Let Wn be an IID sequence of zero- mean Gaussian random variables with variance . Define a
Question:
(a) Find the mean function, µX[n].
(b) Find the autocorrelation function, RX, X [n1, n2].
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a E Xn E pXn 1 E W n X n p X n 1 X n p n X 0 Since X 0 E W 0 0 then X n ...View the full answer
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Related Book For
Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
Question Posted:
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