Calculate the mean and statistical power of the filter ouput


Assignment:

The continuous time random process x, WSS with mean mx = 2 V and PSD

Px(ƒ) = Po/B traiang (ƒ/B) + Poδ(ƒ - B) + mx2δ(ƒ), Po = 8V2

is input to a filter with frequency response G(f ) = G0 rect(f/B).

a) Find the mean and statistical power of the filter ouput y for G0 = -3 dB.

b) For G0 = 1, define the rp z as z(t) = x(t) - y(t). Find mean, PSD and statistical power of z. Is z a real valued rp?

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Basic Statistics: Calculate the mean and statistical power of the filter ouput
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