Generalize the results in Problem 12.3 to a zero-mean Gaussian noise process with power...

Generalize the results in Problem 12.3 to a zero-mean Gaussian noise process with power density spectrum Then derive the variance of the periodogram , as given by (12.1.38). (Hint Assume that the colored Gaussian noise process is the output of a linear system excited by white Gaussian noise. Then use the appropriate relations given in Appendix A.)

Reference: Problem 12.3: