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== 12 Let the process Yд be defined by Y = X + αX-1 where X, is a white noise process (X is a sequence of uncorrelated random variables with zero mean and variance σ2) with autocorrelation R₁(k) so, k=0 5x (S(K) Ο k = 0 and power spectral density S₁₂ (f) =σ², -12-5-½ a) Find the power spectral density, Sy(f), of Y, 11 E[XY] =0 E[X] - FEDO-> E[XY) EDGED]

== 12 Let the process Yд be defined by Y = X + αX-1 where X, is a white noise process (X is a sequence of uncorrelated random variables with zero mean and variance σ2) with autocorrelation R₁(k) so, k=0 5x (S(K) Ο k = 0 and power spectral density S₁₂ (f) =σ², -12-5-½ a) Find the power spectral density, Sy(f), of Y, 11 E[XY] =0 E[X] - FEDO-> E[XY) EDGED]

A First Course in Probability (10th Edition)
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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== 12 Let the process Yд be defined by Y = X + αX-1 where X, is a white noise process (X is a sequence of uncorrelated random variables with zero mean and variance σ2) with autocorrelation R₁(k) so, k=0 5x (S(K) Ο k = 0 and power spectral density S₁₂ (f) =σ², -12-5-½ a) Find the power spectral density, Sy(f), of Y, 11 E[XY] =0 E[X] - FEDO-> E[XY) EDGED]
Transcribed Image Text:== 12 Let the process Yд be defined by Y = X + αX-1 where X, is a white noise process (X is a sequence of uncorrelated random variables with zero mean and variance σ2) with autocorrelation R₁(k) so, k=0 5x (S(K) Ο k = 0 and power spectral density S₁₂ (f) =σ², -12-5-½ a) Find the power spectral density, Sy(f), of Y, 11 E[XY] =0 E[X] - FEDO-> E[XY) EDGED]
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