A wide sense stationary gaussian noise process

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Reference no: EM131083355

Let W(t) denote a wide sense stationary Gaussian noise process with µ_W = 0 and power spectral density S_W ( f ) = 1.

(a) What is R_W (τ ), the autocorrelation of W(t)?

(b) W(t) is the input to a linear time-invariant filter with impulse response

The filter output is Y(t). What is the power spectral density function of Y(t)?

(d) What is the expected value of the filter output?

Reference no: EM131083355

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