Let X(t) be a WSS process with autocorrelation function Assume that X(t) is input to a low-pass

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Let X(t) be a WSS process with autocorrelation function 1 1+772 RX(T) ==

Assume that X(t) is input to a low-pass filter with frequency response H(f) = 3 {" 0 |f| < 2 otherwise

Let Y (t) be the output.

a. Find S_X(f).

b. Find S_XY(f).

c. Find S_Y (f).

d. Find E[Y(t)²].

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Introduction To Probability Statistics And Random Processes

ISBN: 9780990637202

1st Edition

Authors: Hossein Pishro-Nik

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Question Posted: Nov 01, 2023 01:41 PM

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Let X(t) be a WSS process with autocorrelation function Assume that X(t) is input to a low-pass

Question:

1 1+7²72 RX(T) ==

Step by Step Answer:

a To find SXf we use the relationship between the power spectral density PSD and the autocorrelation ...View the full answer

Introduction To Probability Statistics And Random Processes

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