1802统计中等derivationmedium
Measurement Noise Effect 2
题目
A latent stationary signal Y_t has gamma(0) = 8 and gamma(1) = 3. You observe X_t = Y_t + eta_t, where eta_t is iid noise with variance 2 independent of Y_t. What are gamma_X(0) and gamma_X(1)?
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你的答案
gamma_X(0)
gamma_X(1)