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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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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