Suppose we are given a zero mean process xn with, Basic Statistics

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Suppose we are given a zero mean process xn with

Suppose we are given a zero mean process x(n) with autocorrelation

(a) Find a filter which, when driven by unit variance white noise, will yield a random process with this autocorrelation.

(b) Find a stable and causal filter which, when excited by x(n), will produce zero mean, unit variance, white noise.

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Basic Statistics: Suppose we are given a zero mean process xn with

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Basic Statistics: Suppose we are given a zero mean process xn with

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