A random process X(t) is applied to a system with impulse response: h(t) = te-btu(t) %3D where b > 0 is a constant. The cross-correlation of X(t) with the output 5. Y(t) is known to have an expression: Rxy (T) = te-bru(t) %3D Determine the autocorrelation of output Y(t).

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter4: Eigenvalues And Eigenvectors
Section4.6: Applications And The Perron-frobenius Theorem
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A random process X(t) is applied to a system with impulse response:
h(t) = te-btu(t)
%3D
where b > 0 is a constant. The cross-correlation of X (t) with the output
5.
Y(t) is known to have an expression:
Rxy (t) = te-btu(t)
Determine the autocorrelation of output Y(t).
Transcribed Image Text:00 A random process X(t) is applied to a system with impulse response: h(t) = te-btu(t) %3D where b > 0 is a constant. The cross-correlation of X (t) with the output 5. Y(t) is known to have an expression: Rxy (t) = te-btu(t) Determine the autocorrelation of output Y(t).
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