The sum of two independent random processes with PSDs are input to a LTI filter. (a) Determine

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The sum of two independent random processes with PSDs

are input to a LTI filter.
(a) Determine the Wiener smoothing filter. That is, find the impulse response of the filter that produces an output that is an MMSE estimate of s (t).
(b) Find the PSD of the filtered signal plus noise.

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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 12:14 AM

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The sum of two independent random processes with PSDs are input to a LTI filter. (a) Determine

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50 + and s

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a For the smoothing problem the transfer function o...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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