3. A white Gaussian noise signal W (t) with autocorrelation function it passes through a linear filter invariant in time h (t). Calculate the average power of the exit process Y (t) knowing that
3. A white Gaussian noise signal W (t) with autocorrelation function it passes through a linear filter invariant in time h (t). Calculate the average power of the exit process Y (t) knowing that We w...
3. A white Gaussian noise signal W (t) with autocorrelation function it passes through a linear filter invariant in time h (t). Calculate the average power of the W(T) J-oo h2 (t) dt = 1 exit process Y (t) knowing that 3. A white Gaussian noise signal W (t) with autocorrelation function it passes through a linear filter invariant in time h (t). Calculate the average power of the W(T) J-oo h2 (t) dt = 1 exit process Y (t)...
5.57 Let np(t) be a zero-mean white Gaussian noise with the power spectral density 20 let this noise be passed through an ideal bandpass filter with the bandwidth 2W centered at the frequency fe. Denote the output process by nt). 1. Assuming fo fe, find the power content of the in-phase and quadrature components of n(t). We were unable to transcribe this image 5.57 Let np(t) be a zero-mean white Gaussian noise with the power spectral density 20 let this...
neat writing please 13.7 Let X(t) be a Gaussian white noise with variance o2. It is filtered by a perfect lowpass filter with magnitude HW) = 1 for w<w, and (HW) = 0 for low . What is the autocorrelation function of the filtered signal?
1) Random Processes: Suppose that a wide-sense stationary Gaussian random process X (t) is input to the filter shown below. The autocorrelation function of X(t) is 2xx (r) = exp(-ary Y(t) X(t) Delay a) (4 points) Find the power spectral density of the output random process y(t), ΦΥΥ(f) b) (1 points) What frequency components are not present in ΦYYU)? c) (4 points) Find the output autocorrelation function Фуу(r) d) (1 points) What is the total power in the output process...
11.8 A linear system has a transfer function given by H(W) + 15w+50 Determine the power spectral density of the output when the input function is a. a stationary random process X(t) with an autocorrelation function, Rxx(t)=10e ! b. white noise that has a mean-square value of 1.2 V/Hz
Q1) Let X(t) be a zero-mean WSS process with X(t) is input to an LTI system with Let Y(t) be the output. a) Find the mean of Y(t) b) Find the PSD of the output SY(f) c) Find RY(0) ------------------------------------------------------------------------------------------------------------------------- Q2) The random process X(t) is called a white Gaussian noise process if X(t) is a stationary Gaussian random process with zero mean, and flat power spectral density, Let X(t) be a white Gaussian noise process that is input to...
Problem 5 (LSM5) (20 pts) A WSS noise process z(t) with power spectral density Ser(ju) VAre is passed through an LTI system with frequency response H(ju) 2 Denote the output of the systeru by y(t). Determine the following: (a) The correlation function R ) of r; (b) The power P, of a; (c) The power spectral density Sy ju) of y. Note: Problem 5 (LSM5) (20 pts) A WSS noise process z(t) with power spectral density Ser(ju) VAre is passed...