A wide sense stationary random process X(t) with autocorrelation function R (τ)=e^(-2|τ| ), is applied to the input of a linear time invariant system with impulse response h(t)=e^(-3t) for t > 0. Find the power spectral density and the autocorrelation function of the output Y(t)

A wide sense stationary random process X(t) with autocorrelation function R (τ)=e^(-2|τ| ), is applied to the input of a linear time invariant system with impulse response h(t)=e^(-3t) for t > 0. Find the power spectral density and the autocorrelation function of the output Y(t)

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images - A wide sense stationary random process X(t) with autocorrelation function R (τ)=e^(-2|τ| ), is applied to the input of a linear time invariant system with impulse response h(t)=e^(-3t) for t > 0. Find the power spectral density and the autocorrelation function of the output Y(t)

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