A certain LTI system has an input/ output relationship given by

(a) Find the output autocorrelation, RYY (Ï„), in terms of the input autocorrelation, RXX (Ï„).
(b) Find the output PSD, SYY (Ï„), in terms of the input PSD, SXX (Ï„).
(c) Does your answer to part (b) make sense in the limit as to †’ 0?

Transcribed Image Text:

r(t) = X(t)-X(t-to). 0