S A Rard om Proiess u g'nen by x+) > A Cs w, t + B&n wot: ws is
-Constant A B are Sh deb endeYt DRV eah takes tha vaes
of -1 a with Probabilities of / t Y3 respt Cind mean t ACE
t x)?
Sojn:.
Sx;'B)
2
ACE ELx H). Xa (+)]
E[Aswo t, +a B&nwoti) (A CaT W,t, +BSwo t,)]
- EA Coswot, Coswo t, + AB&nwot, + A (or0G t, Ccswot
Cowoti
Coswst, Cexwot, ELA+ Sn wot, Srwot,E[B]
ACe
Note
Hence i A WsSRP.
Bioswot - A&ro wot. wo i's
9E) Given xt)= ACos wo t +B&n wot f y ) = vauiable each hawing Same
A 4 B are on depeh dert Rand om
ccstant Hn CooSS Cor relation betueen
) A
rmean f Vaiante t .
yC) ?
Sojn:.
=CAB] : eDAJ- ElB]=0
between x+) Vnd yH is q e n n'.
oSS Corelatia
Rxy Cz) = E xt)- yt,)
xLH)
(-". t - t =Z
-z)
Wot, ) |
B6o ot,) (B oswot, -A Sin
Rxy(z) (A Coswot, t
Snw,t Coswot, E CS]
Cous t, Sr wot, E A ]+
co, b,t
V S hu t , ocwot, - CexwsC, Srin
Srinwo lty- t,)
Srin (w
Rrl-) ’Ryx(t) > ELYCt). x(t,)7
Note.
iJcondnof ortho gonai ty for RV is
orthogonaity fo RP is
i) Conot
Rxyz)-.
an uNCORRE LATED Or ORT HoGON AL.
A RP s given by YUH = A Xl) C |wot t+) A f wo are constomts.
Ry(). 9 s a Random
xH) s a xeo
Vaiable wwi
dent. ind
nenn
hawig.
WiSRP
iuted
ACP
ACF t ?..
so:. e Cvtt)] = E CA x Coswo to)]
A E[xH a(wo tte)]
A
= AECx+)] E[Co (ot +0)7
AcF ELxlt) xlt,) 7
ELAxtu or (woti+9)f.{Axt, ) or(wot,+0)}
EJAxLt,) xts)Cox(wo ti tO) ox (wot,+8)]
4 E [xlt;) xlt) s (wot j+) o (wo t, t+0)
ACE A? Ry). Cor wz
xY(+) tA a o a wISSRP.
Nofe .
&nce xt) and rdependent hence
a Ye
(oot +)7
ACF LY Lt)]= ACE Lxt)J. ACFLACos
are tndependert , then
ACE [R x t)-Y]: Rxct)- Ry (z)
R (T) 3e -l Cind
a ksSRP X), ACf s en by
i) E [x(9) x(s)1
) E L)7
.f-Z) =
000o
Scn.
- 3e ut) + 3eu(-)
Rxlz) 3e-l)
R Co)R (2) 3
eul-)
seucz)
= Rxtz)
- Rx(-)
fos WcSRP.
Note x H)
(t+)
Hexe
<; where z is ime di fference.
against Simi lany
deceases.
Rxlz) ia flotted reases the dejee of
cuff nC
as the line
>0; ie no time dfferonce.
highest when
x Rk(Z) u
Elxlt). x t+z)]
* Ao, Rx)-
difference =
S0,E[x9) -x{S)] - Jìme
= Rx()4 = Rr (4).
Cx²()]= ECxt9)- xt9)]= Rx lo)
So
s0, e =3
i)
)Ex'9) +'s) - 2x (9) xs)]
+E[x?s)]- 2E Cx\S)xt9)]
elx'to)]
Ryl4)
Ry (o) t Rxlo) - 2
3+3 - 2x3e1
6-6e4
aeL{xt 9)- x\s)']- 6(l-e-4)|
Note.
Rxlo) Elx+)TPower Cx Lt)] wSSRP
a
yLH= x ) oT(wot+9)- X+) is
8s) ARandorn Process s enOant d e 's a Rondom
tndepen.
having ower ot |wats.
ciuibuted n (0,2 ) xt) +e are
vaiccble ni formy
St yt) ?
dent - Cind tower
ylt,)]
So1n:. ACF - eIylt)-
Pouer ECy?Lt)]
allo,
= E[t) Cor (wot+9)]
-ECx?lH]- e [Cor (wott)]
Ix E I+ os (Qwot t2 9)
E osa6t+29)7
Aso,
Ry lo)= Rx(o)
Ry()= >PoweY of yc+)
9) A Random Vaiable à Gen by W-(Y-) R dorn Vauiables y 4x
are obtalned bH sarping zeð mean wss Rndon PoD(ess x )
Qe 2lzl. eind
at t4 4t6 vspt ACE o xH is ven by RxlZ)=
Vauiance ot kA
Soln'. Saping of Random Poocess ie Rondon vaiables.
