A discrete- time linear filter has a unit pulse response h [n]. The input to this filter

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A discrete- time linear filter has a unit pulse response h [n]. The input to this filter is a random sequence with uncorrelated samples. Show that the output PSD is real and non- negative.

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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

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Question Posted: Nov 20, 2015 12:13 AM

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A discrete- time linear filter has a unit pulse response h [n]. The input to this filter

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Let Xn be the input sequence and Y ...View the full answer

Probability and Random Processes With Applications to Signal Processing and Communications

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