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    HMWRK 2

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    amirkhan1369
    1. If {y(t)} is a stochastic process satisfying certain equations involving x(t), then equations relating the autocorrelation functions Ryy(τ), Rxy(τ) and power spectral densities Sy(w) can be derived. 2. Specific examples are worked out for stochastic processes x(t) with known autocorrelation or power spectral density, and processes y(t) defined in terms of x(t) using linear, time-invariant systems. 3. Properties of autocorrelation, cross-correlation and power spectral density functions are used to solve for unknown functions in various cases.

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    © All Rights Reserved
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    HMWRK 2

    Uploaded by

    amirkhan1369
    33 views3 pages
    1. If {y(t)} is a stochastic process satisfying certain equations involving x(t), then equations relating the autocorrelation functions Ryy(τ), Rxy(τ) and power spectral densities Sy(w) can be derived. 2. Specific examples are worked out for stochastic processes x(t) with known autocorrelation or power spectral density, and processes y(t) defined in terms of x(t) using linear, time-invariant systems. 3. Properties of autocorrelation, cross-correlation and power spectral density functions are used to solve for unknown functions in various cases.

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    hmwrk2

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    1. If {y(t)} is a stochastic process satisfying certain equations involving x(t), then equations relating the autocorrelation functions Ryy(τ), Rxy(τ) and power spectral densities Sy(w) can be derived. 2. Specific examples are worked out for stochastic processes x(t) with known autocorrelation or power spectral density, and processes y(t) defined in terms of x(t) using linear, time-invariant systems. 3. Properties of autocorrelation, cross-correlation and power spectral density functions are used to solve for unknown functions in various cases.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    33 views3 pages

    HMWRK 2

    Uploaded by

    amirkhan1369
    1. If {y(t)} is a stochastic process satisfying certain equations involving x(t), then equations relating the autocorrelation functions Ryy(τ), Rxy(τ) and power spectral densities Sy(w) can be derived. 2. Specific examples are worked out for stochastic processes x(t) with known autocorrelation or power spectral density, and processes y(t) defined in terms of x(t) using linear, time-invariant systems. 3. Properties of autocorrelation, cross-correlation and power spectral density functions are used to solve for unknown functions in various cases.

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    !

    "#$ %&'() *
    +,-".) /"012345, 6!-

    1- Show that if
    { }
    2
    1 2 1 1 2
    ( , ) ( ) ( ) E
    y ( )
    x
    R t t q t t t I
    t
    d = - =
    and (a)
    2
    0 0
    ( ) ( , ) ( ) then ( ) ( , ) ( )
    t t
    y t h t x d I t h t q d a a a a a a = =


    (b) '( ) ( ) ( ) ( ) then I '( ) 2 ( ) ( ) ( ) y t c t y t x t t c t I t q t + = + =

    2- Find { }
    2
    E y ( ) t (a) if
    x
    R ( )=5 ( ) t d t and
    '( ) 2 ( ) ( ) all t (i) y t y t x t + =
    (b) If (i) holds for t>0 only and y(t)=0 for 0 t
    Hint: use eqn
    { }
    2
    2
    ( ) ( )
    ( )
    E q t h t
    y t
    = *

    3- The process x(t) is WSS with
    x
    R ( )=5 ( ) t d t and
    '( ) 2 ( ) ( ) all t (i) y t y t x t + =
    Find { }
    2
    E y (t) ,
    1 2
    ( , )
    xy
    R t t ,
    1 2
    ( , )
    y
    R t t (a) if (i) holds for all t, (b) if y(0)=0 and
    (i) holds for 0 t

    4-Show that
    1
    (0) ( )
    (0) (2
    4
    n
    n
    R R
    R R
    t
    t
    - -


    Hint:
    2 2 2
    1
    1 cos 2sin 2sin cos (1 cos2 )
    2 2 2 4
    q q q
    q q - = = -
    Use ( ) S w properties

    5- The process x(t) is normal with zero mean and ( ) cos
    x
    R Ie
    a
    t
    t bt
    -
    = . Show
    that if
    2
    ( ) ( ) y t x t = , then ( )
    2 2
    ( ) 1 cos 2
    y
    C I e
    at
    t bt
    -
    = + . Find ( )
    y
    S w

    6- Show that if ( )
    y
    R t is the inverse Fourier transform of a function ( ) S w and
    ( ) 0 S w , then , for any
    i
    a ,
    ,
    ( ) 0
    i k i k
    i k
    a a Rt t
    *
    -


    Hint:
    2
    ( ) 0
    i
    j
    i
    i
    S d a e
    wt
    w w
    +
    -



    7- Find ( ) Rt if (a)
    4
    ( ) 1/(1 ) S w w = + , (b)
    2 2
    ( ) 1/(4 ) S w w = +

    8-The process x(t) is normal with zero mean. Show that if y(t)=x
    2
    (t), then
    ( ) 2 (0) ( ) 2 ( ) ( )
    y x x x
    S R S S w p d w w w = + *
    Plot ( )
    y
    S w if ( )
    x
    S w is (a) ideal LP, (b) ideal BP.

