9.37 Consider the LSI system shown in Figure P9.37. Let X(t) and N(t) be WSS and mutually uncorrelated with power spectr

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9 37 Consider The Lsi System Shown In Figure P9 37 Let X T And N T Be Wss And Mutually Uncorrelated With Power Spectr 1 (21.43 KiB) Viewed 61 times

9.37 Consider the LSI system shown in Figure P9.37. Let X(t) and N(t) be WSS and mutually uncorrelated with power spectral densities Sxx(w) and Sun(w) and zero means. Nit) X(t) Yin) ht) Figure P9.37 (a) Find the psd of the output y(t). (b) Find the cross-power spectral density of X and Y, that is, find Sxy(w) and Syx(w). (e) Define the error e(t) y(t) - X(t) and evaluate the psd of E(t). (d) Assume that h(t) = að(t) and choose the value of a which minimizes E[8 (t)) = Rec(0)