EE 4501 Problem Set 7 Solution October 28, 2018 Page 1 of 3.

Reading Assignment: Sec. 9.1 - 9.3 and instructor notes for HW. Chapter 6 (Sec.
6.1, 6.2, 6.5 - 6.7) for next week lecture.

1. Basic Problem. Problem 9.2-1 L&D.

Solution.
(a) Let x(t) = x1 and x(t + τ ) = x2 .

(x1 ± x2 )2 = x21 + x22 ± 2x1 x2 ≥ 0, =⇒ x21 + x22 ≥ ±2x1 x2 .

But x1 x2 = Rx (τ ) and x21 = x22 = Rx (0). Substituting results in

Rx (0) ≥ |Rx (τ )| ∀τ

(b) This results from the fact that as τ → ∞, x(t) and x(t + τ ) become indepen-
dent. Therefore,

lim Rx (τ ) = lim x(t)x(t + τ ) = xx = x2

τ −→∞ τ −→∞

2. Basic Problem. Problem 9.3-1 L&D.

Solution. Let x(t1 ) = x and y(t2 ) = y. For a real number a, we have

(ax − y)2 ≥ 0, =⇒ a2 x2 + y 2 ± 2axy ≥ 0.

This is a quadratic in a whose discriminant must be non-positive. Therefore,

(2xy)2 − 4x2 y 2 ≤ 0, =⇒ xy ≤ x2 y 2

3. Basic Problem. Problem 9.3-4 L&D.

Solution.
(a) When b = 0,
∞
X
x(t) = C0 + Cn cos(nω0 t + θn )
n=1
Since the only time dependence is in the argument of the sinusoidal compo-
nents, the result follows immediately, i.e.
∞
X
x(t) = C0 + Cn cos(nω0 (t − b) + θn )
n=1

QUESTION 3 CONTINUES OVER THE PAGE

EE 4501 Problem Set 7 Solution October 28, 2018 Page 2 of 3.

3 (Continued)
(b)

Rx (τ ) = x(t)x(t + τ )
∞
!2 ∞
!2
X X
= C0 + Cn cos(nω0 (t − b) + θn ) C0 + Cn cos(nω0 (t + τ − b) + θn )
n=1 n=1
∞
X
= C02 + Cn2 cos(nω0 (t − b) + θn ) cos(nω0 (t + τ − b) + θn )
n=1
∞
1 X
= C02 + Cn2 cos(nω0 τ )
2
n=1

4. Important Concept. Read Example 9.9. Problem 9.4-2 L&D.

Solution. Refer to Fig. 9.12 L&D. The input-output relationship

Z
y(t) = h(ν)x(t − ν)dν

Then

Rxy (τ ) = x(t)y(t + τ )
Z
= h(ν)x(t + τ − ν)x(t)dν
Z
= h(ν)Rx (τ − ν)dν

= h(τ ) ∗ Rx (τ ) =⇒ Sxy (f ) = H (f ) Sx (f )

From this result, we have

2kT R
Snv0 (f ) =
1 + j2πf RC
With the cross correlation obtained by IFT
2kT −τ /RC
Rnv0 (τ ) = e u(τ )
C

5. Basic Problem. Problem 9.4-3 L&D.

Solution.

QUESTION 5 CONTINUES OVER THE PAGE

EE 4501 Problem Set 7 Solution October 28, 2018 Page 3 of 3.

5 (Continued)
(a) S1 (f ) = 2kT R1 and S2 (f ) = 2kT R2 . Since the two sources are incoherent,
the principle of superposition applies to the PSD of the sum.
The output PSDs of the two sources

SO1 (f ) = |H1 (f )|2 S1 (f ) andSO2 (f ) = |H2 (f )|2 S2 (f )

where (using superposition)

R2 /j2πf C
R2 +1/j2πf C R2
H1 (f ) = =
R1 + RR2 +1/j2πf
2 /j2πf C
C
R1 + R2 + j2πf R1 R2 C

and (similarly)
R1
H2 (f ) =
R1 + R2 + j2πf R1 R2 C
Thus
2kT R1 R22 2kT R2 R12
SO1 (f ) = and SO2 (f ) =
(2πf )2 R12 R22 C 2 + (R1 + R2 )2 (2πf )2 R12 R22 C 2 + (R1 + R2 )2

The output PSD is the sum

2kT R1 R2 (R1 + R2 )
SO (f ) = SO1 (f ) + SO2 (f ) = SO2 (f ) =
(2πf )2 R12 R22 C 2 + (R1 + R2 )2

(b)
1 R1 R2
H (f ) = , R=
1 + j2πf RC R1 + R2
or
R1 + R2 2kT R1 R2
H (f ) = =⇒ Svp O (f ) = |H (f )|2 = SO (f )
R1 + R2 + j2πf R1 R2 C R1 + R2
This should not be surprising since superposition applies.