3. If (X(t)} is a WSS process and if 00 Y(t) = | h(u) X(t – u)du, then - 00 (i) Ry (t) = R(T)* h(-t) and (ii) Ry, (T) = R,„(7)* h(T), where * denotes convolution. Also x. xy

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Prove the property

3. If {X(t)} is a WSS process and if
Y(t) = | h(u) X(t – u)du, then
- 0
(i) Ry (T) = R(7)* h(-t) and
(ii) Ry, (T) = Ry(T)* h(T), where * denotes convolution. Also
уу
xy
Transcribed Image Text:3. If {X(t)} is a WSS process and if Y(t) = | h(u) X(t – u)du, then - 0 (i) Ry (T) = R(7)* h(-t) and (ii) Ry, (T) = Ry(T)* h(T), where * denotes convolution. Also уу xy
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