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Filtering Random Signals in LTI Systems by menguemengue is a document available to read on EtoBox.
The document discusses analyzing the statistical properties of the output of a linear time-invariant (LTI) system when excited by a wide-sense stationary (WSS) random input signal. It shows that the output signal will also be WSS, and derives expressions for its mean, autocorrelation function (ACF), cross-correlation with the input, and power spectral density (PSD) in terms of the input signal and system transfer function. The average power of the output can be calculated from either the ACF or by integrati
- Author
- menguemengue
- Language
- EN