Let us consider the case where a vector ({mathbf{X}(n)}) represents an (M times 1) WSS process, and
Question:
Let us consider the case where a vector \(\{\mathbf{X}(n)\}\) represents an \(M \times 1\) WSS process, and that
\[Y_{i}(n)=W_{i}(n) X_{i}(n)\]
for \(i=0,1, \ldots, M-1\). Show that \(\{\mathbf{Y}(n)\}\) is WSS if and only if \(W_{i}(n)=\kappa_{i} \mathrm{e}^{\mathrm{j} \phi_{i} n}\). This result indicates that the only time dependency between \(Y_{i}(n)\) and \(X_{i}(n)\) is at the exponent, where \(\kappa_{\mathrm{i}}\) is a possibly complex constant and \(\phi_{i}\) is a real constant.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
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
Question Posted: