Consider a random process Z (t) = X (t) + Y (t). (a) Find an expression for

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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)?

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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 12:12 AM

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Consider a random process Z (t) = X (t) + Y (t). (a) Find an expression for

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a RZZ t E Z t Z t E X t Y t X t Y t R XX ...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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