A stationary, Guassian process X (t) with zero and power spectral density Sx (f) is applied to
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A stationary, Guassian process X (t) with zero and power spectral density Sx (f) is applied to a linear filter whose impulse response b (t) is shown in Figure. A sample Y is taken if the random process at the filter at time T.
(a) Determine the mean and variance of Y.
(b) What is the probability density function ofY?
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a The filter output is YthT XtT dt 1 Put TTu Then t...View the full answer
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