Determine the power spectral density of the process

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Reference no: EM131280043

Consider the stochastic process

where W(t) is a white-noise process of power spectral density N0/2 and the parameters a and t0 are constants.

a. Determine the autocorrelation function of the process X(t), and sketch it.

b. Determine the power spectral density of the process X(t), and sketch it.

Reference no: EM131280043

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