The input, X k , to a filter is a discrete time zero mean random process whose autocorrelation function is RYY n Icirc acute n The input output relationship of the filter is given by (a) Find the autocorrelation function of the output, RYY n (b) Find the PSD of the output, SYY f 1 1

Question: The input, X [k] , to a filter is a discrete- time zero- mean random process whose autocorrelation function is RYY [n] = Î´ [n].

The input, X [k] , to a filter is a discrete- time zero- mean random process whose autocorrelation function is RYY [n] = Î´ [n]. The input/ output relationship of the filter is given by

(a) Find the autocorrelation function of the output, RYY [n].
(b) Find the PSD of the output, SYY [f].

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