Question: Given the random process X t = aW t + bW t+1 for different values of a and b. Calculate the power spectral density of

Given the random process X_t = aW_t + bW_t+1 for different values of a and b.

Calculate the power spectral density of the signal for different values of a and b using Wiener-Khinchin Theorem. (find mean function and autocovariance first)

Describe what happens when a and b is varied.

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