1、()()()(0)()()(0)(0)ssssssRRRaRas ts tRR 故()s t()s t()s t()()s tas ta2()()()()()0E s tas tE s tas t s t最小，也即11lim()()nnkX kE X kn 20()X tY()Xt1lim()()2TTTnx t dtX tT()X t1()()lim()()2TTTX tX tx tx t dtT0tX1(t)X2(t)X3(t)X4(t)Xn(t)集平均时间平均1lim()2TTTX t dtT11()niiX tn111lim()lim()2nTiTnTiXtX t dtnT()()xX
2、 tE X tmlim|()()|1TPX tE X t()()()()()xX tX tE X tX tRlim|()()()|1xTPX tX tR1()limcos()2Tcos sinlim0TXTTTTmX tatdtaTT22()()()1limcos()cos()coscos2T2XTTTTRX tX taattdtt与与2.2-4 比较比较()cos()X tatXTm()X TR()()xX tE X tm(),()0 xE XtmD Xt1()lim()21lim()2TTTTxTTE XtEXt dtTE XtdtmT 2()()()D X tEX tE X t21212
3、21lim()()4TTxTTTE X t X tdt dtmT2()xEX tm221lim()2TxTTEXt d tmT 2121221lim()4TTxxTTTRttdt dtmTTT-T0DCBA0G122t1t112212tttt121221220()14()22(2)()TTxTTxGTxRttdt dtRddTRd2201()lim(1)()22TxxTD X tRmdTT()()X tE X t()0D X t2201lim(1)()02TxxTRmdTT2201lim(1)()02TxxTRmdTT2201lim(1)()02TxxTRmdTT201(1)12TdTT222
4、0021(),11111(1)()21112111ln(12)ln(12)02xxTTTRmddTTTTTTTTT 令则（）220():0,1,2,1lim(1)()02NxxNkx kkkRkmNN随机序列L2,lim10*1AnAAAnPpnnnnnnnn 0An()xR2211101111lim(1)()()02()()()()()TXTBRdTTBE X tX tX tX t ()()()Y tX tX t2222()()()()XYRE X tX tE Y tm1111111()()()()()()()()()()()()YBE X tX tX tX tE X tX tX tX tE
5、 Y tY tR 2()X tY()X t22201lim(1)()02TxxTRmdTT2|2202202()1lim(1)()21lim(1)211lim(1)022xTxxTTTTTReRmdTTedTTeTT 自相关函数自相关函数代入公式代入公式因此，随机电报信号是均值各态历经的。因此，随机电报信号是均值各态历经的。cossinXtAtBt设A、B是均值为零、方差为 的独立正态随机变量。随机过程2的自相关函数为2()cosxR2202201lim(1)()21lim(1)cos02TxxTTTRmdTTdTT 11cossinXtatbt XtAB和11ab和221100221111lim()lim(cossin)221()2TTTTTTx t dtatbtdtTTab0t 001()lim()1()()()lim()()TxTTxTmX tX t dtTRX tX tX tX t dtT001()()()()()1()()TxxxxTmmX t dtTRRX tX tX tX t dtT
