Let wt denote a wide sense stationary gaussian noise, Basic Statistics

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Let wt denote a wide sense stationary gaussian noise

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?

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Basic Statistics: Let wt denote a wide sense stationary gaussian noise

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Basic Statistics: Let wt denote a wide sense stationary gaussian noise

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