Let x[n]be a real, stationary, whit-noise process, with zero mean and variance ? 2 x . Let

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Let x[n]be a real, stationary, whit-noise process, with zero mean and variance ?²_x. Let y[n] be the corresponding output when x[n] is the input to a linear time-invariant system with impulse response h [n]. Show that

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Discrete Time Signal Processing

ISBN: 978-0137549207

2nd Edition

Authors: Alan V. Oppenheim, Rolan W. Schafer

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Question Posted: May 26, 2011 02:55 AM

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Let x[n]be a real, stationary, whit-noise process, with zero mean and variance ? 2 x . Let

Question:

(a) E{x[n]y[n]} = h[0]o}, %3D |(b) o = o En=- h² [n].

Step by Step Answer:

a b The variance of the output When a zeromean rando...View the full answer

Discrete Time Signal Processing

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