A stationary, Guassian process X (t) with mean ?X and variance ?2X is passed through two linear

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A stationary, Guassian process X (t) with mean ?X and variance ?2X is passed through two linear filters with impulse responses b1 (t) and b2 (t) yielding processes y (t) and Z (t), as shown in Figure.

(a) Determine the joint probability density function of the random variables Y (t1) and Z (t2).

(b) What conditions are necessary and sufficient to ensure that Y (t1) and Z (t2) are statistically independent?

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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 mean ?X and variance ?2X is passed through two linear

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a The random variable Yt obtained by observing the filter output of impul se response ht at time t i...View the full answer

Communication Systems

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