Consider an LTI system subjected to a wide sense stationary input {x(n)}, which is a white noise sequence. The cross correlation Φxy[m] between input x(n) and output y(n) is:
Where Φxx[m] = $$\sigma _{\text{x}}^2\delta \left[ {\text{m}} \right]$$ and h[.] is impulse response
A. $$\sigma _{\text{x}}^2{\text{h}}\left[ {\text{m}} \right]$$
B. $${\sigma _{\text{x}}}{\text{h}}\left[ {\text{m}} \right]$$
C. $$\frac{{\sigma _{\text{x}}^2}}{2}{\text{h}}\left[ {\text{m}} \right]$$
D. $$\frac{{{\sigma _{\text{x}}}}}{2}{\text{h}}\left[ {\text{m}} \right]$$
Answer: Option A
Related Questions on Signal Processing
The Fourier transform of a real valued time signal has
A. Odd symmetry
B. Even symmetry
C. Conjugate symmetry
D. No symmetry
A. $$V$$
B. $${{{T_1} - {T_2}} \over T}V$$
C. $${V \over {\sqrt 2 }}$$
D. $${{{T_1}} \over {{T_2}}}V$$
A. $$T = \sqrt 2 {T_s}$$
B. T = 1.2Ts
C. Always
D. Never
A. $${{\alpha - \beta } \over {\alpha + \beta }}$$
B. $${{\alpha \beta } \over {\alpha + \beta }}$$
C. α
D. β

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