(i) Find the auto-correlation of Y(t).

Linear Algebra: A Modern Introduction
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ISBN:9781285463247
Author:David Poole
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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 network
with impulse response h(t) = u(t) exp (-bt)
where b > 0 is a constant. The cross-
correlation of X(t) with the output Y(t) is known
to have the same form,
Ryy(t) = u(t)t exp(-bt)
(i)
Find the auto-correlation of Y(t).
Transcribed Image Text:A Random process X(t) is applied to a network with impulse response h(t) = u(t) exp (-bt) where b > 0 is a constant. The cross- correlation of X(t) with the output Y(t) is known to have the same form, Ryy(t) = u(t)t exp(-bt) (i) Find the auto-correlation of Y(t).
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