- #1
nightworrier
- 8
- 0
Homework Statement
Consider the random process X(t)=A+N(t), where A is a constant and N(t) is a white Gaussian
noise with spectral density equal to 1. The process X(t) is filtered with a system with impulse
response h(t)=u(t)exp(‐t/T).
Compute the probability that X(t), once filtered, is included in the interval [0.25A, 1.15A].
I have problems about white gaussian noise. I actually don't know the concept. I appreciate if you help me to figure it out this.