A certain LTI system has an input/ output relationship given by (a) Find the output autocorrelation, RYY
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(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?
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Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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