s2Eva_IIT2017_T4 Sy(f) con funcion de transferencia H(f)
2da Evaluación II Término 2017-2018. Febrero 7, 2018
Tema 4. Sx(f)=2N0
H(f)=1+j2πf1SYX(f)=H(f)Sx(f)=2N01+j2πf1RYX(τ)=F−1[SYX(f)]=2N0F−1[1+j2πf1]RYX(τ)=2N0e−τ,τ>0
Autocorrelación de Y(t)
SY(f)=∣H(f)∣2Sx(f)=∣∣∣1+j2πf1∣∣∣22N0=∣∣∣1+(2πf)21∣∣∣2N0SY(f)=4N0∣∣∣1+(2πf)22∣∣∣RY(τ)=F−1[SY(f)]=F−1[4N01+(2πf)22]=4N0F−1[1+(2πf)22]RY(τ)=4N0e−∣τ∣