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Therefore, 2 s,() = ain + 8 sneer) é We next note that 20 2 A 2k re 8(f) df = t 2e 2 . ro Tsine*(r7) af = A, - : 2 4 S,(4) df = Ry (0) It follows therefore that half the power is in the de component. Problem L.8 Since Y(t) = gp(t) + X(t) + 1572 and g,(t) and X(t) are uncorrelated, then Ce) 7 (r) +Qary wnere C,(x) is the autocovariance of the periodic component and &(r) is the autocoveriance of the random component. C(t) is the plot in figure P/.8 anifved dom by 3/2, removing the de component. C(x) and £C, “y(t) are plotted below: Both g,(t) and X(t) have zero mean, average (a) The, power of the periodic ccmponent g,(t) is therefore, Tye . br dtm a -C, oret 0-9/2 & : average (b) The power of the random component X(t) is er(t)1 2G) 21 Pr 9 (a) Ryy(r) = ElKCter) YC) Replacing + with =r: 10 Ryy(-e) = E(K(tar) ¥(t)I Next, replacing t-r with t, we get Ryy (ot) = BLY (ter) X(t)] Byy(t) (>) Form the non-negative quantity EUUXCtar) + ¥(t)}7) = ELK? (ter) + ax(ter) Y(t) + ¥2(t)) E(x*(ter)] + 26(x(ter) ¥(t)) + ELY@(t] RCO) + ARyy(t) + RyCO) Hence , Ry(O) + Aye) + Ry(O) > 0 or Wy 1 ) Since Ryy(t) = Ryy(-t), we have Ryy(t) =F nCu) Ry(-r-u) du Since Ry(t) is an even function of t: Ryy(t) = nCu) Ry(t+u) du Replacing u by -u: Rye) =F now) Ry(e-u) du (c) If X(t) is a white noise process with zero mean and power spectral density No/2, we may write z Rye) = 260) Therefore, Rye) = ges aw) 6-u) du Using the sifting property of the delta function: N ‘0 Ryy(t) 2 xe hte) That is, 2 h(t) = Ge Ryy (1) Ny “yx This means that we may measure the impulse response of the filter by applying a white Power noise of, spectral density No/2 to the filter input, cross-correlating the filter output with the input, and then multiplying the result by 2M. Problem 1.12 (a) The power spectral density consists of two components: (1) A delta function 6(t) at the origin, whose inverse Fourier transform is one. (2) A triangular component of unit amplitude and width 2 oq, centered at the origin; the inverse Fourier transform of this component is fy sine@(f gt). Therefore, the autocorrelation function of X(t) is 13 Ryle) = 1 + fq sine@(t ye) Wnieh is sketched below: R(t) T 1 1 i fy L fo (b) Since Ry(t) contains a constant component of amplitude 1, it follows that the de power contained in X(t) is 1. (c) The mean-square value of X(t) is given by EIX?(t)] = Ry (0) F14fy The ac power contained in X(f) is therefore equal to fo (4) If the sampling rate is f>/n, where n is an integer, the samples are uncorrelated. They are not, however, statistically independent. ‘They would be statistically independent if X(t) were a Gaussian process. ler The autocorrelation function of no(t) is + By Ce getg) = Elnatty) nat] E{fn (ty) cos(anfgt, +0) = ny(t,) sin(2nt.t40)] + [nj(tp) cos(arfgt, +0) - nyt.) sin(arf.t, + 0)]) Eln,(t,) nj(ty) cos(anf.t, +6) cos(anr.t, + 6) = nylt,) ny(ty) cos(arf,t, +0) sin(arf.t, + @) = nytty) ny(tp) sin(2nt.t, +6) cos(arf.t, +6) 14 + ny(ty) nylty) sin(ant ty +8) sin(art.t, +6)) = E{ny(ty) ny(to) coslarty(t yt.) = ny(ty) ny(tg) sinlant, (tty) + 26)) = Elny(ty) ny(to)] coslart,(t j-t3)1 ~ Elny(t,) ny(ty)] + Elsinfant,(t +t.) + 20]} Since © is a uniformly distributed random variable, the second term is zero, giving Ry (tyta) = Ry (tyty) coslant(t to] 2 1 2) Since n,(t) is stationary, we find that in terms of t tyrtet Ry @) Ne By cos (af ,t) Taking the Fourier transforms of both sides of this relation: Sy (f) = 15 (fet) + Sy, (F893 1 With Sy (f) as defined in Fig. Pfy% we find that Sy (f) is as show below: 1 2 20 20 Mpa Problem 1.14 The power spectral density of the random telegraph wave is S(t) =F Ryle) expl-Jertt) a o =f exp(2vt) exp(-janft) de +f expl-2ur) exp(-Jjarfr) dr 0 0 1 = Spape) leepl@vr - Senfe)) 1 ~ Bwaget) Lexar - gered) 5 © 20=5nf) * 204jnt) van The transfer function of the filter is HOD) = 79a T+ jarf rc Therefore, the power spectral density of the filter output is 2 SyCf) = THCA I? scr) [1 + (nfRC)?1 an) To determine the autocorrelation function of the filter output, we first expand Sy(f) in partial fractions as follows v 1 — a - . Taner? Cyan) ete ve Sy(f) = Recognizing that 15 v 2 yee exp(-2t tt) > v2 snr 172Rc 2, 2pe exp(-1t{ /RC) => (1 /2RC) “ag We obtain the desired result: L expe In) = 2Rc exp #1) Ryle) = Kr 5 1-4R 70% S 16 Problem 1.15 We are given y= fsa For x(t) = 6(2), the impulse response of this running integrator is, by definition, a(n =f 8(t)de 1 =1 for 1-TSOSt or, equivalently, 0S1

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