Y>x\4) Z=x l6)
t>4 t6
X(4) -xs)
dortan st t e meon wç be o.
Given E[x (t)]> o ’ a t each time
EDX4)- x(6)] Rondon PrDcess and n WssRP
E Cki] ndeenent Hme.
= EDx4)]- E[xl6 mem ç
Hence mem u s a n eueyohere
on o mOcess. He nce
E CxH)]= 0 E[x(4] -E[xl6)] = o.
Since
rnean=0; bence.
M SQ VARIANCE
So, VRV VAR]= E[h2]
= E[x(4) + x2()-2x4)x(6)7
ECx'4) ]+ EC x216) - 2 ECx(4)xl6)]
Rylo) + Rxlo)- 2 Rx (2)
4-4e-4
VARCW] 41-e--E [w
¥ PROPGRTIES OF ACF. or wssRP}
i) Rxt) > Rx (z) |
fi)Ro) > eCx2(+)] > Power Jotae Powe.
iii)) Rxlo) > Rxlz)|
iv) FTjACFPowes specfal Densi Sxt).
FT LRcz)]- PsD - Sc)
Hence
Rxcz)
Analysis:. Rx(z)= Sx (f). eJarfTd.
put >o.
<- Rxlo) Pbwer
Rxlo= Sxf)At. trea undcr Sx(f) {Psn} iee fbcwer.
Pwer speclial Densiy
V) let XC) ERGODIC RANDOM PROCESs
We Know that
power
Rxlo) = ECx2-+)] = m) >totot
So, Rxlo) - Rx(o) = , -m,
= Vaiane
2
Random Proccs aiy
Analyoi. md u vaying
t t Power TNOISETNOse u a Rand orn vaain be eaed i a
wr-t tiroe herne NOi SE has t
RANDom PROCESS.
7EIr Power CNOISE] = ED)]
7 Sx(t)df mde)
sSxlldw.
x(+)> ACos(wst+e) A¢Wo are
SIo) A Random Procees i given b m o,2).
Constants A a Random valiable unifomny dshò bited
Cind
i)ACE ii) Power.
iü)PSD
Sojn:.i) ACF eCxct) xLt,)]
-ELA Cos( wot+). ACorlwst+9)]
2
()= FT
i) PsD; Sx
Sx($)
x s l f-to) t sftfo)}
A
Sx(t)> 4sCP -fo) +S(+o)
-to
PSD u an EYc
-
tunction of t
Power Awats. |Power- Rxto) = A wats.
ensoy
*Analees: H> Deternisic SgnalL
ElxCH] - (+)d t = Tlx(F)af.
ESD.
Energy speF al Denci
Rncton Q t
SD ESD also Een
Note -
*Maf specurm ç always
* Power=
Enevgd
Jime
Even
* phase Sþec la
um is aways
odd.
So, PSD EsD
| E V E N FUNCTION.
x()
eYEN
FUNCTION
values only
m Real and +ve
NOle:.
*VALID PSD resu
fo INVALID
PSD.
-3
VAUD PSD.
lasist
NYte7em stt)
-o to
X
-to
sC+)
-fo fo
Note:
HC#) -(ane 5y3en)
Y+)
SYSTEM
S C#) Sy (f).
Y ) = X )H()
IYG)]> |x()]]H))
/vO) |x(t))°. | H())?
T
jSt) Sxl). |H))2
(PsD)olp =(Pso),y p: IHtt))
Analyesi.
x) YCt)
Delay
T
y)= x() xCtT)
a y FTFT n bo th Aide wepet .
e-DTxo).
Y(w) xlw) +
Ylo)+e-JWT
x (w)
H(u)= I+e-)wr
IH (w)l - J loswT)+S w r
JaH os wT)
So, (PsD)op PsD/pJHw))2
> Sx(w) (ataosoT)
-7sy(w)
x(+) HILLBeRT Y4)
xMeR Sgn(f)
Sx ( )
Note.
Phone ehtt is H)= -)Sqn C)
Sf
c<fered.to a Signas
hen
Pouor of tthat IH)l= JSqnt(f)
31gna doeen't change.
(PSD)op= (PSD)r/p x IH))* Sx (f) =Sy(f)
Sf PSD
(x) Sx)
then
xH Corafot pSD =?
PSD{ x) Couarot= Psofy» To
blY))?
T
Y)E’Y)= X(f-fo)+x(f+f)
IY
4T
|x(E-to)]+Ixto)|
4 T
Psofy} SxLf-fo)+Sx¢ +fo)
4
A) For a Random PoDcees x+),(PSD Ca qren below fo tve to equen)
axis. eind 4 400 S(w-0)
i) E [x24)]
ü)E CxH)]
400 slwW+10) ’wc10>racdlsec).
400 s(w-I0)
>w u radsec) .
