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 z1 and H ( z ) = 2 1. 5 z1 . 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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 Spring '10
 wu
 Variance, Probability theory, White Gaussian noise

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