# Question

Determine whether or not the periodogram is an unbiased estimate of the PSD.

## Answer to relevant Questions

Suppose we form a smoothed periodogram of the PSD, As defined in Equation (10.35), using a rectangular smoothing function, Where fΔ is the width of the rectangle. If we want to form the same estimator using a windowed ...Consider a random process of the form , X (t) = b cos (2πΨt + θ) Where is a constant θ, is a uniform random variable over [0, 2π], and Ψ is a random variable which is independent of and has a PDF, fΨ (Ψ). Find the ...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 ...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. The definition for the noise equivalent bandwidth of a filter was given in terms of the transfer function of the filter in Definition 11.1. Derive an equivalent expression for the noise equivalent bandwidth of a filter in ...Post your question

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