Information in Multirate Systems
Recall from Chapter 2 that all the statistical information about a Gaussian WSS random signal x(n) is contained in its power spectrum Px(ejω) or, equivalently, in its autocorrelation sequence Rx(k). This is because if we know Px(ejω), we can calculate the probability density functions that govern the statistical dependence among any number of samples of x(n).
KeywordsPower Spectrum Mutual Information Statistical Information Power Spectral Density Entropy Rate
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