Sunday, 21 February 2016

transfer function - What is the relation between the PSDs of filter input and output called? $R_Y = |H|^2R_X$


If a wide-sense stationary signal $X$ is fed to an LTI filter with the transfer function $H$, the power spectral density (PSD) of the output $Y$ can be expressed as:


$$R_Y(f) = \left|H(f)\right|^2R_X(f)$$


where $R_X$ denotes the PSD of $X$.



Does this relation have a common name?




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