Timeline for Higher-order moment of output of LTI system
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Mar 17, 2019 at 1:04 | comment | added | Dilip Sarwate | @RodrigodeAzevedo White Gaussian noise is a mythical beast defined by its action: the noise at output of a LTI system with transfer function is a zero-mean Gaussian process with PSD proportional to $|H(f)|^2$.We pretend that we can fit this observation into theory of WSS process by imagining that the input process is a zero-mean Gaussian process with autocorrelation function $K\delta(t)$ but that is different from asserting that the input process has zero mean or that the random variables comprising the input process are Gaussian etc. | |
| Mar 16, 2019 at 20:40 | comment | added | Rodrigo de Azevedo | If I may ask, why is $Y$ zero-mean if $X$ is not necessarily so? | |
| Mar 16, 2019 at 20:38 | history | edited | Dilip Sarwate | CC BY-SA 4.0 | added 1 character in body |
| Mar 16, 2019 at 20:36 | comment | added | Dilip Sarwate | @RodrigodeAzevedo. I very specifically avoided making the statement that $\{X(t)\}$ is a zero-mean process but I will make the statement about $\{Y(t)\}$ more explicit. | |
| Mar 15, 2019 at 23:03 | vote | accept | divB | ||
| Mar 15, 2019 at 21:52 | comment | added | Rodrigo de Azevedo | Why not mention that $X$ is also zero-mean? I am referring to the 1st sentence. | |
| Mar 15, 2019 at 9:40 | history | edited | Matt L. | CC BY-SA 4.0 | corrected typo |
| Mar 14, 2019 at 3:06 | history | answered | Dilip Sarwate | CC BY-SA 4.0 |