Suppose that a stationary process with mean zero and spectral density is processed by the ideal b and pass filter in Figure 6.7. (a) Determine the average power of the output signal, (b) Suppose...

Suppose that a stationary process

with mean zero and spectral density

is processed by the ideal b and pass filter in Figure 6.7.

(a) Determine the average power of the output signal,

(b) Suppose that we would like to estimate the energy content of a signal at frequency f₀. Explain how we can estimate R_X(f₀), by using the filter, and by estimating the average power of the output signal. You may assume that

has a continuous spectrum and that R_X(f) is a continuous function.