The following causal system is excited by white noise (x(n)=w(n)) of zero mean and unit variance....
The following causal system is excited by white noise (x(n)=w(n)) of zero mean and unit variance. The output is y(n).
q(n)=x(n) - 0.8 q(n-1)
y(n)=0.2 q(n)
a) Determine the autocorrelation of the output y(n) in closed form for all m. Give numerical values for ryy(0), ryy(1), ryy(2).
b) Find the variance of y(n). Give a numerical value and show all your work.
c) Find the poles and zeros of the power spectral density (PSD) of y(n) and sketch them carefully on the z-plane.
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The following causal system is excited by white noise
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process, i.e., μx[n] = 0, Rx[n] =δ[n]. The process is filtered
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