Consider a two-valued signal (t) {A,A}. Assume that the probability that (t) switches during the time

Consider a two-valued signal ƒ(t) ∈ {−A,A}. Assume that the probability that ƒ(t) switches during the time interval dt is constant and given by νdt.

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(a) Sow that the autocorrelation function C(t) = f (to)f (to + 1)) - (f(to)) (f(to + 1)), where the angular brackets denote average over to, is given by C(t) = A exp(-2v|t]). (b) Find the power spectrum, S(w), of the signal f(t) by Fourier transform of the autocorrelation derived in (a). (c) Establish the behaviour of S() for w 0 and for