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Unformatted text preview: R X ( τ ) = (1  τ  /T ) ²or  τ  < T and zero elsewhere. (a) ±ind S Y ( f ). (b) ±ind R Y ( τ ). (c) ±ind E [ Y 2 ( t )]. 8. The input into a Flter is zeromean white noise with noise power density N / 2. The Flter has trans²er ²unction H ( f ) = 1 1 + j 2 πf (a) ±ind S Y,X ( f ) and R Y,X ( τ ) . (b) ±ind S Y ( f ) and R Y ( τ ). (c) What is the average power o² the output? 9. (a) A WSS Gaussian random process X ( t ) is applied to two linear systems as shown in the ²ollowing Fgure. ±ind an expression ²or the joint pd² o² Y ( t 1 ) and W ( t 2 ). (b) Evaluate part a i² X ( t ) is white Gaussian noise. h 1 ( t ) h 2 ( t ) X ( t ) Y ( t ) W ( t ) 2...
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 Winter '10
 khkjk
 Autocorrelation, Stationary process, Wiener–Khinchin theorem, WSS random process

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