Consider the random process {u(n)}, where u(n) = x(n) + y(n), and {x(n)} and {y(n)} are the random processes that were introduced in Problem P2.16. Derive an expression for uu (z) in terms of xx (z),...

Consider the random process {u(n)}, where u(n) = x(n) + y(n), and {x(n)} and

{y(n)} are the random processes that were introduced in Problem P2.16. Derive

an expression for uu (z) in terms of xx (z), yy (z) and xy (z),

(i) through direct use of the equation u(n) = x(n) + y(n).

(ii) by noting that {u(n)} is the output of a system with input {ν(n)} and transfer

function H (z) + G(z).

(iii) Confirm that the results obtained in Parts (i) and (ii) are similar.