GATE EC 2016 Set 3 — Question 59

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MCQ+2 / -0.67MediumAutocorrelation & PSDRandom ProcessesCommunicationsFiltering Through LTI Systems

Communications → Random Processes → Autocorrelation & PSD

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Question

A wide sense stationary random process X(t)X(t) passes through the LTI system shown in the figure. If the autocorrelation function of X(t)X(t) is RX(τ)R_X(\tau), then the autocorrelation function RY(τ)R_Y(\tau) of the output Y(t)Y(t) is equal to
Block diagram showing a signal X(t) splitting into two paths: one direct and one through a delay block with delay T0. The delayed signal is subtracted from the direct signal at a summing junction to produce output Y(t).
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