Question: A zero-mean stationary process X (t) is applied to a linear filter whose impulse response is defined by a truncated exponential. Show that the power

A zero-mean stationary process X (t) is applied to a linear filter whose impulse response is defined by a truncated exponential. Show that the power spectral density of the filter output y (t) is defined by, where SX (f) is the power spectral density of the filterinput

Jae-", 0 stST l0, h(t) otherwise (1 - 2 exp(-aT) cos(2 mfT)

Jae-", 0 stST l0, h(t) otherwise (1 - 2 exp(-aT) cos(2 mfT) + exp(-2aT))Sx{f) Syifi a + 4f

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