Problem

The input to the first-backward-difference system (Example 2.9) is a zero-mean white-noi...

The input to the first-backward-difference system (Example 2.9) is a zero-mean white-noise signal whose autocorrelation function is

(a) Determine and plot the autocorrelation function and the power spectrum of the corresponding output of the system.

(b) What is the average power of the output of the system?

(c) What does this problem tell you about the first backward difference of a noisy signal?

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