Discrete-time Linear Shift Invariant System                                                                                          Print this page
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Thus does not depend on , but on lag and we can write

The autocorrelation function of the out put is

                                                                     

is a function of lag m only and we write

       The mean-square value of the output process is

       Thus if is WSS then is also WSS.

        Taking the DTFT of we get
                                                            

This input-output relation in the frequency domain is illustrated in Figure 4.

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