Forums

Correlation

Started by HardySpicer June 30, 2009
Suppose we pass white noise u(k) through a filter H(z-1) giving an
output

y(k)=H(z^-1)u(k)

now u(k) and u(k-1) are uncorrelated. Can we say the same for y(k) and
y(k-1)?


Hardy
No, we can't say that because the correlation function of the filter output
is not delta function.

>Suppose we pass white noise u(k) through a filter H(z-1) giving an >output > >y(k)=H(z^-1)u(k) > >now u(k) and u(k-1) are uncorrelated. Can we say the same for y(k) and >y(k-1)? > > >Hardy >