Develop a formula to compute the RMS bandwidth of a random process, X (t), directly from its autocorrelation function, RXX (τ).
Answer to relevant QuestionsA random process has a PSD function given by (a) Find the absolute bandwidth. (b) Find the 3 dB bandwidth. (c) Find the RMS bandwidth. Can you generalize your result to a spectrum of the form Where Nis an integer greater ...Suppose we use an AR (2) model to predict the next value of a random process based on observations of the two most recent samples. That is, we form Ẏ [n + 1] = a1Y [n] + a2Y [n – 1] (a) Derive an expression for the mean- ...Consider a constant random process, X (t) = A, where A is a random variable. Use Definition A discrete random process, X[n], is generated by repeated tosses of a coin. Let the occurrence of a head be denoted by 1 and that of ...Find the PSD for a process for which RXX (τ) = 1 t for all τ. 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 ...
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