4. If {X(t)} is a WSS process and if Y(t) = | h(u)X(t – u)du, then Ry,(T) = R„(T)* K(t), K(t) = h(t)*h(-t) | h(u)h(t + u)du %3D - 00

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
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Prove the property

4. If {X(t)} is a WSS process and if
Y(t) = | h(u)X(t – u)du, then
Ry,(T) = R„(T)*K(t), K(t) = h(t)*h(-t)
( h(u)h(t + u)du
%3D
- 00
Transcribed Image Text:4. If {X(t)} is a WSS process and if Y(t) = | h(u)X(t – u)du, then Ry,(T) = R„(T)*K(t), K(t) = h(t)*h(-t) ( h(u)h(t + u)du %3D - 00
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