Question: The sum of two independent random processes with PSDs are input to a LTI filter. (a) Determine the Wiener smoothing filter. That is, find the
The sum of two independent random processes with PSDs
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are input to a LTI filter.
(a) Determine the Wiener smoothing filter. That is, find the impulse response of the filter that produces an output that is an MMSE estimate of s (t).
(b) Find the PSD of the filtered signal plus noise.
50 + and s
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