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Autocorrelation function of a Gaussian random signal

You're missing some necessary information to get the autocorrelation: $$ R_{xx}(\tau) = \operatorname{E}\Big\{ x(t)x(t+\tau) \Big\} $$ You have $$ f_{x(t)}(\alpha) = \frac{1}{\sqrt{2 \pi} \sigma_x} \ \...
robert bristow-johnson's user avatar
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Finding the impulse response of an c.t LTI system through the step response

Since the system is LTI, the input-output relationship is given by the convolution integral. Hence, for any signal $x(t)$, the output is given by $$ y(t) = (x*h)(t) = \int_{-\infty}^{+\infty}x(t-\tau)...
AHT's user avatar
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