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Sampling low pass filtered white noise

  1. Dec 25, 2013 #1
    1. The problem statement, all variables and given/known data

    If we filter out ideal white noise using an ideal LPF of cutoff frequency W Hz and then sample it at F Hz , What are the conditions for different F so that the resulting discrete signal is correlated, uncorrelated , statistically independent and orthogonal etc?
    I would like to know the statistical behaviour of the output signal.


    2. Relevant equations




    3. The attempt at a solution

    I don't know where to start. But I think that if sampling frequency is lesser than nyquist frequency, the output is correlated.
     
  2. jcsd
  3. Dec 28, 2013 #2
    The following summary addresses your questions:

    http://www.eas.uccs.edu/wickert/ece5650/lectures/N5650_4.pdf [Broken]
     
    Last edited by a moderator: May 6, 2017
  4. Dec 28, 2013 #3
    @njoysci : Thank you very much. Let me read it.
     
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