Suppose is a zero- mean, WSS, Gaussian random process. Find an expression for the variance of the estimate of the autocorrelation function, ṘXX (t). That is, find Var (ṘXX (t)).
Answer to relevant QuestionsUsing the expression for Var (ṘXX (τ))found in Exercise 10.26, show that as | τ | → 2t o, Var (ṘXX (τ)) > Var (X(t)), and therefore, the estimate of the autocorrelation function is at least as noisy as the process ...Suppose two resistors of impedance r1 and r2 are placed in series and held at different physical temperatures, t1 and t2. We would like to model this series combination of noisy resistors as a single noiseless resistor with ...Suppose X (t) is a stationary zero- mean Gaussian random process with PSD, SXX (f). (a) Find Y (t) = X2 (t) the PSD of in terms of SXX (f). (b) Sketch the resulting PSD if SXX (f) = rect (f /2B). (c) Is WSS? 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 ...A filter has an impulse response of h (t) = te– t u (t). Find the noise equivalent bandwidth of the filter.
Post your question