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What is the auto correlation function of a discrete time
white noise?
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Answer Posted / j. augusto
It is s^2 * d[n], where s is the standard deviation of the
noise (and thus s^2 is its variance) and d[n] is the
discrete impulse (or Dirac), consisting of a 1 at n=0 and 0
at all the other time instants.
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