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Adcs Oht 1 Check It PDF
Adcs Oht 1 Check It PDF
Solutions to HW12
Note: These solutions are D. J. Goodman, the authors of our textbook. I have annotated
and corrected them as necessary. Text in italics is mine.
Problem 10.10.2 •
Let A be a nonnegative random variable that is independent of any collection of samples
X(t1 ), . . . , X(tk ) of a wide sense stationary random process X(t). Is Y (t) = A + X(t) a
wide sense stationary process?
Problem 10.11.1 •
X(t) and Y (t) are independent wide sense stationary processes with expected values µX and
µY and autocorrelation functions RX (τ ) and RY (τ ) respectively. Let W (t) = X(t)Y (t).
(a) Find µW and RW (t, τ ) and show that W (t) is wide sense stationary.
(b) Are W (t) and X(t) jointly wide sense stationary?
(b) To examine whether X(t) and W (t) are jointly wide sense stationary, we calculate
Since W (t) and X(t) are both wide sense stationary and since RW X (t, τ ) depends
only on the time difference τ , we can conclude from Definition 10.18 that W (t) and
X(t) are jointly wide sense stationary.
Problem 10.11.2
X(t) is a wide sense stationary random process. For each process Xi (t) defined below,
determine whether Xi (t) and X(t) are jointly wide sense stationary.
(a) X1 (t) = X(t + a)
we have verified that X1 (t) is wide sense stationary. Now we calculate the cross
correlation
Since RXX1 (t, τ ) depends on the time difference τ but not on the absolute time t, we
conclude that X(t) and X1 (t) are jointly wide sense stationary.
we have verified that X2 (t) is wide sense stationary. Now we calculate the cross
correlation
Except for the trivial case when a = 1 and X2 (t) = X(t), RXX2 (t, τ ) depends on both
the absolute time t and the time difference τ , we conclude that X(t) and X2 (t) are
not jointly wide sense stationary.
Problem 10.11.3
X(t) is a wide sense stationary stochastic process with autocorrelation function RX (τ ) =
10 sin(2π1000τ )/(2π1000τ ). The process Y (t) is a version of X(t) delayed by 50 microsec-
onds: Y (t) = X(t − t0 ) where t0 = 5 × 10−5 s.
(a) Derive the autocorrelation function of Y (t).
(b) Derive the cross-correlation function of X(t) and Y (t).
(c) Is Y (t) wide sense stationary?
(d) Are X(t) and Y (t) jointly wide sense stationary?
(c) We have already verified that RY (t, τ ) depends only on the time difference τ . Since
E[Y (t)] = E[X(t − t0 )] = µX , we have verified that Y (t) is wide sense stationary.
(d) Since X(t) and Y (t) are wide sense stationary and since we have shown that RXY (t, τ )
depends only on τ , we know that X(t) and Y (t) are jointly wide sense stationary.
Comment: This problem is badly designed since the conclusions don’t depend on the
specific RX (τ ) given in the problem text. (Sorry about that!)
ECE302 Spring 2006 HW12 Solutions April 27, 2006 4
Problem 11.2.1 •
The random sequence Xn is the input to a discrete-time filter. The output is
Xn+1 + Xn + Xn−1
Yn = .
3
(a) What is the impulse response hn ?
(b) Find the autocorrelation of the output Yn when Xn is a wide sense stationary random
sequence with µX = 0 and autocorrelation
1 n = 0,
RX [n] =
0 otherwise.
Problem 11.2.2 •
X(t) is a wide sense stationary process with autocorrelation function
sin(2000πt) + sin(1000πt)
RX (τ ) = 10 .
2000πt
The process X(t) is sampled at rate 1/Ts = 4,000 Hz, yielding the discrete-time process
Xn . What is the autocorrelation function RX [k] of Xn ?
Problem 11.3.1 •
Xn is a stationary Gaussian sequence with expected
value E[X
′ n ] = 0 and autocorrelation
function RX [k] = 2−|k| . Find the PDF of X = X1 X2 X3 .
Problem 11.3.2 •
Xn is a sequence of independent random variables such that Xn = 0 for n < 0 while
for n ≥ 0, each Xn is a Gaussian (0, 1) random variable. Passing Xn through the filter
′
h = 1 −1 1 yields the output Yn . Find the PDFs of:
′
(a) Y3 = Y1 Y2 Y3 ,
′
(b) Y2 = Y1 Y2 .
Some calculation (by hand or by Matlab) will show that det(CY3 ) = 3 and that
5 4 1
−1 1
CY3 = 4 5 2 . (4)
3
1 2 2
Some algebra will show that
5y12 + 5y22 + 2y32 + 8y1 y2 + 2y1 y3 + 4y2 y3
y′ C−1
Y3 y = . (5)
3
This implies Y3 has PDF
1 1 ′ −1
fY3 (y) = exp − y CY3 y (6)
(2π)3/2 [det (CY3 )]1/2 2
1 5y1 + 5y2 + 2y32 + 8y1 y2 + 2y1 y3 + 4y2 y3
2 2
= √ exp − . (7)
(2π)3/2 3 6
ECE302 Spring 2006 HW12 Solutions April 27, 2006 7
′
(b) To find the PDF of Y2 = Y1 Y2 , we start by observing that the covariance matrix
of Y2 is just the upper left 2 × 2 submatrix of CY3 . That is,
2 −2 −1 3/2 1
CY2 = and CY2 = . (8)
−2 3 1 1
Problem 11.5.1 •
X(t) is a wide sense stationary process with autocorrelation function
sin(2000πτ ) + sin(1000πτ )
RX (τ ) = 10 .
2000πτ
What is the power spectral density of X(t)?
sin(πx)
sinc(x) = . (1)
πx
In terms of the sinc(·) function, we obtain
0.012
0.01
0.008
SX(f)
0.006
0.004
0.002
0
−1500 −1000 −500 0 500 1000 1500
f
ECE302 Spring 2006 HW12 Solutions April 27, 2006 8
Problem 11.6.1 •
Xn is a wide sense stationary discrete-time random sequence with autocorrelation function
δ[k] + (0.1)|k| k = 0, ±1, ±2, . . . ,
RX [k] =
0 otherwise.
We can find the PSD directly from Table 11.2 with 0.1|k| corresponding to a|k| . The table
yields
1 − (0.1)2 2 − 0.2 cos 2πφ
SX (φ) = 1 + 2
= . (2)
1 + (0.1) − 2(0.1) cos 2πφ 1.01 − 0.2 cos 2πφ