Determine the wiener smoothing filter

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Reference no: EM131220527

The sum of two independent random sequences with autocorrelation functions

is input to an LTI filter.

(a) Determine the Wiener smoothing filter. That is, find the impulse response of the filter which produces an output which is an MMSE estimate of S[n].

(b) Find the PSD of the filtered signal plus noise.

Reference no: EM131220527

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