# Question: A random process with a PSD of SXX f

A random process with a PSD of SXX (f) = 1 / 1 + f2 is input to a filter. The filter is to be designed such that the output process is white (constant PSD). This filter is called a whitening filter.

(a) Find the transfer function of the whitening filter for this input process. Be sure that the filter is causal.

(b) Sketch a circuit which will realize this transfer function.

(a) Find the transfer function of the whitening filter for this input process. Be sure that the filter is causal.

(b) Sketch a circuit which will realize this transfer function.

**View Solution:**## Answer to relevant Questions

White Gaussian noise is input to an RC LPF. (a) At what sampling instants is the output independent of the input at time t = t1? (b) At what sampling instants is the output independent of the output at time t = t1? (c) ...The unit impulse response of a discrete linear filter is h [n] = anu [n], where |a| < 1. The autocorrelation function for the input random sequence is Determine the cross- correlation function between the input and output ...A filter has the following transfer function: Determine the ratio of the noise equivalent bandwidth for this filter to its 3- dB bandwidth. The output Y (t) of a linear filter is times the input X (t). Show that RYY (τ) = c2RXX (τ) Suppose we are allowed to observe a random process Z (t) at two points in time, t0 and t2. Based on those observations we would like to estimate Z (t) at time t = t1 where t0 < t1 < t2. We can view this as an interpolation ...Post your question