A sequence of zero mean unit variance independent random, Basic Statistics

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A sequence of zero mean unit variance independent random

A sequence of zero mean unit variance independent random variables, are input to a filter that produces an output sequence according toCFor initialization purposes taken to be zero.

(b) Now let the variance of the Find the covariance (correlation) matrix of the Y_n.

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Basic Statistics: A sequence of zero mean unit variance independent random

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Basic Statistics: A sequence of zero mean unit variance independent random

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