Suppose {t} and {{t} are two independent white noise processes with variance o and of respec-...
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Suppose {t} and {{t} are two independent white noise processes with variance o² and of respec- tively. (a) Show that {vt = &t + 12{t-1} is also a white noise and calculate its variance. (b) Show that YtVt Vt-1- - 2Et-1 is stationary. (a) Show that {vt = ɛt + 12§t−1} is also a white noise and calculate its variance. Marks [5] 1 (b) Show that yt = vt - vt-1 - 2ɛt-1 is stationary. Suppose {t} and {{t} are two independent white noise processes with variance o² and of respec- tively. (a) Show that {vt = &t + 12{t-1} is also a white noise and calculate its variance. (b) Show that YtVt Vt-1- - 2Et-1 is stationary. (a) Show that {vt = ɛt + 12§t−1} is also a white noise and calculate its variance. Marks [5] 1 (b) Show that yt = vt - vt-1 - 2ɛt-1 is stationary.
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Probability and Random Processes With Applications to Signal Processing and Communications
ISBN: 978-0123869814
2nd edition
Authors: Scott Miller, Donald Childers
Posted Date:
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