3.11 Suppose n(1) is WGN with two-sided power spectral density No/2. That is,

No

20(7)

Suppose that

R₁(T) = B[n(t)n(t+T)] =

No

Sn(D) = 2₁

Sh(1-r)n(r) cos(2nfer)dr

h(t-T)n(T) sin(2nft)dt,

yı(t) =

yo(t) = Sh(t-

where h(t) is an ideal lowpass filter that passes frequencies from -W/2 to W/2 and rejects all other frequencies. Determine the auto-

correlation and power spectral density of y(t) and yo(t).