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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