49. Let X(t) be a wide sense stationary (WSS) random process with power spectral density SX(f). If  Y(t) is the process defined as Y(t)=X(2t-1) , the power spectral density SY(f) is 

(A) \(S_y(f)={1\over2}S_x{({f\over2})}e^{-jxf}\)

(B) \(S_y(f)={1\over2}S_x{({f\over2})}e^{-jxf/2}\)

(C) \(S_y(f)={1\over2}S_x{({f\over2})}\)

(D) \(S_y(f)={1\over2}S_x{({f\over2})}e^{-j2xf}\)


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