Let x[n]be a real, stationary, whit-noise process, with zero mean and variance ? 2 x . Let
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Let x[n]be a real, stationary, whit-noise process, with zero mean and variance ?2x. Let y[n] be the corresponding output when x[n] is the input to a linear time-invariant system with impulse response h [n]. Show that
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(a) E{x[n]y[n]} = h[0]o}, %3D |(b) o = o En=- h² [n].
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Related Book For
Discrete Time Signal Processing
ISBN: 978-0137549207
2nd Edition
Authors: Alan V. Oppenheim, Rolan W. Schafer
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