The sum of two independent random sequences with autocorrelation functions is input to an LTI filter. (a)
Question:
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is input to an LTI filter.
(a) Determine the Wiener smoothing filter. That is, find the impulse response of the filter which produces an output which is an MMSE estimate of S [n].
(b) Find the PSD of the filtered signal plus noise.
(c) Find the input SNR and an estimate of the output SNR. Discuss whether or not the Wiener filter improves the SNR.
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For a discrete time process whose autocorrelation is of the form The co...View the full answer
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Related Book For 
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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