In Section 10.6.5, we considered the estimation of the power spectrum of a sinusoid plus white noise.
Question:
In Section 10.6.5, we considered the estimation of the power spectrum of a sinusoid plus white noise. In this problem, we will determine the true powet spectrum of such a signal. Suppose that?
x[n] =Acos(?0n + ?) + e[n],
where ? is a random variable that is uniformly distributed on the onterval from 0 to 2? and e[n] is a sequence of zero-mean random variavles that are uncorrelated with each tohter and also uncorrelated with ?. In other words, the cosine component has a randomly selected phase, and e[n] represents white noise.
(a) Show that for the preceding assumption, the autocorrelation function for x[n] is?
(b) From the result of part (a), show that over one period in frequency, the power spectrum of x[n] is
Step by Step Answer:
Discrete Time Signal Processing
ISBN: 978-0137549207
2nd Edition
Authors: Alan V. Oppenheim, Rolan W. Schafer