Question: I can't solve this problem. Can you explain why? Help me, please. A stationary random sequence X[n] with mean ux = 4 and auto-covariance Kxle]

I can't solve this problem. Can you explain why? Help me, please.

I can't solve this problem. Can you explain why? Help me, please.

A stationary random sequence X[n] with mean ux = 4 and auto-covariance Kxle] = 4-lel, 10153 0, otherwise is applied as an input to a linear time-invariant (LTI) system whose impulse response h[n] is h[n] = u[n] - u[n -4] where u[n] is a unit step sequence. The output of this system is another random sequence Y [n]. (a) Determine the mean sequence My [n]. (b) Determine the crosscorrelation Rxy [m, n] between X[m] and Y [n]. (c) Determine the autocorrelation Ry [m, n] of the output Y [n]. Explanation: In this problem the system is LTI so the system operation is the convolution sum. The input random process is stationary so the output random process is also stationary hence use the simplified formulas. First compute crosscovariance Kxy [m, n] and autocovari- ance Ky [m, n] and then the respective correlations. MATLAB can be used for convolutions. Answers: (a) My = 16, (b) Rxy [(] = {..., 64, 64, 65, 67, 70, 74, 76, 76, 74, 70, 67, 65, 64, 64, ...., (c) Ky [(] = 1...,256, 256, 257, 260, 266, 276, 287, 296, 300, 296, 287, 276, 266, 260, 257, 256, 256, ...)

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