随机信号分析：6-Random Process2017.pptVIP

This frequency-domain analysis method is generally preferable to the time-domain approach but is restricted to the case where both the input and output processes are at least WSS. After we obtain the various spectral densities, then we can use the IFT to obtain the correlation and covariance functions if they are desired. The calculation of the required IFTs is often easier if viewed as an inverse two-sided Laplace transform. The Laplace transform of Equation 6.5-3 is while the Laplace transform of Equation 6.5-3 is written in light of . Recalling the definition of the t