数字信号处理第四章习题.docVIP

第四章习题 4.1 (a) By expanding the equation taking the expected value, and finally taking the limit as , show that the right-hand side converges to . (b) Prove that . 4.2 For zero-mean, jointly Gaussian random variables, X1, X2, X3, X4, it is well known that . Use this result to derive the mean-square value of and the variance, given by which is defined as . 4.3 By use of the expression for the fourth joint moment for Gaussian random variables, show that (a) (b) (c) under the condition that the sequence is a zero-mean white Gaussian noise sequence with variance . 4.4 Generalize the