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(Solved): An LTI filter with impulse response h(t)=e^(-t)u(t) is driven by zero-mean Gaussian white noise with ...
An LTI filter with impulse response h(t)=e^(-t)u(t) is driven by zero-mean Gaussian white noise with
PSD S_(W)(\omega )=(N_(0))/(2),N_(0)=0.8.
aS_(Y)(\omega )=|H(\omega )|^(2)S_(W)(\omega ).
b\sigma _(Y)^(2).
cR_(Y)(\tau ) in closed form.
dR_(Y)(\tau ) and indicate the lag where it drops to e^(-1) of its peak.