Ricky M10705802 作業 3 隨機震動

陳瑞華

Question
Consider a stationary random process

𝛼>0
𝑅𝑥𝑥 (𝜏) = 𝛼. 𝑒 −𝛽|𝜏| {
𝛽>0

(a). What’s the tendency of 𝑅𝑥𝑥 (τ) as 𝛽 changes?.

(b). Find the Power Spectral density function 𝑆𝑥𝑥 (𝜔).
(c). What’s the tendency of 𝑆𝑥𝑥 (𝜔) as 𝛽 changes?.
(d). Find the mean square value of 𝑅𝑥𝑥 (τ) & 𝑆𝑥𝑥 (𝜔) respectively.
(e). Find the corresponding one sided PSD in term of Hz.

Answer (a)

τ-Rxx(τ) α=1
1.2

0.8 β=0.2
Sxx(τ)

0.6 β=0.4
β=0.6
0.4
β=0.8
0.2
β=1
0
-4 -3 -2 -1 0 1 2 3 4
τ

τ-Rxx(τ) α=1
1.2

0.8 β=0.2
Sxx(τ)

0.6 β=0.4
β=0.6
0.4
β=0.8
0.2
β=1
0
-4 -3 -2 -1 0 1 2 3 4
τ
Ricky M10705802 作業 2 隨機震動
陳瑞華

Answer (c)

τ-Sxx(τ) β=1
1.8
1.6
1.4
1.2 α=1
1
Sxx(τ)

α=2
0.8
α=3
0.6
0.4 α=4
0.2 α=5
0
-4 -3 -2 -1 0 1 2 3 4
τ

τ-Sxx(τ) α=1
1.8
1.6
1.4
1.2 β=0.2
1
Sxx(τ)

β=0.4
0.8
β=0.6
0.6
0.4 β=0.8
0.2 β=1
0
-4 -3 -2 -1 0 1 2 3 4
τ