For zero mean, jointly Gaussian random variables, X 1 , X 2 , X 3 , X
Question:
For zero mean, jointly Gaussian random variables, X1, X2, X3, X4, it is well known that
E(X1X2X3X4) = E(X1X2)E(X3X4) + E(X1X3)E(X2X4) + E(X1X4)E(X2X3)
Use this result to derive the mean-square value of r?xx(m), given by (12.1.27) and the variance, which is?
var[r?xx(m)] = E[|r?xx(m)|2] - |E[r?xx(m)]|2
Transcribed Image Text:
var[r, (m)] E [IYa (n)+y, (n - m)y (n + m)] (12.1.27) [N - im|]?
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Related Book For
Digital Signal Processing
ISBN: ?978-0133737622
3rd Edition
Authors: Jonh G. Proakis, Dimitris G.Manolakis
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