Dft of the truncated autocorrelation function

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Reference no: EM131083443

For the discrete-time process X_n in Problem 11.2.2, calculate an approximation to the power spectral density by finding the DFT of the truncated autocorrelation function

Compare your DFT output against the DTFT S_X (φ).

Problem 11.2.2

X(t) is a wide sense stationary process with autocorrelation function

The process X(t) is sampled at rate 1/Ts = 4,000 Hz, yielding the discrete-time process X_n. What is the autocorrelation function R_X [k] of X_n?

Reference no: EM131083443

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