A random process (x(n)) is generated by applying a white noise (w(n)) with unit variance as input

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A random process \(x(n)\) is generated by applying a white noise \(w(n)\) with unit variance as input to a system described by the following transfer function:

\[H(z)=\frac{1}{z^{2}-0.36}\]

Compute the second-order Wiener filter that relates \(x(n)\) to the output \(y(n)\) of the filter

\[H_{1}(z)=\frac{1}{z+0.6}\]

when the same \(H_{1}(z)\) has \(w(n)\) as input.

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Digital Signal Processing System Analysis And Design

ISBN: 9780521887755

2nd Edition

Authors: Paulo S. R. Diniz, Eduardo A. B. Da Silva , Sergio L. Netto

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