Seems to be missing a tikz
solution:
or with smaller text under the brace:
Code:
\documentclass{article}
\usepackage{mathtools}
\usepackage{xparse}
\usepackage{tikz}
\usetikzlibrary{calc}
\usetikzlibrary{decorations.pathreplacing}
\newcommand{\tikzmark}[1]{\tikz[overlay,remember picture] \node (#1) {};}
% Tweak these as necessary
\newcommand*{\BraceAmplitude}{0.4em}%
\newcommand*{\VerticalOffset}{0.8ex}%
\newcommand*{\HorizontalOffset}{0.0em}%
\NewDocumentCommand{\InsertUnderBrace}{%
O{} % #1 = draw options
O{yshift=0.0cm} % #2 = optional brace shift options
m % #3 = left tikzmark
m % #4 = right tikzmark
m % #5 = text to place under brace
}{%
\begin{tikzpicture}[overlay,remember picture]
\draw [densely dotted, draw=blue, text=black, #1]
($(#4)+(\HorizontalOffset,-\VerticalOffset)$) --
([#2]$(#4)+(\HorizontalOffset,-\VerticalOffset)$);
\draw [decoration={brace, amplitude=\BraceAmplitude}, decorate, thick, draw=blue, text=black, #1]
([#2]$(#4)+( \HorizontalOffset,-\VerticalOffset)$) --
([#2]$(#3)+(-\HorizontalOffset,-\VerticalOffset)$)
node [below=\VerticalOffset, midway, align=center] {#5};
\draw [densely dotted, draw=blue, text=black, #1]
([#2]$(#3)+(-\HorizontalOffset,-\VerticalOffset)$) --
($(#3)+(\HorizontalOffset,-\VerticalOffset)$);
\end{tikzpicture}%
}%
\newcommand*{\MyEquation}{%
\tikzmark{StartBraceC}
\sqrt{%
\frac{1}{\tau}
\tikzmark{StartBraceB}
\int_{\text{-}\infty}^{t}
\tikzmark{StartBraceA}
p_{X}^{2}
\left(\xi\right)
\cdot e^{\frac{\text{-}\left(t\text{-}\xi\right)}{\tau}}
\tikzmark{EndBraceA}
\mathrm{d}\xi
\tikzmark{EndBraceB}
}
\hspace*{0.5em}\tikzmark{EndBraceC}
}
\begin{document}
\[ \MyEquation \]
%
\InsertUnderBrace[draw=red,text=red]{StartBraceA}{EndBraceA}
{Exponential \\ time-weighting \\ of $p_{X}^{\,2}\left(\xi\right)$}
%
\InsertUnderBrace[draw=olive,text=olive][yshift=-1.5cm]{StartBraceB}{EndBraceB}
{Exponential \\ integration}
%
\InsertUnderBrace[draw=blue,text=blue][yshift=-2.5cm]{StartBraceC}{EndBraceC}
{Exponential averaging \\= ``Quasi mean-square"}
%
\vspace*{3.0cm}\par
\bigskip\noindent
or with smaller text
\[ \MyEquation \]
%
\InsertUnderBrace[draw=red,text=red, font=\tiny]{StartBraceA}{EndBraceA}
{Exponential time-\\weighting of $p_{X}^{\,2}\left(\xi\right)$}
%
\InsertUnderBrace[draw=olive,text=olive, font=\tiny][yshift=-0.8cm]{StartBraceB}{EndBraceB}
{Exponential integration}
%
\InsertUnderBrace[draw=blue,text=blue, font=\tiny][yshift=-1.4cm]{StartBraceC}{EndBraceC}
{Exponential averaging = ``Quasi mean-square"}
\end{document}