Linear System Output Random Process Power

The 4-video series "Output Autocorrelation Function Derivation" developed a compact expression for computing the autocorrelation function of the random process as output/filtered by a linear system.

This previously developed equation allows the autocorrelation function to be computed for all time tau.

Often, we are just interested in computing the power of the output random process. For the case of time-invariant systems with WSS random process input, this computation is much simpler.

This video shows that computing the output power for this special case requires the computation of just one simple integral.