Question: The signal x [ n ] with autocorrelation function R x [ k ] = 4 + 2 c o s ( 2 k 3

The signal x[n] with autocorrelation function Rx[k]=4+2cos(2k32) is asked to be estimated from the observation Y[n]=x[n]+V[n] with a M=8 tap FIR filter. V[n] is a zero-mean white Gaussian noise with variance 0.04.x[n] and V[n] are assumed to uncorrelated zero mean wide-sense stationary random processes. Y[n] is given in the attached mat file.
a. Write a code to find the desired FIR filter coefficients. Plot the filter impulse response.
b. Find the estimate hat(x)[n] by filtering Y[n] with obtained FIR filter. Plot Y[n] and hat(x)[n].
Return the figures and code in a single pdf file.
The signal x [ n ] with autocorrelation function

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Electrical Engineering Questions!