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1112 - EDC-CH8 - Random Signals and Noise - Part 1n2 - HW3-DueApr02-2023
1112 - EDC-CH8 - Random Signals and Noise - Part 1n2 - HW3-DueApr02-2023
授課教材及授課影片,
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P6:
Given a RV X with Pr(X=1) = Pr(X=2) =
Pr(X=3) = Pr(X=4) = Pr(X=5) = 1/5. Find
a1. The cdf and the pdf of the RV X.
a2. The mean, the 2nd order moment, the
variance, and the standard deviation.
10
P7:
Given a RV X with the pdf plotted as
f X ( x)
1/31
0 13 x 11
P7:
Please find the mean, the 2nd order
moment, the variance, and the standard
deviation.
12
P8:
Given a RV X with the pdf
2e , x 0
2 x
f X ( x)
0, otherwise
nd
Please find the mean, the 2 order
moment, the variance, and the standard
deviation. 13
P9:
If X(t) is a WSS process, please prove that
1. X (t ) X
2a. RX (t , t ) RX ( )
2b. C X (t , t ) RX ( )
2
X
14
P10:
Consider a sinusoidal signal with random
phase, defined by X (t ) A sin(2 f t )
c
where A , f are constants , and 1
c ,
~ U ( , ) , i.e., f ( {
) 2
0, elsewhere
a. Find the autocorrelation function of X(t).
b. Find the power spectral density (PSD)
of X(t). Digital Communication
15
16
授課教材及授課影片,
請尊重智慧財產權!
限於修課自行使用!
請勿散佈!謝謝合作!
Confidential !!
Don’t Upload the Materials
to the Web !!
P6 :
Consider a WSS random process X (t ) ,
which passes through an LTI system with
impulse response h(t ) , where the
frequency response is H ( f ) F h(t ) .
Find the autocorrelation function of the
output random process Y (t ) , if the
9
P6 :
power spectral density (PSD) of Y(t) is
2
SY ( f ) S X ( f ) H ( f ) , where S X ( f ) is the
PSD of X(t).
10
P7 :
Suppose that a white Gaussian noise w(t )
of zero mean and of PSD N 0 / 2 applies to
an ideal low pass filter with bandwidth B .
Please find the PSD and the auto-
correlation function of the output process.
11
P8:
Consider a white Gaussian noise of zero
mean and N 0 / 2 PSD, which passes
through ideal bandpass filter centered at
carrier frequency f c , and bandwidth 2B .
Find the PSD and the autocorrelation
function of the filtered process.
12
P9 : H( f )
1
Consider a white 2B 2B
Gaussian noise
f f f
of zero mean
c c
14
P10 : H( f )
1
Consider a white 4B
2B 4B
2B
Gaussian noise
f f f
of zero mean
c c
16
17