A stationary gaussian process with mean mx and variance

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Reference no: EM131281971

A stationary Gaussian process X(t), with mean mX and variance , is passed through two linear filters with impulse responses h1(t) and h2(t), yielding the processes Y(t) and Z(t), as shown in Figure.

Determine the necessary and sufficient conditions, for which Y(t1) and Z(t2) are statistically independent Gaussian processes.

1885_Figure 2.jpg

Reference no: EM131281971

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