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ASSIGNMENT 2
DEADLINE:WEDNESDAY NOVEMBER 06 2019
Instructions:
(1) Each student must individually attempt this assignment.
(2) All students must submit their solved assignments during their respective
section’s lecture on Wednesday November 06 2019. No submissions will be
accepted afterwards.
Random Processes
(1) The random process X(t) is defined by X(t) = Xcos2πf0 t + Y cos2πf1 t,
where X and Y are two zero-mean independent Gaussian random variables
each with the variance σ 2 .
(a) Find mX (t).
(b) Find RX (t + τ, t). Is X(t) stationary?
(c) Find the power spectral density of X(t).
(2) A zero-mean white Gaussian noise process with the power spectral density
of N20 passes through an ideal lowpass filter with bandwidth 10 kHz. Find
the autocorrelation of the output process Y (t).
(3) Assume X(t) is a stationary process with the power spectral density SX (f ).
This process passes through the system shown in Figure1.
Figure 1