Transmission of Stationary Signals Through Linear Systems
Signals produced in nature are almost never experienced in their original form. Usually, we have access to them after they pass through various sensing and/or transmission devices such as a voltmeter for electric signals, an ear for acoustic signals, an eye for visual signals, a fiber-optic cable for wide-band Internet signals, and so forth. All of them impose restrictions on the signal being transmitted by attenuating different frequency components of the signal to a different degree. This process is generally called filtering and the devices that change the signal’s spectrum are traditionally called filters.
KeywordsPower Spectrum Output Signal Impulse Response Function Autocovariance Function Stochastic Difference Equation
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