Question: Consider the continuous-time process of Exercise 5.12 with a first order shaping filter: E 0 1 0 0 0 1 -1 -2 -3 0 0

 Consider the continuous-time process of Exercise 5.12 with a first order

Consider the continuous-time process of Exercise 5.12 with a first order shaping filter: E 0 1 0 0 0 1 -1 -2 -3 0 0 0 0 1 s+ 0 0 P a where p(t) is a stationary white noise process with a mean of a power spectral density Sy. (1) Determine values of a, 8, 7 and Sy such that the output of the shaping filter has the following statistics: a mean of io, a variance of 0.1 and a correlation time of 0.01 time units

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