The input, X k , to a filter is a discrete time zero mean random process whose autocorrelation function is RYY n Icirc acute n The input output relationship of the filter is given by (a) Find the autocorrelation function of the output, RYY n (b) Find the PSD of the output, SYY f 1 1...

For this filter the impulse response is The co ...

The input, X [k] , to a filter is a discrete- time zero- mean random process whose

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The input, X [k] , to a filter is a discrete- time zero- mean random process whose autocorrelation function is RYY [n] = Î´ [n]. The input/ output relationship of the filter is given by

(a) Find the autocorrelation function of the output, RYY [n].
(b) Find the PSD of the output, SYY [f].

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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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Question Posted: Nov 20, 2015 12:13 AM

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