Consider a random process x[n] that is the response of the LTI system shown in Figure P2...

Consider a random process x[n] that is the response of the LTI system shown in Figure P2.96. In the figure, w[n] represents a real zero-mean stationary white-noise process with E{w²[n]} = σ²_w.

(a) Express in terms of Φ_xx[n] or Φ_xx(e^jω).

(b) Determine Φxx(e^jω), the power density spectrum of x[n].

(c) Determine Φ_xx[n], the correlation function of x[n].