Suppose we wanted to generate the random process whose PSD is given in Exercise 12.8 using the
Question:
(a) Find the transfer function of the analog filter which will produce the desired output PSD when the input is a zero- mean, white Gaussian random process.
(b) Use a bilinear transformation to convert the analog filter to a digital filter.
(c) What is the approximate duration of the impulse response of the digital filter if the 3- dB frequency of the random process is f3 = 1kHZ.
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Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
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