(adsbygoogle = window.adsbygoogle || []).push({}); 1. The problem statement, all variables and given/known data

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 appriciate if you help me to figure it out this.

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# Homework Help: White Gaussian Noise ?

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