Random Variable, Probability, Machine Learning, Signal Processing, Stochastic Process.
given that H(f) is the frequency response (Fourier Transform of impulse response)of the LTI system, Sx(f), and Sy(f) (Fourier transform of the autocorrelation of the input and the output) are the power spectral densities of the input and the output respectively. Observation 8: In finding the power