If the auto correlation function of a WSS process is R(T) = k. e-k hts spectral density is given by S(@) = 1+

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.3: Least Squares Approximation
Problem 32EQ
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n d in lid
a ily i
If the auto correlation function of a WSS process is R(T) = k. e-k la show that its
2
S(@) =
ite
spectral density is given by
2"
stin i at tie
1+
t t nitii
u he ha
Transcribed Image Text:n d in lid a ily i If the auto correlation function of a WSS process is R(T) = k. e-k la show that its 2 S(@) = ite spectral density is given by 2" stin i at tie 1+ t t nitii u he ha
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