Problem 4. WSS and Signal Detection. a. Consider a real Gaussian random sequence x(n), n an integer, with E[x(n)] = 0, E [x(n)²] = 1, E[x(n)x(m)] = p/n-m| where 0 < p < 1. Let y(n) = x(n) n 0, 3 n #0 n = 0. i. Is r(n) wide sense stationary? ii. Find the covariance of y(n) and state whether or not it is wide sense stationary.

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter5: Inverse, Exponential, And Logarithmic Functions
Section5.6: Exponential And Logarithmic Equations
Problem 64E
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Problem 4. WSS and Signal Detection.
a. Consider a real Gaussian random sequence x(n), n an integer, with
E[x(n)] =0, E[r(n)²] = 1, E[r(n)a(m)] = pln-m
where 0 < p < 1. Let
y(n)
{
x(n)
n
n‡0
n = 0.
i. Is x(n) wide sense stationary?
ii. Find the covariance of y(n) and state whether or not it is wide
sense stationary.
Transcribed Image Text:Problem 4. WSS and Signal Detection. a. Consider a real Gaussian random sequence x(n), n an integer, with E[x(n)] =0, E[r(n)²] = 1, E[r(n)a(m)] = pln-m where 0 < p < 1. Let y(n) { x(n) n n‡0 n = 0. i. Is x(n) wide sense stationary? ii. Find the covariance of y(n) and state whether or not it is wide sense stationary.
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