Question: The autocorrelation function of a random process is given by [R_{x}(tau)=A cos omega tau ; quad-frac{tau}{2 omega} leq tau leq frac{pi}{2 omega}] where (A) and
The autocorrelation function of a random process is given by
\[R_{x}(\tau)=A \cos \omega \tau ; \quad-\frac{\tau}{2 \omega} \leq \tau \leq \frac{\pi}{2 \omega}\]
where \(A\) and \(\omega\) are constants. Find the power spectral density of the random process.
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To find the power spectral density we need to take the Fourier transform ... View full answer
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