Using the expression for Var (ṘXX (τ))found in Exercise 10.26, show that as | τ | → 2t o, Var (ṘXX (τ)) > Var (X(t)), and therefore, the estimate of the autocorrelation function is at least as noisy as the process itself as | τ | → 2t o.
Answer to relevant QuestionsDetermine whether or not the periodogram is an unbiased estimate of the PSD. Suppose two resistors of impedance r1 and r2 are placed in series and held at different physical temperatures, t1 and t2. We would like to model this series combination of noisy resistors as a single noiseless resistor with ...A white noise process, X (t), with a PSD of SXX (f) = No / 2 is passed through a finite time integrator whose output is given by Find the following: (a) The PSD of the output process, (b) The total power in the output ...Find the PSD of a discrete random sequence with the following autocorrelation function: RXX [k] = a (b |k|) where b < 1. A filter has a transfer function given by (a) Is this filter, lowpass, highpass, or bandpass? (b) Find the noise equivalent bandwidth of this filter.
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