Consider a WSS process X (t) with Auto correlation function Rxx (t) and power d pectrum Sxx (@). Let X'(t) X (t). Verify that dt %3| a) Ry'x'(t) = - Rxx (t) d? (b) Rxx (1) = Rxx (7) d RXx (t) %3D

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Consider a WSS process X (t) with Auto correlation function Rxx (t) and power
d
spectrum Sxx (@). Let X'(t) =
di * (t). Verify that
ca) Rx'x'(1) = - -
RXx (t)
d
(b) Rxx (t) =
d7*xx (t)
Transcribed Image Text:Consider a WSS process X (t) with Auto correlation function Rxx (t) and power d spectrum Sxx (@). Let X'(t) = di * (t). Verify that ca) Rx'x'(1) = - - RXx (t) d (b) Rxx (t) = d7*xx (t)
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