Generalize the results in Problem 12.3 to a zero-mean Gaussian noise process with power density spectrum ?xx(f).

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Generalize the results in Problem 12.3 to a zero-mean Gaussian noise process with power density spectrum ?xx(f). Then derive the variance of the periodogram Pxx(f), as given by (12.1.38)

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Digital Signal Processing

ISBN: ?978-0133737622

3rd Edition

Authors: Jonh G. Proakis, Dimitris G.Manolakis

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Question Posted: May 26, 2011 02:59 AM

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Generalize the results in Problem 12.3 to a zero-mean Gaussian noise process with power density spectrum ?xx(f).

Question:

´sin 27 f N N sin 2nf var[ Pa 1} = r,6|1- ( (12.1.38)

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Assume that xn is the output of a linear system excited by white noise input ...View the full answer

Digital Signal Processing

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