1. ## Random DSP

Hi, I have question about the following attachment.

I have to sketch ACF of the output response.

I know that I have to cross multiply and sum the terms to get the output sequence. I have followed through examples and I cant get it working and I am not sure where am I going wrong. Can someone shed some light please?

I have worked out j(m) as 1,-4,6,-4,1

i now need to work out output sequence and not sure how

2. ## Re: Random DSP

you can't solve for the output sequence. It's random.

What you can do is find the ACF of the output process directly using a double convolution of the input ACF with the impulse response

or probably easier find the frequency response of the impulse respose and take it's squared magnitude.

Multiply that by the ACF of the input process (the graph on the right)

Then bring that back to the discrete time domain with an inverse transform.

That will be the ACF of the output process.

3. ## Re: Random DSP

Ummmm... yeah. Whatever romsek said.

-Dan