A system transfer function can sometimes be experimentally determined by injecting white noise n(t) and measuring the cross correlation between the system output and the white noise. Here we consider...

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Extracted text: A system transfer function can sometimes be experimentally determined by injecting white noise n(t) and measuring the cross correlation between the system output and the white noise. Here we consider the following system: F(w)O F(w) G(w) RANDOM PROCESSES AND STOCHASTIC SYSTEMS We assume Ys(w) known, S(f) and n(t) independent, and Y,(o) 1. Find Y(o). Hint: Write y(t) ys(t)+y,(), where ys and y, are the parts of the output due to S and n, respectively. %3D 10 and