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Unformatted text preview: x ( n ) in terms of a 1 and a 2 . 3. Assume v ( n ) is a white Gaussian random process with zero mean and variance 1. The two ﬁlters in Fig. R8.2 are G ( z ) = 1 1-. 4 z-1 and H ( z ) = 2 1-. 5 z-1 . v ( n )-G ( z )-H ( z )-u ( n ) Figure R8.3: (a) Is u ( n ) an AR process? If so, ﬁnd the parameters. (b) Find the autocorrelation coeﬃcients r u (0), r u (1), and r u (2) of the process u ( n ). 1...
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This note was uploaded on 10/31/2010 for the course EE 630 taught by Professor Wu during the Spring '10 term at Aarhus Universitet, Aarhus.
- Spring '10