FPGA Central

Suppose we pass white noise u(k) through a filter H(z-1) giving an
output

y(k)=H(z^-1)u(k)

now u(k) and u(k-1) are uncorrelated. Can we say the same for y(k) and
y(k-1)?


Hardy

No, we can't say that because the correlation function of the filter outpu
is not delta function.

>Suppose we pass white noise u(k) through a filter H(z-1) giving an
>output
>
>y(k)=H(z^-1)u(k)
>
>now u(k) and u(k-1) are uncorrelated. Can we say the same for y(k) and
>y(k-1)?
>
>
>Hardy
>