The input to the first-backward-difference system (Example 2.10) is a zero-mean white-noise signal whose autocorrelation function is

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The input to the first-backward-difference system (Example 2.10) is a zero-mean white-noise signal whose autocorrelation function is Фxx [m] = σ2x δ [m].

(a) Determine and plot the autocorrelation function and the power spectrum of the corresponding output of the system.

(b) What is the average power of the output of the system?

(c) What does this problem tell you about the first backward difference of a noisy signal?

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Discrete Time Signal Processing

ISBN: 978-0137549207

2nd Edition

Authors: Alan V. Oppenheim, Rolan W. Schafer

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