The N?point DFT of a random sequence x(n) is Assume that E{x(n)} = 0 and E[x(n)x(n +
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The N?point DFT of a random sequence x(n) is
Assume that E{x(n)} = 0 and E[x(n)x(n + m)] = ?2x?(m) [i.e., x(n) is a white noise process].
(a) Determine the variance of X(k).
(b) Determine the autocorrelation of X(k).
Transcribed Image Text:
N-1 X (k) = x(m)e-i2a kjN
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Related Book For
Digital Signal Processing
ISBN: ?978-0133737622
3rd Edition
Authors: Jonh G. Proakis, Dimitris G.Manolakis
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