Question: Let X(t) be a real-valued WSS random process with autocorrelation function R X (). Show that the Power Spectral Density (PSD) of X(t) is given

Let X(t) be a real-valued WSS random process with autocorrelation function R_X(τ). Show that the Power Spectral Density (PSD) of X(t) is given by Sx(f) = Rx (7) cos(2n fr) dr. -

Sx(f) = Rx (7) cos(2n fr) dr. -

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