Question: 2.14. Let x[n] be a random process that is generated by filtering white noise w[n] with a first-order LSI filter having a system transfer function

2.14. Let x[n] be a random process that is generated by filtering white noise w[n] with a first-order LSI filter having a system transfer function of, 1 0.25 1 1

( ) − −

z H z If the variance of the white noise is 2w

σ = 1 what is the power spectrum of x[n], Px (z) ? Find the autocorrelation of x[n] from Px (z) .

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