Exercise 3. A WSS process X(t) with autocorrelation function Rx(+) = e-2/(207) is passed through an LTI system with transfer function H(w) = e-w²/(20). Denote the system output by Y(t, Find (a) Sxy(w) (b) RXY (T) (c) Sy (w) (d) Ry (T)
Exercise 3. A WSS process X(t) with autocorrelation function Rx(+) = e-2/(207) is passed through an LTI system with transfer function H(w) = e-w²/(20). Denote the system output by Y(t, Find (a) Sxy(w) (b) RXY (T) (c) Sy (w) (d) Ry (T)
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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Transcribed Image Text:Exercise 3.
A WSS process X(t) with autocorrelation function Rx(+) = e-2/(207) is passed through an LTI system
with transfer function H(w) = e-w²/(20). Denote the system output by Y(t, Find
(a) Sxy(w)
(b) RXY (T)
(c) Sy (w)
(d) Ry (T)
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