MSG800/MVE170 Basic Stochastic Processes Course Mail 6

Sent: Friday, November 25, 2011 7:18 PM

Hello!

1) Sections 6.6-6.7 in Hsu's book are not included in the course! (It is simply 
a mistake of mine that this is not mentioned in the CoursePM!)

2) Next Thursday 1 December from 3.15 pm - 5 pm in our usual room Euler
there will be held an extra lecture by myself that is intended to help students
who feel that they have insufficient background wrt. some math stuff like e.g.,
Fourier-transforms, convolutions, etc. Welcome!
 
3) During todays lecture Friday 25 November I begun an alternative solution 
of Problem 6.26 in Hsu's book using direct calculation of R_Y for the output Y
from an LTI system by means of Equation 6.62 in Hsu's book, just to show you
that it is usually simpler to use Fourier-transforms :) As this direct calculation
is so long I didn't have time to finish all details of it during my lecture, so ple-
ase find it attached in full detail as a pdf-document. 

Best regards, Patrik Albin