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Homework 1

1. Let > 0, and for each integer n , {Xi,n } are independent and identically distributed

random variables with P [Xi,n = 1] = /n, and P [Xi,n = 0] = 1 /n. Let Yn = ni=1 Xi,n .

(a) Find the characteristic function of Yn .

(b) Show that limn Yn is a Poisson random variable. Find its mean and variance.

2. Given {Xt , t 0} is a Wiener process with mean X (t) = t and correlation function

X (t, s) = 2 min(t, s) + 2 ts. Let {Yt , t 0} be such that Yt = Xt+D Xt , where D is a

xed positive number. Find the correlation function Y (t, s) of Yt . Is Yt strictly stationary

?

3. An analog signal is sampled at a sampling rate of 8 KHz. It is then quantized using a total

of 64 representation levels, followed by binary encoding. The digitized information is then

transmitted over a baseband M-ary PAM system, i.e., M is the number of amplitude levels

that the pulse amplitude modulator produces. Find the minimum bandwidth required for

transmission for the following cases:

(a) M = 2

(b) M = 4

4. Consider a PCM system employing on-o keying. A bit 1 is represented by a pulse of

height A for a duration of 1 second and a bit 0 is represented by sending no pulse for a

duration of 1 second. The signals are transmitted over a AWGN channel with zero mean

and power spectral density 1/2. A receiver is designed as shown in Figure 1 to decide if a

0 or 1 was transmitted.

Signal

> l

<

dt

decide 0 or 1

Noise

Figure 1: Receiver for the PCM System with On-o Keying

the probability of error.

1

(b) Using the threshold in part (a), evaluate the average probability of error for this

receiver in terms of the the complementary error function erfc(x) which is given as

2

erfc(x) =

x

exp(z 2 )dz

5. A binary PAM wave is to be transmitted over a baseband channel with an absolute maximum bandwidth of 60 KHz. The bit rate of the system is 100 Kbps. If we are to design

a raised cosine spectrum that satises these requirements, nd the rollo factor of the

raised cosine pulse ?

6. Consider an AWGN process w(t) with zero mean and spectral density N0 /2. The process

w(t) is projected onto a set of orthonormal basis functions {j (t)}, j = 1, , N, 0

t T . Show that the projections along each basis function are i.i.d. Gaussian random

variables.

The projection of w(t) onto the basis j (t) is dened as

T

0

w(t)j (t)dt

signals shown below:

S (t)

1

S (t)

3

S (t)

2

-4

signals {si (t)}i=4

i=1 , where the signal si (t) is of the form

si (t) =

0,

2E

T

cos(2 Tt + i 4 ), 0 t T

otherwise

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