Let a stochastic signal have an expected value, E[x] = 3, and variance of = 0.5. This signal isapplied to a casual filter with system difference equationy(n)=0.4x(n) - 0.5x(n-1)+0.5x(n-2) - 0.3x(n-3).Calculate the expected value and the variance of the output signal.

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Answered: Let a stochastic signal have an…

MATLAB: An Introduction with Applications

6th Edition

ISBN:9781119256830

Author:Amos Gilat

Publisher:Amos Gilat

Chapter1: Starting With Matlab

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Problem 1P

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Let a stochastic signal have an expected value, E[x] = 3, and variance o? = 0.5. This signal is applied to a casual filter with system difference equation y(n)=0.4x(n) - 0.5x(n-1)+0.5x(n-2) - 0.3x(n-3). Calculate the expected value and the variance of the output signal.