Determine the difference equation for generating ar process when excitation is white noise
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Answer:
The Wide – sense stationary process
With auto correlation sequence
The power spectral density
The power density spectrum of an AR process
The Z – transform of the auto correlation sequence is
The variance of the input
The system function is
The stationary process with auto correlation sequence and power spectral density
Step 2 of 2
(b)
The system function for the writing filter is
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