GATE EC 2016 Set 3 — Question 59
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Communications → Random Processes → Autocorrelation & PSD
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Question
A wide sense stationary random process passes through the LTI system shown in the figure. If the autocorrelation function of is , then the autocorrelation function of the output is equal to

Correct answer
(B) 2R_X(τ) - R_X(τ - T₀) - R_X(τ + T₀)
Solution
From the block diagram, the output is given by:
The autocorrelation function of the output is defined as:
Expanding the product:
Using the linearity of expectation and the definition of for a WSS process:
Thus, option (B) is correct.
The autocorrelation function of the output is defined as:
Expanding the product:
Using the linearity of expectation and the definition of for a WSS process:
Thus, option (B) is correct.
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