Consider a continuous-time random process x c (t) with a band limited power density spectrum P xcxc?
Question:
Consider a continuous-time random process xc(t) with a band limited power density spectrum Pxcxc?(?) as depicted in Figure. Suppose that we sample xc(t) to obtain the discrete-time random process x[n] = xc(nT).
(a) What is the autocorrelation sequence of the discrete-time random process?
(b) For the continuous-time power density spectrum in Figure, how should T be chosen so that the discrete-time process is white, i.e., so that the power spectrum is constant for all ???
(c) If the continuous-time power density spectrum is as shown in Figure, how should T be chosen so that the discrete-time process is white??
(d) What is the general requirement on the continuous-time process and the sampling period such that the discrete-time process is white?
Step by Step Answer:
Discrete Time Signal Processing
ISBN: 978-0137549207
2nd Edition
Authors: Alan V. Oppenheim, Rolan W. Schafer