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variance of a zero mean white noise after go throught a LTI system

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hechengli

hechengli

Mechanical
Joined
Apr 16, 2002
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if we have a zero mean, white noise sequence x[n] with a variance sigma^2, if it is fed into a LTI system with impulse response h[n]=(0.6)^n, what is the variance of the output, how to calculate it?

convolution or Z transform?
thanks
 
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Wow, sounds like signal theory. Why is a ME stuck with this calculation?
 
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I figure it out, that is pretty easy when you know how to do it. Thanks, guys!
 
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