The N point DFT of a random sequence x(n) is Assume that E x(n) 0 and E x(n)x(n m) 2 x (m) i e , x(n) is a white noise process (a) Determine the variance of X(k) (b) Determine the autocorrelation of X(k) N 1 X (k) x(m)e i2a kjN...

The N?point DFT of a random sequence x(n) is Assume that E{x(n)} = 0 and E[x(n)x(n +

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The N?point DFT of a random sequence x(n) is

Assume that E{x(n)} = 0 and E[x(n)x(n + m)] = ?²_x?(m) [i.e., x(n) is a white noise process].

(a) Determine the variance of X(k).

(b) Determine the autocorrelation of X(k).

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Digital Signal Processing

ISBN: ?978-0133737622

3rd Edition

Authors: Jonh G. Proakis, Dimitris G.Manolakis

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Question Posted: May 26, 2011 02:59 AM

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The N?point DFT of a random sequence x(n) is Assume that E{x(n)} = 0 and E[x(n)x(n +

Question:

N-1 X (k) = x(m)e-i2a kjN

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Digital Signal Processing

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