Consider a real, discrete-time, LTI system whose impulse response is h[n]. The original
input x(t) is considered to be an ergodic signal that has been sampled at 44.1 kHz to
produce x[n]. The output y[n] = h[n] ⊗ x[n] is, therefore, an
ergodic signal as well. The filter represented by h[n] has a Fourier transform
H(Ω). The relation between the power spectral density Sxx(Ω)
of the input x[n] and the power spectral density Syy(Ω) of the
output y[n] is given by
Equation 6.21.
In this first section, x[n] = g[n] a white noise signal with a Gaussian amplitude
distribution and gF [n] is the filtered version of g[n], that is,
gF [n] = h[n] ⊗ g[n]. Below you can view and listen to
second samples of both g[n] and gF [n].
Is the stochastic signal gF [n] a “white” noise signal? Explain
your reasoning.
Based upon the data presented, why is it reasonable to conclude that h[n] is
a lowpass filter as opposed to a highpass filter, bandpass filter, or band-reject filter?
Be sure to use the “Zoom” slider.
When you listen to each of the signals, does this support your answer to
the previous question?
Using the “Zoom” slider, examine the estimates of the autocorrelation functions of
the input and output signals. Estimate the FWHM (full-width, half-maximum) of
φgg(τ=kT) and φFF(τ=kT)
where T is the sampling interval.
How do you explain the change in the estimates of the probability density
function between g[n] and gF [n]?
Filters—particularly low pass filters—are frequently described as one-pole filters
or two-pole filters or three-pole filters, and so forth. How many poles does the
filter h[n] have?
Proceeed to another part of this exercise by choosing the variant below.