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Consider a random process Z t X t

Consider a random process Z (t) = X (t) + Y (t).

(a) Find an expression for SZZ (f) in terms of SXX (f), SYY (f) and SXY (f).

(b) Under what conditions does SZZ (f) = SXX (f) + SYY (f)?

(a) Find an expression for SZZ (f) in terms of SXX (f), SYY (f) and SXY (f).

(b) Under what conditions does SZZ (f) = SXX (f) + SYY (f)?

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