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The input to a filter is a discrete-time zero-mean random process whose autocorrelation function is The input/output relationship of the filter is given by
(a) Find the autocorrelation function of the output
(b) Find the PSD of the output
Statistics and Probability, Statistics
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to a filter is a discrete-time zero-mean random process whose autocorrelation function is 
The input/output relationship of the filter is given by
