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