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If X(t) is a WSS random process with psd S (@), then the psd of the derivative of XX X(t) is equal to ² times the psd Sxx (@).

If X(t) is a WSS random process with psd S (@), then the psd of the derivative of XX X(t) is equal to ² times the psd Sxx (@).

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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Prove the following 

If X(t) is a WSS random process with psd Sxx (@), then the psd of the derivative of X(t) is equal to ² times the psd Sxx (@).
Transcribed Image Text:If X(t) is a WSS random process with psd Sxx (@), then the psd of the derivative of X(t) is equal to ² times the psd Sxx (@).
That is, S..(a)=a²Sxx (@) XX XX
Transcribed Image Text:That is, S..(a)=a²Sxx (@) XX XX
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