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Consider a white Gaussian noise process ๐‘(๐‘ก) with two-sided power spectral density ๐‘†๐‘

Consider a white Gaussian noise process ๐‘(๐‘ก) with two-sided power spectral density ๐‘†๐‘

Q. Consider a white Gaussian noise process ๐‘(๐‘ก) with two-sided power spectral density ๐‘†๐‘ (๐‘“) = 0.5 W/Hz as input to a filter with impulse response 0.5๐‘’โˆ’๐‘ก2/2ย  ย (where ๐‘ก is in seconds) resulting in output ๐‘Œ(๐‘ก). The power in ๐‘Œ(๐‘ก) in watts is

(A) 0.11ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย  (B) 0.22ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย  (C) 0.33ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย ย  (D) 0.44

Ans: 0.22ย ย 

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