4.38 Consider the two-dimensional linear filter given as the output (4.154). (a) Express the two-dimensional autocovariance function
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4.38 Consider the two-dimensional linear filter given as the output (4.154).
(a) Express the two-dimensional autocovariance function of the output, say, γy(h1, h2), in terms of an infinite sum involving the autocovariance function of xs and the filter coefficients as1,s2 .
(b) Use the expression derived in (a), combined with (4.153) and (4.156)
to derive the spectrum of the filtered output (4.155).
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Time Series Analysis And Its Applications With R Examples
ISBN: 9780387293172
2nd Edition
Authors: Robert H. Shumway, David S. Stoffer
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