What is the auto correlation function of a discrete time
white noise?
Answer Posted / vibhor bhardwaj
Calculation of a (theoretical) autocorrelation function for
a normal random discrete white noise filtered by a
stationary filter with impulse response given by function
h(j), j >0 can be done by using convolution.
Its autocorrelation function is a Kronecker delta.
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http://teal.gmu.edu/ececourses/ece699/notes/note2.html
Regards: Vibhor Bhardwaj
www.igeek.co.nr
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