Consider a discrete-time signal x[n] of length N samples that was obtained by sampling a stationary, white,

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Consider a discrete-time signal x[n] of length N samples that was obtained by sampling a stationary, white, zero-mean continuous-time signal. It follows that?

Suppose that we compute the DFT of the finite-length sequence x[n], thereby obraining X[k] for k = 0, 1, ? , N ? 1.

(a) Determine the approximate variance of | X [k] |² using Eqs. (10.65) and (10.66).?

(b) Determine the cross-correlation between values of the DFT; i.e., determine ?{ X [k]X*[r]} as a function of k and r.

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Discrete Time Signal Processing

ISBN: 978-0137549207

2nd Edition

Authors: Alan V. Oppenheim, Rolan W. Schafer

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Question Posted: May 26, 2011 02:57 AM

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Consider a discrete-time signal x[n] of length N samples that was obtained by sampling a stationary, white,

Question:

Part A - Im|/M. Im < M - 1 0. WB[m] otherwise. Part B 1 sin(@M/2) WB(el) = M sin(w/2)

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a b Plugging in the eq...View the full answer

Discrete Time Signal Processing

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