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Assignment 4 : Random Processes and Performance Analysis

Solutions

1 Random Processes
• 8.1-1 and 8.1-5
(a): Sketch the ensemble of the random process

X(t) = a cos(ωc t + Θ)

where ωc and Θ are constants and a is an RV uniformly distributed in the range (0, A).
(b): Just by observation the ensemble, determine whether this is a stationary or a nonsta-
tionary process. Give your reasons.
(c): Determine E(X) and RX (t1 , t2 ), and determine whether this is a wide-sense station
process.
Solutions: (a)

Figure 1: Solution for 8.1-1(a).

(b) This is clearly a nonstationary process. For example, the signal peaks of the ensemble
all happen at same time instants.
For t at which cos(ωc t + Θ) < 0, the corresponding random variable X(t) is uniformly
distributed in the range [A cos(ωc t + Θ), 0];

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For t at which cos(ωc t + Θ) > 0, the corresponding random variable X(t) is uniformly
distributed in the range [0, A cos(ωc t + Θ)];
For t at which cos(ωc t + Θ) > 0, the corresponding random variable X(t) = 0
(c): Since x(t) = a cos(ωc t + Θ)

E[x(t)] = E[a cos(ωc t + Θ)] = E[a] cos(ωc t + Θ)


∫ A
= cos(ωc t + Θ) afa (a) da
−A
∫ A
1
= [cos(ωc t + Θ) · a· da
0 A
A
= cos(ωc t + Θ)
2

RX (t1 , t2 ) = E[a2 cos(ωc t1 + Θ) cos(ωc t2 + Θ)]


= cos(ωc t1 + Θ) cos(ωc t2 + Θ)E[a2 ]
∫ A 2
a
= cos(ωc t1 + Θ) cos(ωc t2 + Θ) da
0 A
A2
= cos(ωc t1 + Θ) · cos(ωc t2 + Θ)
3
A2
= [cos(ωc (t1 − t2 )) + cos(ωc (t1 + t2 ) + 2Θ)]
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The time-dependent term cos(ωc (t1 + t2 ) + 2Θ) renders the process nonstationary.

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• 8.1-2 A random process
X(t) = A cos(ωc t + Θ)

where A and ωc are constants but Θ is an RV uniformly distributed in the range (0, 2π).
Determine mean, autocorrelation function, and variance of X(t).
Solutions:
(i) First find the mean of X(t) is not a function of time.
∫ 2π
µ = E[X(t)] = E[A cos(ωc t + Θ)] = A cos(ωc t + θ) · fΘ (θ)dθ
0
∫ 2π
1
= A cos(ωc t + θ) dθ = 0
0 2π

(ii) The autocorrelation function RX (t1 , t2 ) also can be determined as

RX (t1 , t2 ) = E[A cos(ωc t1 + Θ) A cos(ωc t2 + Θ)]


A2
= E{cos[ωc (t2 − t1 )] + cos[ωc (t2 + t1 ) + 2Θ]}
2
A2 A2 A2
= cos[ωc τ ] + E{cos[ωc (t2 + t1 ) + 2Θ]} = cos[ωc τ ]
2 2 2
where τ is the time difference τ = t2 − t1 . From (i) and (ii), X(t) is a WSS process.
(iii) The variance can be solved as

V ar(X) = E[X(t) − µ]2 = E[A2 cos2 (ωc t + Θ)]


∫ 2π
A2 ∫ 2π 1
= A2 cos2 (ωc t + θ) · fΘ (θ)dθ = [1 + cos(2ωc t + 2θ)] · dθ
0 2 0 2π
A2
=
2

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• 8.1-8 A random process
X(t) = kt
where k is an RV uniformly distributed in (-1,1). Determine E(X) and Rx
Solutions: The mean is solved as
∫ 1
1
µ = E[X(t)] = E[kt] = kt · d k
−1 2
t∫1
= k dk = 0
2 −1
The autocorrelation is
∫ 1
1
RX (t1 , t2 ) = E[X(t1 )X(t2 )] = E[k t1 · t2 ] = t1 · t2
2
k2 · d k
−1 2
t
= t1 t2
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• 8.1-9: For the random process

X(t) = A cos(ωc t + Θ)

where ωc is a constant, A and Θ are independent RVs uniformly distributed in the ranges
(-1,1) and (0, 2π) respectively. Determine the mean and ACF of X(t).
Solutions:
Since A is uniformly distributed in the ranges (-1,1)
1
E[A] = 0 and E[A2 ] =
3
(i)
E[X(t)] = E[A cos(ωc t + Θ)] = E[a] · E[cos(ωc t + Θ)] = 0

(ii)

RX (t1 , t2 ) = E[A2 ] · E[cos(ωc t1 + Θ) cos(ωc t2 + Θ)]


1
= E[cos ωc (t1 − t2 ) + cos ωc (t1 + t2 ) + 2Θ]
3
1 1 ∫ 2π
= cos ωc (t1 − t2 ) + cos[ωc (t1 − t2 ) + 2Θ] dθ
3 2π 0
1
= cos ωc (t1 − t2 )
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(iii) The process is W.S.S

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2 ACF and PSD

• 8.2-2 The autocorrelation function of a stationary process must satisfy RX (τ ) = RX (τ ).
Determine which of the following functions can be a valid autocorrelation function of a
stationary random process.

