A discrete- time linear filter has a unit pulse response h [n]. The input to this filter is a random sequence with uncorrelated samples. Show that the output PSD is real and non- negative.
Answer to relevant QuestionsThe input, X [k] , to a filter is a discrete- time zero- mean random process whose autocorrelation function is RYY [n] = δ [n]. The input/ output relationship of the filter is given by (a) Find the autocorrelation function ...Suppose you want to learn the characteristics of a certain filter. A white noise source with an amplitude of 15 watts/ Hz is connected to the input of the filter. The power spectrum of the filter output is measured and found ...The output Y (t) of a linear filter is times the input X (t). Show that RYY (τ) = c2RXX (τ) Suppose we observe a random process Z (t) (without any noise) over a time interval (–∞, t. Based on this observation, we wish to predict the value of the same random process at time t + to. That is, we desire to design a ...Consider a non- linear device such that the output is Y (t) = aX2 (t), where the input X (t) consists of a signal plus a noise component, X (t) = S (t) + N (t). Determine the mean and autocorrelation function for Y (t) when ...
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