Given two first-order AR processes generated by the same zero-mean white noise with unit variance whose respective
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Given two first-order AR processes generated by the same zero-mean white noise with unit variance whose respective poles are located at \(a_{1}\) and \(-a_{1}\), with \(\left|a_{1}\right|<1\), calculate the cross-correlation function between these AR processes.
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Related Book For
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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