The power density spectrum of an AR process {x(n)} is given as where ?2R is the variance
Question:
The power density spectrum of an AR process {x(n)} is given as
where ?2R is the variance of the input sequence.(a) Determine the difference equation for generating the AR process when the excitation is white noise.(b) Determine the system function for the whitening filter.
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a b The whitening fil...View the full answer
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Related Book For 
Digital Signal Processing
ISBN: ?978-0133737622
3rd Edition
Authors: Jonh G. Proakis, Dimitris G.Manolakis
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