MESTRADO EM ENGENHARIA FÍSICA

EEC4002 - Processamento Estatístico de Sinal

QUIZ
November 24, 2021

NAME (capital letters):

Instructions: Circle the answers (one per question) that you regard as being more correct. Some
questions may imply an analytical development.

1- The auto-correlation function of a wide-sense stationary random process (WSS) has the
following properties:

a) [ℓ] = [−ℓ] and | [ℓ]| ≥ [0]

[ℓ] = ∗ [−ℓ]
b) and | [ℓ]| ≤ [0]

c) [ℓ] < [−ℓ] and | [ℓ]| ≤ [ℓ + ]

2- The autocorrelation of the sum of zero-mean and uncorrelated random processes is equal to
the:

a) product of the individual autocorrelations

b) convolution of the individual autocorrelations

c) sum of the individual autocorrelations

3- Two random processes, [ ] and [ ], are uncorrelated if, for all and ℓ :

a) [ , ℓ] = 0

b) [ , ℓ] = [ , ℓ]

c) [ , ℓ] = 0

4- Consider that a linear and shift-invariant system has impulse response ℎ[ ], and its
frequency response is =∑ ℎ[ ] . Furthermore, admit that this system is
excited with a stationary random sequence, [ ] that is characterized by the mean , the
variance , and the auto-correlation function [ℓ]. The output sequence is [ ].
 MESTRADO EM ENGENHARIA FÍSICA
EEC4002 - Processamento Estatístico de Sinal

The mean of the output random sequence, , is:

a) = ℎ[ ] ∗

b) =

c) =

5- Considering the conditions of question 4, in case = 0, then:

a) = ( [0])

b) = [0]

c) = lim [ℓ]
ℓ→

6- Considering the conditions of question 4, then:

a) [ℓ] = [ℓ] ∗ ℎ[ℓ] ∗ ℎ∗ [−ℓ]

b) [ℓ] = [ℓ] ∗ ℎ[ℓ]

c) [ℓ] = [ℓ] ∗ |ℎ[ℓ]|

7- Considering the conditions of question 4, in case [ℓ] = [ℓ], and if corresponds

to an ideal band-pass filter for < | | < , that is, if = 1 for − < <−
or < < then, the auto-correlation of the output random sequence is:

a) [ℓ] = [ℓ]

(ℓ / )
b) [ℓ] = 2
ℓ

(ℓ / )
c) [ℓ] = 2 cos(ℓ /2)
ℓ
 MESTRADO EM ENGENHARIA FÍSICA
EEC4002 - Processamento Estatístico de Sinal

8- Considering the conditions of question 4, in case [ℓ] = [ℓ], and if ℎ[ ] = [ ], with

| | > 1, then the power spectrum of the output random sequence is :

a) =

b) =

c) =( )

9- Considering the conditions of question 4, in case = 0, and [ℓ] = [ℓ], then the
output variance is:

a) = (∑ |ℎ[ ]|)

b) = ∫

c) = (∑ ℎ[ ])

10- A whitening filter is a filter that:

a) generates coloured noise from white noise

b) generates white noise from coloured noise

c) changes the probability density function of the amplitudes of the random samples of
white noise while preserving the whiteness characteristic

NOTE:

1
ℎ[ ] =
2

= [ ]

END