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What is the variance of the difference between two successive signal samples, d(n) = x(n) – x(n-1)?

Posted: Thu Jul 14, 2022 9:46 am
by answerhappygod
a) \(σ_d^2=2σ_x^2 [1+γ_{xx} (1)]\)
b) \(σ_d^2=2σ_x^2 [1-γ_{xx} (1)]\)
c) \(σ_d^2=4σ_x^2 [1-γ_{xx} (1)]\)
d) \(σ_d^2=3σ_x^2 [1-γ_{xx} (1)]\)