Determine the wiener smoothing filter - that is find the, Electrical Engineering

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Determine the wiener smoothing filter - that is find the

The sum of two independent random processes with PSDs

are input to a LTI filter.

(a) Determine the Wiener smoothing filter. That is, find the impulse response of the filter that produces an output that is an MMSE estimate ofS(t) .

(b) Find the PSD of the filtered signal plus noise.

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Electrical Engineering: Determine the wiener smoothing filter - that is find the

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