kb:wss_processes_lti_systems

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kb:wss_processes_lti_systems [2021-05-10 02:48] – ↷ Links adapted because of a move operation jaeyoungkb:wss_processes_lti_systems [2024-04-30 04:03] (current) – external edit 127.0.0.1
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-====== Wide-sense stationary processes and LTI systems ======+====== LTI filtering of WSS processes ======
  
 Let $x(\dot)$ be a [[kb:stationarity#Wide-sense stationarity|wide-sense stationary process]] with: Let $x(\dot)$ be a [[kb:stationarity#Wide-sense stationarity|wide-sense stationary process]] with:
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 $$ E[y(t)] = H(j0) \mu_x $$ $$ E[y(t)] = H(j0) \mu_x $$
  
-$$ R_{yx}{\tau} = h \ast R_{xx}(\tau) $$+$$ R_{yx}(\tau) = h \ast R_{xx}(\tau) $$
  
 $$ C_{yx}(\tau) = h \ast C_{xx} (\tau) $$ $$ C_{yx}(\tau) = h \ast C_{xx} (\tau) $$
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