X(t) is a stationary random process with autocorrelation function R x (τ) = exp(-πτ 2 ). This process is passed through the system shown below. The power spectral density of the output process Y(t) is

Correct Answer is : (4π2f2 + 1) exp(-πf2)

GATE Electronics and Communications (EC) 2011 Solved Paper

Question : 38 of 65

Marks: +1, -0

X(t) is a stationary random process with autocorrelation function R_x(τ) = exp(-πτ²). This process is passed through the system shown below. The power spectral density of the output process Y(t) is

(4π²f² + 1) exp(-πf²)
(4π2f2 - 1) exp(-πf2)
(4π2f2 + 1) exp(-πf)
(4π2f2 - 1) exp(-πf)

Validate

Go to Question:

Prev Question

Next Question