- #1

ashah99

- 60

- 2

- Homework Statement
- Please see below.

- Relevant Equations
- PSD, autocorrelation function

How do I approach the following problem while only knowing the PSD of a Gaussian random sequence (i.e. I don't know the exact distribution of $V_k$)? Or am I missing something obvious?

Problem statement:

Thoughts:

I know with the PSD given, the autocorrelation function are delta functions due to a white process, such that it takes a value of 20 at k = 0 and value of 8 at k = +1 and -1. Any ideas?

Problem statement:

Thoughts:

I know with the PSD given, the autocorrelation function are delta functions due to a white process, such that it takes a value of 20 at k = 0 and value of 8 at k = +1 and -1. Any ideas?