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stationary random process X (t) has a spectral density Sxx (@) = 16 and + 16 an independent stationary process Y (t) has the spectral density %3D Syy (@) = - Assuming X (t) and Y (t) are of zero mean, find %3D f + 16 (a) PSD of U (t) = X (t) + Y (t) (b) Sxy (@) and Sxu(@)

stationary random process X (t) has a spectral density Sxx (@) = 16 and + 16 an independent stationary process Y (t) has the spectral density %3D Syy (@) = - Assuming X (t) and Y (t) are of zero mean, find %3D f + 16 (a) PSD of U (t) = X (t) + Y (t) (b) Sxy (@) and Sxu(@)

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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A stationary random process X (t) has a spectral density Sxx (@) = 16 and + 16 an independent stationary process Y (t) has the spectral density Syy (@) =: Assuming X (t) and Y (t) are of zero mean, find %3D of + 16 (a) PSD of U (t) = X (t) + Y (t) (b) Sxy (@) and Sxu(@) %3D CS Scanned with CamScanner
Transcribed Image Text:A stationary random process X (t) has a spectral density Sxx (@) = 16 and + 16 an independent stationary process Y (t) has the spectral density Syy (@) =: Assuming X (t) and Y (t) are of zero mean, find %3D of + 16 (a) PSD of U (t) = X (t) + Y (t) (b) Sxy (@) and Sxu(@) %3D CS Scanned with CamScanner
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