Prove that if a continuous-time white noise random process with ACF rū(t) = (№₁/2)8(t) is input to an LTI system with impulse response h(t), then the ACF of the output random process is No rx(t) = N * h(t)h(t + t)dt. 2 <-00

Prove that if a continuous-time white noise random process with ACF rū(t) = (№₁/2)8(t) is input to an LTI system with impulse response h(t), then the ACF of the output random process is No rx(t) = N * h(t)h(t + t)dt. 2 <-00

Introductory Circuit Analysis (13th Edition)

13th Edition

ISBN:9780133923605

Author:Robert L. Boylestad

Publisher:Robert L. Boylestad

Chapter1: Introduction

Section: Chapter Questions

Problem 1P: Visit your local library (at school or home) and describe the extent to which it provides literature...

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Question

6- Prove that if a continuous-time white noise random process with ACF r(t) = (N₁/2)8(t) is
input to an LTI system with impulse response h(t), then the ACF of the output random process
is
No
Tx(t) = 1/2 hh(t)
<-00
h(t)h(t + t)dt.

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