Generalize the results in Problem 12.3 to a zero-mean Gaussian noise process with power density spectrum ?xx(f).
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Generalize the results in Problem 12.3 to a zero-mean Gaussian noise process with power density spectrum ?xx(f). Then derive the variance of the periodogram Pxx(f), as given by (12.1.38)
Transcribed Image Text:
´sin 27 f N N sin 2nf var[ Pa 1} = r,6|1- ( (12.1.38)
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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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