    9-The process x(t) is WSS with { } 5 ( ) E x t = and
    4
    ( ) 25 4
    x
    R e
    t
    t
    -
    = + . If
    y(t)=2x(t)+3x'(t),find , ( ), ( )
    y y y
    R S h t w

    10- The process x(t) is WSS and
    x
    R ( )=5 ( ) t d t . (a) Find
    { }
    2
    E
    y (t)
    and
    y
    S ( ) w if '( ) 3 ( ) ( ) y t y t x t + = , (b) Find { }
    2
    E y (t) and
    y 1 2
    R (t ,t ) if
    '( ) 3 ( ) ( ) ( ) y t y t x t U t + = .
    Sketch the function
    xy 2
    R (2,t ) and
    xy 1
    R (t ,3)

    11- Given a complex process x(t) with autocorrelation ( ) Rt , show that if
    1 ( ) Rt = , then ( ) w( ) x(t)= y(t)
    j j t
    R e e
    wt w
    t t =

    12- show that (a) { } 0 ( ) ( ) E x t x t =
    (
    , (b) ( ) ( ) x t x t =-
    (
    (
    . Here ( ) x t
    (
    denotes hilbert
    transform of x(t).

    13- (Stochastic resonance) The input to the system

    2
    1
    ( )
    2 5
    H s
    s s
    =
    + +

    is a WSS process x(t) with { }
    2
    10 ( ) E x t = . Find
    x
    S ( ) w such that the average
    power
    { }
    2
    ( )
    E
    y t
    of the resulting output y(t) is maximum.
    Hint: ( ) H j w is maximum for 3 w =

    14- Show that if
    0
    ( )
    j
    x
    R Ae
    w t
    t = , then
    0
    ( )
    j
    xy
    R Be
    w t
    t = for any y(t).
    Hint: Use cross correlation inequality
    2
    ( ) (0) (0)
    xy x y
    R R R t

    15-Given a system ( ) H w with input x(t) and output y(t), show that (a) if x(t)
    is WSS and ( )
    j
    x
    R e
    at
    t = , then
    2
    ( ) ( ) ( ) ( )
    j j
    yx y
    R e H R e H
    at at
    t a t a = =
    (b) if
    1 2
    1 2
    ( )
    ( , )
    x
    j t t
    R t t e
    a b -
    = ,then
    1 2 1 2
    1 2 1 2
    ( ) ( )
    ( , ) ( ) ( , ) ( ) ( )
    yx y
    j t t j t t
    R t t e H R t t e H H
    a b a b
    a a b
    * - -
    = =

    16- Show that if ( ) ( ) 0
    x y
    S S
    w w
    then ( ) 0
    xy
    S
    w


    17- Show that if x[n] is WSS and [1] [0]
    X X
    R R = , then [ ] [0]
    X X
    R m R = for
    every m.

    18- Show that if { } [ ] [ ] [ ] R m E x n m x n = + , then
    2 2
    [0] [2] 2 [1] [0] R R R R > -

    19-(a) Find { }
    2
    ( ) E y t if y(0)=y'(0)=0 and
    x
    ''( ) 7 '( ) 10 ( ) ( ) R ( )=5 ( ) y t y t y t x t t d t + + =
    (b) Find { }
    2
    [ ] E y n if [ 1] [ 2] 0 y y - = - = and
    [ ] [ ]
    x
    8 [ ] 6 [ 1] [ 2] [ ] R =5 y n y n y n x n
    m m
    d - - + - =

    20- The process x[n] is WSS with [ ] 5 [ ]
    X
    R m m d = and
    [ ] .5 [ 1] [ ] (i) y n y n x n - - =
    Find { }
    2
    ( ) E y n , [ ]
    1 2
    ,
    xy
    R m m , [ ]
    1 2
    ,
    y
    R m m (a) if (i) holds for all n, (b) if [ ] 0
    1
    y =
    -

    and (i) holds for 0 n

    21-Show that (a) if [ ] [ ] [ ]
    1 2 1 1 2
    ,
    x
    R q m m m m m d = - and
    { }
    2
    2
    0 0
    [ ] then [ ]
    N N
    n n
    s a x n E a q n
    s
    = =


    (b) If ( ) ( ) ( )
    1 2 1 1 2
    ,
    x
    R q t t t t t d = - and

    { }
    2
    2
    0 0
    ( ) ( ) then ( ) ( ) s a t x t dt E a t q t dt
    s
    t t
    = =

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