filtered by a first order AR system to generate the
sequence s(t)=a*s(t-1)+n(t). What is the probability density function of
Hi everybody,
The discrete random process n(t), uniformly distributed in the interval
(-0.5,05), is filtered by a first order AR system to generate the
sequence s(t)=a*s(t-1)+n(t). What is the probability density function of
s(t)?
Thank you in advance for your help.
PS: I know that the answer can
