Find the psd of the process- define a discrete-time random


Find the PSD of the process.

Exercise

Let Wn be an IID sequence of zero-mean Gaussian random variables with variance  

Define a discrete-time random process  where  is a constant.

(a) Find the mean function 

(b) Find the autocorrelation function, 

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Basic Statistics: Find the psd of the process- define a discrete-time random
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