(a) (τ 2 + 9)−1
(b) (τ 2 − 9)−1
(c) e−τ u(τ )
(d) N δ(τ ) + (τ 2 + 4)−1
(e) sin(ω0 τ )
(f) cos(ω0 τ )

Solutions:

(a) Valid
(b) Invalid, since RX (0) < 0.
(c) Invalid, since RX (τ ) ̸= RX (−τ )
(d) Valid
(e) Invalid, since it is not even and RX (0) = 0 ≤ |R(τ )|.
(f) Valid

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• 8.2-3 State whether each of the following functions can be a valid PSD of a real random
process.
(2πf )2
(a) (2πf )4 +2
(1
(b) (2πf )2 −2
(2πf )2
(c) (2πf )3 +2

(d) δ(f − f0 ) + (1
(2πf )2 +2

(e) δ(f + f0 ) − δ(f − f0 )


(f) cos 2π(f + f0 ) + j sin 2π(f − f0 )
(e) e−(2πf )
2

Solutions:
Expressions in parts (a) and (g) are valid PSD. Other entries are not valid PSDs. In
particular, PSD of a real valued random process is always a real, nonnegative and even
function of f . Expressions in parts (b), (c), (d), (e) and (f ) violate these conditions.

• 8.2-4: Show that if the PSD of a random process X(t) is band-limited to B Hz, and if

( ) 
n 1 n=0
RX =
2B  0 n = ±1, ±2, ±3, · · ·
then the minimum bandwidth process X(t) that can exhibit this autocorrelation function
must be a white band-limited process. That is, SX (f ) = k · rect(f /2B). Hint: Using the
sampling theorem to reconstruct RX (τ ).
Solution: RX (τ ) = 0 for τ = ± 2B
n
and its Fourier transform SX (f ) is band-limited to B
Hz. Hence, RX (τ ) = 0 is a waveform bandlimited to B Hz and

∑ ( )
n
RX (τ ) = RX sinc (2πBτ − n).
n=−∞ 2B
( )
n
Since RX 2B
= 0 for all n except n = 0, therefore,

RX (τ ) = RX (0)sinc(2πBτ )

and ( )
RX (0) f
SX (f ) = rect
2B 2B
Hence, X(t) is a white process bandl-imited to B Hz.

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3 Passband PSD
• 8.6-1: A white noise process of PSD N /2 is transmitted through a bandpass filter H(f )
as shown below. Reprsent the filter output n(t) in terms of quadrature components, and
determine Snc (f ), Sns (f ), n2c , n2s and n2 when the center frequency used in this representation
is 100 kHz (fc = 100 × 103 ).

Solutions:
We have
n(t) = nc (t) cos 2πfc t + ns (t) sin 2πfc t

The PSD of nc (t) and ns (t) are identical. They are given by

 N (1 + 10−4 |f |), |f | ≤ 5 × 103
Snc (f ) = Sns (f ) =
 0, |f | > 5 × 103

The power is ∫ 5000


n2 = n2c = n2s = Snc (f ) df = 1.25 × 104 N
−5000

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• 8.6-2: Repeat Prob. 8.6-1 if the center frequency fc used in the representation is not a true
cener frequency. Consider (a) fc = 105 kHz; (b) fc = 95 kHz; (c) fc = 120 kHz;
Solutions:
(a) For fc = 105 kHz


 N (1 − 10−4 |f |), |f | ≤ 5 × 103


Snc (f ) = Sns (f ) =  N /2, 5 × 103 < |f | ≤ 1 × 104


 0, |f | > 1 × 104

(b) For fc = 95 kHz




 N /2, |f | ≤ 5 × 103


|f |N
Snc (f ) = Sns (f ) =  104
, 5 × 103 < |f | ≤ 1 × 104


 0, |f | > 1 × 104

(c) For fc = 120 kHz




 0, |f | ≤ 5 × 103




 N /2, 5 × 103 < |f | ≤ 1 × 104
Snc (f ) = Sns (f ) =  (|f |−1×104 )N


 N /2 + 104
, 1 × 104 < |f | ≤ 1.5 × 104



0, |f | > 1.5 × 104

In all the three cases,



n2 = n2c = n2s = Snc (f ) df = 1.25 × 104 N

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• 8.6-3: A random process X(t), with PSD shown below, is passed through a bandpass filter.
Determine the PSDs and mean square values of the quadrature components of the output
process. Assume that the center frequency in the representation to be 0.5 MHz.

