I'm trying to solve following and already tryed some approaches, but seems to be I not really understand how I should start to solve it.
The following relationship is given x[n]=v[n-1]+w[n]+v[n+1], v[n] is a mean free white noise with variance one and w[n] is also a mean free white noise with variance one.
Note that v[n] and w[n] are jointly uncorrelated.
Find the discrete autocorrelation function $r_x[k]$
Could anybody help me?
Thanks in advance.
Today I've tried again to solve it and here is a solution.
Signal x[n] $x[n]=v[n-1]+w[n]+v[n+1]$
$r_x(k) = E\{x(k) x(l)\} = E\{(v[k-1]+w[k]+v[k+1]) (v[l-1]+w[l]+v[l+1])\} = $
$ = E\{v[k-1] v[l-1]\} + E\{v[k-1] w[l]\} + E\{v[k-1] v[l+1]\} + $
$ + E\{w[k] v[l-1]\} + E\{w[k] w[l]\} + E\{w[k] v[l+1]\} + $
$ + E\{v[k+1] v[l-1]\} + E\{v[k+1] w[l]\} + E\{v[k+1] v[l+1]\} $
$ E\{v[k+1] w[l]\} = 0 $
$ E\{v[k-1] w[l]\} = 0 $
$ E\{w[k] v[l-1]\} = 0 $
$ E\{w[k] v[l+1]\} = 0 $
$ E\{v[k-1] v[l+1]\} = 0 $
$ E\{v[k+1] v[l-1]\} = 0 $
$r_x(k) = E\{v[k-1] v[l-1]\} + E\{w[k] w[l]\} + E\{v[k+1] v[l+1]\} = $
$ = \sigma_v\delta(k+1) + \sigma_w\delta(k) + \sigma_v\delta(k-1) $