Question: Sometimes we are interested in the statistical behavior of a linear time-invariant system when the input is a suddenly applied random signal. Such a situation

Sometimes we are interested in the statistical behavior of a linear time-invariant system when the input is a suddenly applied random signal. Such a situation is depicted in Figure.

h[n] x[n] w[n] y[n] n > 0, 0, n < 0, S

Let x[n] be a stationary white-noise process. The input to the system, w[n], given by?

is a non stationary process, as is the output y [n].

(a) Derive an expression for the mean of the output in terms of the mean of the input.

(b) Derive an expression for the autocorrelation sequence ?_yy?[n₁, n₂] of the output.

(d) Assume that h[n] = aⁿu[n]. Find the mean and mean-square values of the output in terms of the mean and mean-square values of the input. Sketch these parameters as a function of n.

h[n] x[n] w[n] y[n] n > 0, 0, n < 0, S x[n], n > 0, w[] =

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