A wide sense stationary stochastic process

Reference no: EM131083357

A wide sense stationary stochastic process X(t) with autocorrelation function RX (τ ) = e^{-4|τ |} is the input to a linear time-invariant filter with impulse response

The filter output is Y(t).

(a) Find the cross spectral density S_XY (f).

(b) Find cross-correlation R_XY (τ)

Reference no: EM131083357

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