Suppose X (t) is a stationary zero- mean Gaussian random process with PSD, SXX (f). (a) Find

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Suppose X (t) is a stationary zero- mean Gaussian random process with PSD, SXX (f).
(a) Find Y (t) = X2 (t) the PSD of in terms of SXX (f).
(b) Sketch the resulting PSD if SXX (f) = rect (f /2B).
(c) Is WSS?

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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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Question Posted: Nov 20, 2015 12:13 AM

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Suppose X (t) is a stationary zero- mean Gaussian random process with PSD, SXX (f). (a) Find

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a R YY t t E Y tY t E X 2 tX 2 t E X 2 t E X 2 t 2E X tXt 2 R 2 ...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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