1.

Consider two random processes x(t) and y(t) have zero mean, and they are individually stationary. The random process is z(t) = x(t) + y(t). Now when stationary processes are uncorrelated then power spectral density of z(t) is given by

A. Sx(f) + Sy(f) + 2Sxy(f)
B. Sx(f) + Sy(f) + 2Sxy(f) + 2Syx(f)
C. Sx(f) + Sy(f)
D. Sx(f) + Sy(f) - 2Sxy(f) - 2Syx(f)
Answer» D. Sx(f) + Sy(f) - 2Sxy(f) - 2Syx(f)


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