bers,
Trans. Roy. Soc.,
London, Ser. A, vol. 226, pp. 267-298, 1927.
PROBLEMS
4.1 The pole-zero diagram of the function Sc(z) pertaining to a stationary
process {x(n)} is shown in Fig. P4.1.
(a) Specify the region of the z-plane for which the logarithmic function
In (S(z)) is analytic.
(b) Given that S (z) = 02 G(z)G(z- ), find the pole-zero diagrams of G(z)
and G(z - ), and the constant o2.
4.2 For the stochastic process {x(n)} described in Problem 4.1, find the trans-
fer functions of the inverse filter and that of the whitening filter. Con-
struct signal-flow graphs for both filters.
4.3 The power spectrum of an AR process (x(n)} is given by
100
S (0)
2.0625 + 2.5 cos w + 0.5 cos 20
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