Use the minimum-variance method to estimate the PSD of (L=256) samples of the following signal: [y(n)=sin frac{pi}{2}

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Use the minimum-variance method to estimate the PSD of \(L=256\) samples of the following signal:

\[y(n)=\sin \frac{\pi}{2} n+x_{1}(n)\]

where

\[x_{1}(n)=-0.8 x_{1}(n-1)+x_{2}(n) \text {, }\]

with \(x_{2}(n)\) being a white Gaussian noise with variance \(\sigma_{X_{2}}^{2}=0.36\).

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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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