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Repeat construction of the optimal ?lter from Example 7.3.1 in the case when the useful signal Y (t)has a more general power spectrum a SY (f ) = b2 + f 2 , and the uncorrelated white noise N(t) has arbitrary power spectrum SN (f ) ≡ N . Discuss the properties of this ?lter when the noise power is much bigger than the power of the useful signal, that is, when N » SY (f ). Construct the optimal acausal ?lters for other selected spectra of Y (t) and N(t).

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Category:- Statistics and Probability
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