verify that (a) Rxx (t) = Ryy (T) b) Rxy (t) = Rxx (7), where Rxx (T) is the Hilbert Transform of Rxx (t).

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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1
xX (t). The
It t
The Hilbert Transform of a signal X (t) is defined as X (t) =
%3D
system which finds Hilbert Transform is a quadrature phase shifting filter, i.e.
it provides - T/2 phase shift. Its Transfer function is H (@) = – J. Sgn (0),where
Sgn (@) is Signum function. If X (t) and Y (t) are two WSS random processes
which are the ilp and o/p of a quadrature phase shifting network respectively,
verify that
(a) Rxx (T) = Ryy (7)
%3D
(b) Rxy (t) = Rxx (T), where Rxx (7) is the Hilbert Transform of Rxx (t).
XX
XX
Transcribed Image Text:1 xX (t). The It t The Hilbert Transform of a signal X (t) is defined as X (t) = %3D system which finds Hilbert Transform is a quadrature phase shifting filter, i.e. it provides - T/2 phase shift. Its Transfer function is H (@) = – J. Sgn (0),where Sgn (@) is Signum function. If X (t) and Y (t) are two WSS random processes which are the ilp and o/p of a quadrature phase shifting network respectively, verify that (a) Rxx (T) = Ryy (7) %3D (b) Rxy (t) = Rxx (T), where Rxx (7) is the Hilbert Transform of Rxx (t). XX XX
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