A wide sense stationary process xt with autocorrelation


A wide sense stationary process X(t) with autocorrelation function RX (τ ) = 100e-100|τ | is the input to an RC filter with impulse response

The filter output process has average power E[Y2(t)] = 100.

(a) Find the output autocorrelation RY (τ ).

(b) What is the value of RC?

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Basic Statistics: A wide sense stationary process xt with autocorrelation
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