Let X (n) be an independent and identically distributed random se- quence with each X(n) having mean 0 and variance 2. Suppose we form where Y(n) = [h(k)X(n − k) - k=0 h(n) = a^u(n) where 0 < a < 1. Find Sy(f), the power spectral density of Y.
Let X (n) be an independent and identically distributed random se- quence with each X(n) having mean 0 and variance 2. Suppose we form where Y(n) = [h(k)X(n − k) - k=0 h(n) = a^u(n) where 0 < a < 1. Find Sy(f), the power spectral density of Y.
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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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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
Transcribed Image Text:Problem 2. PSD and Poisson.
a. Let X(n) be an independent and identically distributed random se-
quence with each X(n) having mean 0 and variance 2. Suppose we
form
where
Y(n)=h(k)X(n – k)
k=0
h(n) = a"u(n)
where 0 < a < 1. Find Sy(f), the power spectral density of Y.
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