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A white Gaussian noise process N(t) with power spectral density of 10^-15 W/Hz is the input to the lowpass filter H( f ) = 10⁶e^{-106| f |} . Find the following properties of the output Y(t):

(a) The expected value µ_Y

(b) The power spectral density S_Y ( f )

(d) P[Y(t) > 0.01]

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Statistics and Probability, Statistics

Category:- Statistics and Probability
Reference No.:- M91821313

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