If Sxx (@) is a psd of the WSS random process X(t), then XX 1 277 [ Sxx (@)dw = A{E[X²(1)]} = R₂x (0) (or) the time average of the mean square value of a WSS random process equals the area under the curve of the power spectral density.

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Prove the following 

If S (@) is a psd of the WSS random process X(t), then
XX
2 1/72 [ Sxx (@)dw = A{E[X² (1)]} = R₁ (0)
XX
2π
(or) the time average of the mean square value of a WSS random process equals the area
under the curve of the power spectral density.
Transcribed Image Text:If S (@) is a psd of the WSS random process X(t), then XX 2 1/72 [ Sxx (@)dw = A{E[X² (1)]} = R₁ (0) XX 2π (or) the time average of the mean square value of a WSS random process equals the area under the curve of the power spectral density.
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