Let X(t) be a zero-mean, stationary, Gaussian process with autocorrection
function Rx(τ). The process is applied to a square-law device,which is
2
defined by the input-output relation Y(t) = X(t)
Find the autocovariance function of Y(t) (i.e.,in terms of Rx(τ))?
2 2
這題算一算需要算到E[X(t1)X(t2)]就卡住不會算了
請高手指點一下，感謝
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