SOLVED: The power spectral density Sx(f) of a wide sense stationary (WSS) process X(t) is defined as the Fourier transform of its autocorrelation function Rx(t). Show the following relations: [10 points] Let X(t) be a zero-mean process, that is, E[X(t)] = 0. Set Z(t) = X(t) b, where b is a real parameter. Show that Rz(t) = Rx(t) b and Sz(f) = Sx(f) b^2(f).(b) [10 points] If A(t) is a WSS process such that RA(t) = -RA(t), then SA(f) = 4r^2f^2Sx(f).Here, R” denotes the second derivative of R
SOLVED: The power spectral density Sx(f) of a wide sense stati…
May 13, 2022
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