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
Hello,
I try to show that the following integral is not equal to
one unless x is independent of y and z:
Integral from -infinite to +infinite of
(p(x|y,z) p(y)/p(x)) dy
where p( ) represents the pdf of the variable.
Thank you for your help, Shahram.
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