The stationary gaussian process xnnbspwith expected value
The stationary Gaussian process Xn with expected value E[Xn] = 0 and autocorrelation function RX (k) = 2-|k| is passed through the linear filter given by the filter vector h = [1 -1 1]'. Find the PDF of X = [X3 X4X5]'.
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the iid random sequence x0 x1 of standard normal random variables is the input to a digital filter for a constant a
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the stationary gaussian process xnnbspwith expected value exn 0 and autocorrelation function rxnbspk 2-knbspis passed
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xnnbspis a wide sense stationary random sequence with microxnbsp 0 and autocorrelation functionfor m 2 samples find h
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