Show that, for a causal AR system with a zero-mean input (x(n)) and output (y(n)) : [E{x(n)

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Show that, for a causal AR system with a zero-mean input \(x(n)\) and output \(y(n)\) :

\[E\{x(n) y(n-v)\}= \begin{cases}\sigma_{X}^{2}, & \text { for } v=0 \\ 0, & \text { for } v>0\end{cases}\]

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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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