Problem 4. WSS and Signal Detection. a. Consider a real Gaussian random sequence x(n), n an integer, with E[x(n)] = 0, E [x(n)²] = 1, E[x(n)x(m)] = p/n-m| where 0 < p < 1. Let y(n) = x(n) n 0, 3 n #0 n = 0. i. Is r(n) wide sense stationary? ii. Find the covariance of y(n) and state whether or not it is wide sense stationary.
Problem 4. WSS and Signal Detection. a. Consider a real Gaussian random sequence x(n), n an integer, with E[x(n)] = 0, E [x(n)²] = 1, E[x(n)x(m)] = p/n-m| where 0 < p < 1. Let y(n) = x(n) n 0, 3 n #0 n = 0. i. Is r(n) wide sense stationary? ii. Find the covariance of y(n) and state whether or not it is wide sense stationary.
Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
Publisher:Erwin Kreyszig
Chapter2: Second-order Linear Odes
Section: Chapter Questions
Problem 1RQ
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