(a) PSD of U (t) = X (t) + Y (t) (b) Sxy (@) and Sxy(@)

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16
and
o + 16
A stationary random process X (t) has a spectral density Sy (@)
an independent stationary process Y (t) has the spectral density
Syy (@) =
Assuming X (t) and Y (t) are of zero mean, find
o + 16
(a) PSD of U (t) = X (t) + Y (t)
(b) Sxy (@) and Sxu(@)
Transcribed Image Text:16 and o + 16 A stationary random process X (t) has a spectral density Sy (@) an independent stationary process Y (t) has the spectral density Syy (@) = Assuming X (t) and Y (t) are of zero mean, find o + 16 (a) PSD of U (t) = X (t) + Y (t) (b) Sxy (@) and Sxu(@)
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