By use the expression for the fourth joint moment for Gaussian random variables, show that Under the
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By use the expression for the fourth joint moment for Gaussian random variables, show that Under the condition that the sequence x(n) is a zero-mean white Gaussian noise sequence with variance ?2x.
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sin 7 (fi + f)N 1 + N sin (fi + f2) (a) E[P,(fi) P()) = 0 sin 7 (fi - fi)N N sin x (fi - f2) sin 7 (fi + f2)N N sin 7 (fi + f) (b) cov{P(fi) P..()] = o; sin 7(f-f)N N sin 7(f - f2) sin 27f N N sin 27f (c) var[ Pz(f)] = o1+
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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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