green. [reunited * distribution, found in Parsons (1992), ‘ms of ani in-pha Bil. The statistical characterization of con ao be measured in terms of the so-called noise figure, The se Hgure and the equivalent noise temperature may be fosad PROBLEMS fae statistical techniques of characterizing propagation may be i this book is confined to and autocorrelation function (eq auivalently autocovariane fan tion) ofthe pertinent random proce 2 random process is trnsmitted through ted in terms of samertea System, valuable infomation i contained in higher cer ota the resulting of these represen ‘output process. The parameters use to ch her-order moments in the time domain rt chapters of thd are called cunnulams teir multidimensional Fourer tanec Aiscusion of higher-order curulants and rai aot oa Brillinger (1965) and Nikias ‘only encounter hich arises in th Section 5.11. wa ‘and the quadras roise (0) in ss However, he alld potvspectra, For Dolyspecra and their estnation see the papers by and Raghaveor (1987), @ Explain the physical reasons for resul tion of a Gaussian random (b) Determine the value of the cons Function (is weighted ‘the functional form of this fant k by which the delta A binary signal having the value of 1 is detected inthe BP) Using the result of part (a), show that the mh central mo Presence of adlitive white Gaussian noise of zero mean and voy ‘meat of this Gaussian random variable iance a°. What is the probabil [les Woh form even Sd atthe input to the deter rosy aa a B2_ A cuusigndibacd rnin vate ¥ of sv mean i oe Poracterized by the input-output relation (cee Figure Pay sae) in which the frequeny fis a random variable uniformly distrib. ted over the interval (0,1), Show that X() is nontationany, Hine Examine specific san mple functions of the random process X(t) for the frequency /= Wid, Wand W say BI ne)" tex 5.5 _ For a complex random process Z{), define the auocorela- tion function as Vener and A. 1 rte analysis (deliv- eC rea ccia hat Einstein had iWhete« represents complex conjugation. Derive the properties of — “ss {his complex autocorrelation corresponding to Es (3.5, (865) and (5.67) s paper is repro- also contains inal work Marple (1987), Wf The probability scribed by 36 or the complex random process 2) = Z3) + j2y) “eo fms ofthe new random variable is whee 24” and Spb led random p roc prea 240) = Avena +6) conf er ‘ : % : fo)= 4 0) Jae Zel0)=Acos(2nft + 63) rid soe Fina 9( yo where 8 and Osa unit imly distributed over {~n,e]. What is ‘the autocorrelation of 21)? Suppose f,= fz? Suppose @,Let X and ¥ be statistically independent Gaussian-distibuc ted random variables, each with 2er0 mean and unit vadnen Define the Gaussian process ‘The autocorrelation function is tier red 2(t)= Xos(2er) + ¥ sin(2e2) (@) Determine the joint probability density funtion of the ran om variables Z(,) and 2) obtained by observing 20) og times 1, andr, respectively (©) Isthe process 2) stationary? Why? stn= Bae sect 5.8. Prove the following two properties of the socarelaion coring Nat the percentage power contained inthe de component function Re) ofa random process X) aerate (@) 1 XU) contains a de component equal 1 A, then fe) will Contain a constant component equal to A 1 ©) IFX() contains sinusoidal component then Ry() wil also . component and a random component omit a sinusoidal component of the same frequcney mn Function of ¥) is shown in Figure Ps. 1 (2) _ What isthe average power a the periodic component gt (©) Whats the average power ofthe random component or $9, TM sare wave x) of Figure P59 of constant ampliude A, Period To, and delay represents the sample function ote 1 1 ph sus it as otherwise eon Figure P5.11 5.12 Consider a pair of wide-sense stationary random gasses X() and M0. Show thatthe cross-comeations foto) in) ofthese processes have the following properioe, @) Role) = Rei) ©) WRarle)| = Fe(0) + ,(0)) Figure P5.9 5.13 Consider two tinear fers connected in cascade as (@) Determine the probability density function of the random Figure P5.13. Let X(t) be a wide-sense stationary proses ei Yaris XC%) obtained by observing the random procere aneurin function Rx). The random proces appearing XC at time f {hefner oupatis Vo) and hat atthe second filter outpace (©) Determine the mean and autocorrelation function of Xt?) using ensemble averaging, (8) Find the autocorrelation function of (© Determine the mean and autocorrelation function of Xi) ) ‘using time-averaging, a (© Esublish wheter or not XU) is widesense stationary. in x0} wn what sens isi erpodic? Find the cross-corelation funtion Riy() of Vi) and Ht Figure P5.13, 5,14 A wie-snse stationary random process Xs applied iar Simil to that described in Example 58. with one bone incr tin invariant ero impete sop Tau ind vmbol 0 is represented by zero vols, all eter par, OUDUL 1) (2) Show tha the cross-corelation function Ryy(e) ofthe oupal binary wave X10: YU) andthe input X() is equal tothe impulse reopens convolved input. as sh Show that equals Find the ere Assuming th and power 5 Comment or Determine « Xo. ‘What isthe Whats the « What sampii Are the samy A pir ofr m(t) =m Seis a cons: shown in F spectral depSmovolved with the autocorelation function Ry(=) of the ‘np, as shown by Ruel lwdRy(x~ w) cu her : Show that the second cross-correlation function Ryy(s) equals Figure P5.16 vn ret in the de componed Find