Show that the autocorrelation function of the output of a discrete linear system with impulse response (h(n))

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Show that the autocorrelation function of the output of a discrete linear system with impulse response \(h(n)\) is given by

\[R_{Y}(n)=\sum_{k=-\infty}^{\infty} R_{X}(n-k) C_{h}(k)\]

where

\[C_{h}(k)=\sum_{r=-\infty}^{\infty} h(k+r) h(r)\]

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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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