Ω 


3

5    

* 26  

* 5 
* 2 7 7 
* 5 

       

"   $- /  8       


f X (t1 ) X (t2 )..... X (tn ) ( x1, x2 ,.....xn ) 

         $- /7 

4

     6

1     X (t ) = A cos(ω0t + θ ) 

1
θ            
2π
       

9

1     X (t ) = 2 X 

$      ;'<  

     


:

    

    

∞

E[ X (t1 )] = µ x (t1 ) =
³
−∞
xf X (t1 ) ( x)dx 



'

  1          
  X (t ) = A cos(ω0t + θ )   θ      
[0,2π ) 
∞

E[ X (t1 )] =
³
−∞
xf X (t1 ) ( x )dx 

  1        X (t ) = 2 X 

$      ;'<

∞

E[ X (t1 )] =
³
−∞
xf X (t1 ) ( x )dx 



       
∞ ∞

RXX (t1, t2 ) = E[ X (t1 ) X (t2 )] =

³³
−∞ −∞
x1x2 f X (t1 ) X (t2 ) ( x1 , x2 )dx1dx2 

2    6 RX (t1 , t2 ) 



1              

   X (t ) = A cos(ω0t + θ ) 


2π

RXX (t , t + τ ) =
³
0
A cos(ω0t + θ ) A cos(ω0 (t + τ ) + θ ) ( 21π ) dθ

2π
2

³
A
= cos(ω0t + θ )(ω0 (t + τ ) + θ )dθ
2π
0
2π
2

³
A 1 1
= cos(ω0τ ) + cos(ω0 (2t + τ ) + 2θ )dθ
2π 2 2
0

A2
= cos(ω0τ ) 
2


# 6           

          





1              

   X (t ) = 2 X 

RXX (t1, t2 ) = E[ X (t1 ) X (t2 )]


= E [ (2 X )(2 X )] = E ª¬ 4 X 2 º¼




      

RXX (t1, t2 ) = RX (0) = E[ X (t ) X (t )]

 2

= E[ X (t )]


           


RX (τ ) = RX (−τ ) 


              

τ = 0 
RX (0) ≥ RX (τ ) 

& "              *

 
∞

SX ( f ) =
³
−∞
RX (τ )e − j 2π f τ dτ ≥ 0 

S X ( f )  . 2 1 -.21/  

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