the cross-spectral densities Sye(/) and Syy(f), Assuming that 0) is a white noise process with zero mean [ tnd power spectral density No/2, show that 5.17 A random telegraph signal X(0, characterized by the autocorrelation function. & a component R(t) = ex — 204) ‘andom omponend| a win Figure Ps. 1} : Papa) ‘where vi a constant, is applied to the low-pass RC filter of Figure 5.17. Determine the power spectral density and autocorlation function ofthe random process atthe filter output, IS The power spectral density of a random process X() is in in Figure PS.15, oa out f) Determine and sketch the autocorrelation function y(t) of Xo, What isthe de power contained in X()? i ‘What is the ac power contained in X()? pore ‘What sampling rates will give uncorrelated samples of Xuy? Are the samples statistically independent? component gi FF comment on the practical significance ofthis result. 2 eomponent Xo)? sx 5.18 The ouput ofan oscillator is described nary random pros | De el tions Ry) ang “n X()=Acos (29-0), ho where is a constant, and fand @ are independent random var- ables, The probability density function of @ is defined by 1 Hossa Fi fo(@)=} 2 m cascade as in 7% if a 9% otherwise ay process with Gan Find the power spectral density of Xin tems ofthe probability © pearing at density function of the tequcncy j: What happens to this power er oupais Ho, Spectral density when the frequency fassumes a constant value? fee GGuusian process XU) has zero mean and A pair of ose processes) and ma area by Vand ae 0) ~ m6) cosl2afs + 0)~ ny (sin 2aft + 0) > cri a constant, ad 0s he valu of random variable © power spa duly $4(/). Letras oe eebae ‘density whose probability density function is defined by, function ofa random variable obtained by observing the process ta asta ra ae a asosze ¥ V4 fol) applica to Pett (2, producing {0 A Gaussian process X() of nro mean and variance ois Pe rene doar nds poer spc demiy pused tea + hlvae me, wich ssctod ae | ote ouput IRB Sows in Fgue 75.16, Find and pot he conepeming apap wlan of Figue S20 Seog ein gi, | response iz) Mf Pome spectral density of m0), density function of the random variable Y{q), obtained. by 203Serra the andom proces Ha at the eter ouput time tS isas follows, fruy() i Of the random process atte ou of he hae igure P52 cee ©) What ae ihe mean and valance of tsa NSPE LAX be se mea. stony, Gasian proces vi sare ana function Rete), This process is appl ieee ‘aware device defined bythe input-output eating ¥() = x2(4) Where 1) isthe output () /Soow thatthe mean of Yo) is Ry), Figure P5.24 (OY Show that the autocovariance function of Mis 2k} (x) \ a2 3} etionary, Gaussian process X() with mean jy and var jance 0} wet lincar Gites with impulse 5.25 A wate nine (0 of power spectral density No/ is dha an Pl? and al Yielding processes Yi) and Spee repens Mterwoth ow pat Sie of onder m whens ig shown in Figure PS-22, Fesponse is ceivnad by (0) Retain the joi probability density function ofthe ran. j= __ dom variables ¥(,) and 2) (+ ary? (©) What condons ate necessary and sufcent to csure hat Mtr) and 2) are statistically independent? noise equivalent bandwidth for this tow. _ (©) Nits te timitng vale of the noise equivalent band 35 n approaches infty? 40 bony Pape 5.26 Te shee ps 19 eed y oy (2 | fe sa. wan WE jure P5.22 ; White Cain roe of zw mean and power ea fas Se tere goo BS ©) Dinnin o ateenente (© Wieder eae ape tg 204 ‘the autocomeati ‘he random process at the flter output at tineead Codinfet + 8) eee unit C-n, A) 2ower spectral dena the ier. ’ output? nary process with zero mean, autocor 0 Power spectral density $:(/), We ane with impulse response Mi, such thar eo tn the input is white noise of power , eerie the condition thatthe impulse response Mi) must satisfy in order to achieve this requitemean ery cethe Cotesponding condition onthe transfer fnction HP) oF te titer? rink the Paley-Wienr criterion (se Section 27), the quirement on Sy4/) fr the filter to be cau feasity Ny ig - whose ampli min PONE Spectral density of «narrowband nse ns shown in Figure P5.20, The carer frequency i$ He, ® Fin the power spectral densities ofthe in-phase and quae {ure components of ‘is ow rae Fae ‘ross-spectral densities. alent band wih Consider a Gaussian noi se m() with zero mean and the FF spectral density Syf) sho wn in Figure Ps. 30, (4) A transmiterat postion x = she) 5.33 O-emits the signal A cos(2). locity of light such that a signal ven by The signal travels atthe ve ata point on the x-axis isp "9 = aera (o-2)] 1 te reser at along the svaxis, what Doppl observed? (©) fhe Eeavecies of the Dope shit ofthe elected pats in £24,(6:173) ae proporiona tothe angle of radian ete ‘o the direction of motion, that is In alyzer of Figure 525a, the k fil ealieer aang Rise analyzer of Figure 5.250, the low-pass fers ject & bandwith ual to one-half that of the sane Ie 2 i maximum Doppler shit. u the pane ower spectral ving en abPlied to the input. Using this scheme, derive the Eley g tntormly distibuted over (~me) men wa in Figues Bacwing ena ana FE [exp(/2nf,)). Use this result t prove Ea, 194 ed by nit A MD | Earnie (3.126, ‘efining the power spectral densities of toconelation | {he in-phase noise component m2) and quadrature neg ca IM Modied Bessel function ofthe fs knd eo onde i mn el) inte of he power special desty of Sy by ni. that the ree 460-2 epeomay