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15. EEE 554–Random Signal Theory A discrete-time, wide-sense stationary stochastic process x(-) has mean zero and au- tocovariance function { 2 K=0 -1 K= +1 0 otherwise C(x) = (a) A new process y(-) is formed by passing x(-) through a discrete-time, linear time- invariant filter with impulse response 1 k=0 -1 k= 1 0 otherwise h(k) - Determine the spectral density Sy of y(-).

15. EEE 554–Random Signal Theory A discrete-time, wide-sense stationary stochastic process x(-) has mean zero and au- tocovariance function { 2 K=0 -1 K= +1 0 otherwise C(x) = (a) A new process y(-) is formed by passing x(-) through a discrete-time, linear time- invariant filter with impulse response 1 k=0 -1 k= 1 0 otherwise h(k) - Determine the spectral density Sy of y(-).

Computer Networking: A Top-Down Approach (7th Edition)
Computer Networking: A Top-Down Approach (7th Edition)
7th Edition
ISBN:9780133594140
Author:James Kurose, Keith Ross
Publisher:James Kurose, Keith Ross
Chapter1: Computer Networks And The Internet
Section: Chapter Questions
Problem R1RQ: What is the difference between a host and an end system? List several different types of end...
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15.) EEE 554–Random Signal Theory A discrete-time, wide-sense stationary stochastic process x(-) has mean zero and au- tocovariance function 2 K=0 C.(x) -1 K=±1 0 otherwise !! (a) A new process y(-) is formed by passing x(-) through a discrete-time, linear time- invariant filter with impulse response 1 k=0 -1 k= 1 0 otherwise h(k) = Determine the spectral density Sy of y(-). (b) Consider the random vector x(0) x(1) X = Find a 2 x 2 matrix A so that the covariance matrix of Y = AX is diagonal and not identically zero.
Transcribed Image Text:15.) EEE 554–Random Signal Theory A discrete-time, wide-sense stationary stochastic process x(-) has mean zero and au- tocovariance function 2 K=0 C.(x) -1 K=±1 0 otherwise !! (a) A new process y(-) is formed by passing x(-) through a discrete-time, linear time- invariant filter with impulse response 1 k=0 -1 k= 1 0 otherwise h(k) = Determine the spectral density Sy of y(-). (b) Consider the random vector x(0) x(1) X = Find a 2 x 2 matrix A so that the covariance matrix of Y = AX is diagonal and not identically zero.
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