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Consider two random processes x(t) and y(t) have zero mean, and they are individually stationary. The random process is z(t) = x(t) + y(t). Now when stationary processes are uncorrelated then power spectral density of z(t) is given by | |
A. | Sx(f) + Sy(f) + 2Sxy(f) [Wrong Answer] |
B. | Sx(f) + Sy(f) + 2Sxy(f) + 2Syx(f) [Wrong Answer] |
C. | Sx(f) + Sy(f) [Correct Answer] |
D. | Sx(f) + Sy(f) - 2Sxy(f) - 2Syx(f) [Wrong Answer] |