1. State and prove any three properties of power spectral density.
2. The power spectral density of a stationary random process is given by
Sxx(ω) = A ; -k< ω<k
=0 : otherwise. Determine the autocorrelation function. 3. Derive the relation between autocorrelation function and power spectral density. 4. The cross Power spectral density is given as Sxy(ω)=1/(a+jω)2 ,a>0 a is a constant. Find out the cross correlation function. 5. Prove that Sxy (ω )= 0 and Syx(ω) = 0 , If X(t) and Y(t) are orthogonal. 6. Derive the relationship between cross power spectral density and cross correlation. 7. Find out the power spectral density of a wide sense stationary process X(t) whose auto correlation function is Rxx(τ)= a exp(-b|τ|) 8. Derive the relationship between the auto – correlation function and the power spectral density of a random process? 9. The power Spectral density of X(t) is given by Sxx(ω) = 1+ ω2 for ω<1 = 0 : other wise Find the autocorrelation function. 10. State and prove Wiener-Khintchine relation. 2 11. Prove that power spectrum of the output an LTI system is given by Syy(w)= IH(w)I Sxx(w). 12. If E[x(t)]= 2, Rxx(τ)= 4exp(-2IτI), H(w)= 1/ (2+jw) then find E[Y(t)], Ryy(τ), Syy(w), Pavg of input of an LTI system and Pavg of output