Consider the linear prediction random process X [n] = (1/ 2) X [n 1] + E [n]
Question:
(a) Find the mean and autocorrelation functions for X [n]. Is X [n] WSS?
(b) Find the PSD of X [n].
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X n 1 2 X n 1 E n 1 Taking expectations of both sides of 1 results i...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
Question Posted:
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