Autocorrelation of the output of the LTI system.

Discussion in 'Homework Help' started by cdummie, Sep 26, 2017.

  1. cdummie

    Thread Starter Member

    Feb 6, 2015
    124
    1
    Let's say that we have a wide sense stationary process x(t) with autocorrelation $$R_{XX}(ζ)=Ae^{-a|ζ|}$$ (where both a and ζ are positive) at the input of Linear Time Invariant system whose impulse response is $$h(t)=e^{-bt}u(t), b>0$$ where $$u(t)$$ is a Heaviside function. Find autocorrelation function at the output of the LTI system.


    When i have a "regular" signal at the input of the LTI system i can find the output as a correlation of the input signal and impulse response of the LTI system, now i don't have expression for the input signal in time domain i only have it's autocorrelation function, how am i supposed to determine autocorrelation of the output?
     
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