A stationary, Guassian process X (t) with zero and power spectral density Sx (f) is applied to

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A stationary, Guassian process X (t) with zero and power spectral density Sx (f) is applied to a linear filter whose impulse response b (t) is shown in Figure. A sample Y is taken if the random process at the filter at time T.

(a) Determine the mean and variance of Y.

(b) What is the probability density function ofY?

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Communication Systems

ISBN: 978-0471178699

4th Edition

Authors: Simon Haykin

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Question Posted: Feb 09, 2011 05:30 AM

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A stationary, Guassian process X (t) with zero and power spectral density Sx (f) is applied to

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a The filter output is YthT XtT dt 1 Put TTu Then t...View the full answer

Communication Systems

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