Determine the probability density function of xp

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A Gaussian random process having a mean value of 2 and a variance of 4 is passed through an ideal half-wave rectifier.

a) Let Xp (t) represent the random process at the output of the half-wave rectifier if the positive portions of the input appear in the output. Determine the probability density function of Xp (t) .

b) Let Xn (t) represent the random process at the output of the half-wave rectifier if the negative portions of the input appear in the output. Determine the probability density function of Xn (t) .

c ) Determine the probability density function of Xp (t) Xn (t) .

Reference no: EM13227386

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