Solutions:


 0, |f | ≤ 0.45 × 106


SX (f ) =

(10−4 − 10−9 |f |), 0.45 × 106 < |f | ≤ 0.55 × 106


 0, |f | > 0.55 × 106


 10−3 , |f | ≤ 5 × 104
Snc (f ) = Sns (f ) =
 0, |f | > 0.55 × 106


n2 = n2c = n2s = Snc (f ) df = 100

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4 Performance Analysis
• 8.6-4: For a DSB-SC system with a channel noise PSD of Sn (f ) = 10−12 and a baseband
signal of bandwidth 5 kHz, the receiver output SNR is required to be at least 47 dB. The
receiver is as shown below.

Figure 2: DSB-SC system.

Solutions:
(a)

Si
= 47 dB
NB
=⇒ Si = 83.60 nW

(b)
N0 = N B = 5 nW

(c)
Si
ST = = 83.60 µW
Hc

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• 12.2-1 (early version): For a DSB-SC system with a channel noise PSD of Sn (ω) = 10−10
and a baseband signal of bandwidth 4 kHz, the receiver output SNR is required to be at
least 30 dB. The receiver is as shown in Fig.12.3.

a. What must be the signal power Si received at the receiver input?


b. What is the receiver output noise power N0 ?
c. What is the minimum transmitted power ST if the channel transfer function is Hc (ω) =
10−4 over the transmission band?

Solutions:
Since N0 /2 = 10−10 , we have N0 = 2 × 10−10 .
(a)
S0 Si Si
30dB = 1000 = =γ= =
2
σo N0 B 2 × 10 −10 × 4000
therefore, Si = 8 × 10−4 .
(b) The receiver output noise power σo2 is given as

σo2 = N0 B = 2 × 10−10 × 4000 = 8 × 10−7

(c) Since Si = |Hc (ω)|2 ST = 10−8 ST , therefore, ST = Si /10−8 = 8 × 104 .

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• 8.6-5: Repeat 8.6-4 for SSB-SC.
Solutions:
(a)

Si
= 47 dB
NB
=⇒ Si = 83.60 nW

(b)
N0 = N B = 5 nW

(c)
Si
ST = = 83.60 µW
Hc

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• 8.6-6: Assume [m(t)]max = −[m(t)]min = mp in an AM system.

(a) Show that the output SNR for AM can be expressed as


So µ2
= 2 γ
No k + µ2
where k 2 = m2p /m2 .
(b) Using the result from part (a), for a periodic triangle message signal (below) whith
modulation index µ = 1, find the receiver output SNR So /No .
(c) If ST and ST′ are the AM and DSB-SC transmitted power, respectively, required to
attain a given output SNR, then show that

ST ≈ k 2 ST′ for k2 ≫ 1

Solutions:
(a) If there is a modulation index µ, then S0 = µ2 m2 , and
( )
S0 µ2
= γ
No max k 2 + µ2

(b) For the triangular wave,

m2 = B 2 /3 =⇒ k2 = 3

Also, µ = 1,
1
=⇒ SNR = γ
4
(c) Since γ ∝ ST , for same SNR,
1
ST = ST′ =⇒ ST = (1 + k 2 )ST′
1 + k2
For k 2 ≫ 1,
ST ≈ k 2 ST′

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• 8.6-8: In many radio transmitters, the transmitted signal is limited by peak power rather
than by average power. Under such a limitation, AM fares much worse than DSB-SC or
SSB-SC.

(a) Show that for tone modulation for a fixed peak power transmitted, the output SNR
of AM is 6 dB below that of DSB-SC and 9 dB below that of SSB-SC.
(b) What would be the difference if the message is a period triangle waveform (as in Prob.
8.6-6)?

Solutions:
(a) If peak power is limited, let mAM , mDSB , and mSSB be the peak amplitudes of AM,
DSB and SSB respectively.
If the DSB peak power equals the AM peak power, then we have

=⇒ (mAM + A)2 = m2DSB

For most efficient transmission, A = mAM . This leads to mAM = mDSB /2. For tone
modulation, the average message power in AM is

P0 = m2AM /4

versus the average message power in DSB

m2DSB /4 = 4P0

Hence, the AM message power is reduced by 6 dB.


Similarly for SSB,
=⇒ (mAM + A)2 = m2SSB /2

For most efficient transmission, A = mAM . This leads to mAM = mDSB / 8. Thus, average
message power is reduced 1/8, which is a reduction of 9 dB.
(b) For triangle message, the only difference is that the message signal itself has average
power of m2p /3. All other relationship remains unchanged.
Thus, when the peak power is limited, the average message power reduction in AM is 6dB
below that of DSB-SC and 9dB below that of SSB-SC.

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