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Let X(t) be a WSS random process with a mean value of Zero and auto-covariance function Ca(t) =exp(-8t). The power spectral density of X() can be found as

Let X(t) be a WSS random process with a mean value of Zero and auto-covariance function Ca(t) =exp(-8t). The power spectral density of X() can be found as

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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Let X(t) be a WSS random process with a mean value of Zero and auto-covariance function Co(t) =exp(-8/t). The power spectral density of X() can be found as con Select one: O a. 4/(4+4(nf)) A Oc 12/36-4(Tt)-) b. 16/(64-4(nf)) Od 8/(16+4(nf)) Clear my choice
Transcribed Image Text:Let X(t) be a WSS random process with a mean value of Zero and auto-covariance function Co(t) =exp(-8/t). The power spectral density of X() can be found as con Select one: O a. 4/(4+4(nf)) A Oc 12/36-4(Tt)-) b. 16/(64-4(nf)) Od 8/(16+4(nf)) Clear my choice
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