Question: The autocorrelation function of a stationary random process (x(t)) is given by [R_{x}(tau)=a e^{-b|tau|}] where (a) and (b) are constants. Find the power spectral density

The autocorrelation function of a stationary random process \(x(t)\) is given by

\[R_{x}(\tau)=a e^{-b|\tau|}\]

where \(a\) and \(b\) are constants. Find the power spectral density of \(x(t)\).

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