Find the psd of the filtered signal plus noise

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Reference no: EM131220530

The sum of two independent random processes with PSDs

are input to a LTI filter.

(a) Determine the Wiener smoothing filter. That is, find the impulse response of the filter that produces an output that is an MMSE estimate ofS(t) .

(b) Find the PSD of the filtered signal plus noise.

Reference no: EM131220530

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