Sunday, 21 February 2016

transfer function - What is the relation between the PSDs of filter input and output called? RY=|H|2RX


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:


RY(f)=|H(f)|2RX(f)


where RX denotes the PSD of X.



Does this relation have a common name?




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