The process x() is normal with zero mean. Show that if y(1) = x²(1), then Sy(w) = 2π R²(0)8 (w) + 25x (w) * S₂ (w) Piot S, (w) if S, (w) is (a) ideal LP, (b) ideal BP.

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**Problem 9-41**

The process \( x(t) \) is normal with zero mean. Show that if \( y(t) = x^2(t) \), then

\[
S_y(\omega) = 2\pi R_x^2(0)\delta(\omega) + 2S_x(\omega) * S_x(\omega)
\]

**Task:**

Plot \( S_y(\omega) \) if \( S_x(\omega) \) is 
(a) an ideal low-pass filter (LP), 
(b) an ideal band-pass filter (BP).
Transcribed Image Text:**Problem 9-41** The process \( x(t) \) is normal with zero mean. Show that if \( y(t) = x^2(t) \), then \[ S_y(\omega) = 2\pi R_x^2(0)\delta(\omega) + 2S_x(\omega) * S_x(\omega) \] **Task:** Plot \( S_y(\omega) \) if \( S_x(\omega) \) is (a) an ideal low-pass filter (LP), (b) an ideal band-pass filter (BP).
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