(i) Find the auto-correlation of Y(t).

Elementary Linear Algebra (MindTap Course List)
8th Edition
ISBN:9781305658004
Author:Ron Larson
Publisher:Ron Larson
Chapter5: Inner Product Spaces
Section5.CR: Review Exercises
Problem 62CR
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A Random process X(t) is applied to a network
with impulse response h(t) = u(t) exp (-bt)
where b > 0 is a constant. The cross-
correlation of X(t) with the output Y(t) is known
to have the same form,
Ryy(t) = u(t)t exp(-bt)
(i)
Find the auto-correlation of Y(t).
Transcribed Image Text:A Random process X(t) is applied to a network with impulse response h(t) = u(t) exp (-bt) where b > 0 is a constant. The cross- correlation of X(t) with the output Y(t) is known to have the same form, Ryy(t) = u(t)t exp(-bt) (i) Find the auto-correlation of Y(t).
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