PS D plot
= De value. PeweY dsSi buted to he DC
D) E L C)
iA caled DC bower
JDc Roue r
Note. Hoo S(w)
Ps)touer
SO De v a e
EDkL+)]= JDC power
Volts .
Ext»] =(io/s) unit
Rarns2
Anal FoR SIGNALS.
Mean Mx L)l Mean
X+) -A
Mearn My Lt) Pene Noral
YLH) of tine. Hene
Random Process.
C+)= XLH) hCH)
- convduhon Randon
y) >x(t-)hl)dA Pao cegses
an btn
GLvL] = E[lt- )]- hta)dA
Meqn a t lt-A).
- - - - ()
M,C M(t-A) h(w dA
Mutip Mxlt) h+)
# let x(+) 4 y ) are vssRP. hen
0000090099000000000,000000¬
Myt) = M - ) hydA. WSSRP,hence
meon
SonCe
My Mz ShtA) 2A Hlo)» (htHdt.
so, My Mx Hlo)
Snube
S A ss RP hawing mean as 3 Lá given to asystem haw ing
Resbnse of htt) > 3 e u t ) -And outhut ean ?
Sojn:. H(o) = 3
(J)
=ls
HIO)
Mx 3
My Mx Hto)
3XS
My 4s
3) eO mean whil~ Gausin Nase having pauer speral
an LTC ohoe Snpuhe
denei No/a A þassd throuh
s shoun m
Resþom se hl)
tu
gure belew. Jhe Vaane ot
4 is .
at
he tIlêred noise
-A
) A'No.
a)ANo.
b) ANo d) Nò .
Sojn:.
(PsDbip= (PsD)yp IHC))
(nu).e-jrttt
H(P)=[h)-e
Í4eianttu + f-aie -iants.
[-A)e (4o-iantt,
3
4 e-Jaft|| -jantt
-jart -3aTf
leint
A
N-A [e iaTfx2
+ -e
æA
-iam
e -e
-jarf
- JA xQe
Note.
While Noise y)
system My M Hlo)
Mx=0
My >o
Sf)= No
[Y)] = ElY?)] > Ry lo) - bowe r
Var
Syl)df Sxt) |H))°Af
Ryt0):
No(IH)Paf
By Panseva's JheoYem:
So,
x 342
Rylo) = NoA
Anayes!Rnes Aocess
x() YU)
systerm Ry (z)
Rx(t)
+hen Rxy (z) ? Cooss Corelatin blw xL+) + yCt).
Rvy() = E[x)- vLt+)]
>E [x) Yt+)]
yt)= xt)hlt)
(xlt-) h(A)AA.
-0
then.
Rxyl z)> E [x(+). Jxltt-A) h(A)d]
(E[xt)- xlt+- A)]ha) dA.
Rv) Rxc) h(t)
Note: o000
0000
Rxy() > Re(z)h()
RYx()= Rxy(-t)
Rxc-z)h(-z)
ewan nature. Hene
RkCz) >Ry (-T).
RY()= E[Y) Yt+)] ; but Cooelele integ
Hence thia Analysis
Sy()= Sf
SyC¢) Sx (). HC¢)- H¢).
takina veLse Fouier Jrans fom on botsides.
Rylt) = Rx() hE) ) h* cz)
Real thern
ALO,
h* G) = h(-t).
Ry() Rx(t)h(t) Hh-c)
y-9{ h) ts onaa: then = RylT)Oh()h)
h*(T)- -h(-) |R(z) Ryx() htt)
Rye) Rx(t) h() h(-)
Rycz) Rxyc) h(-)
SCHNARTZ INEQUALITY
|EDYI´sEC*]- ElY] THEOREM.
FeCxeth- vt+]s ELx'H]. EY'Ltr
i ) } < Rxlo). Rylo).Rv)]s Rylo) - Ry lo)
190
Nofe .
AM = atb
AMGM.
GM Jab
SO,
Rxl0)+ Rylo) > Rlo) Rylo)
Rlo+Rylo) > Rxy (2)|
Rlo) Rylo) > |Rxyl
*CORRELATION COECEIClGNT, Sy.
with By and t the
* ACE i calculalid and then conbared
to by ’ HiGH sIMILA RITY
i) ACF is conpared
not to Pxy ’ LOW IMILARITY
ii) ACF is Conpared
Mathemnaticay
COv (K, Y)
- E[X- Ma)(Y-My)]
JEX-Me[N-M]
and,
EIe<-M) (Y- My)] e[*-M)] E[lY-M,j7
E [(x-Mx)].E[(y- My)]
2
BINARY RANDOM PROCE SS.!.
i reproen
et a nary Rornmphe in bing genes aled and
ted b
* let each
NRZ
tube be
encatig
rerseted by a boic fobe Plt)
remenentain, PLE) » be)rg refpeata
yo nary Squcncc
- weedehned
peiodicay Determnistc
Pc) SIgnae mulhi
wt
Ag be w e s
RandoTm
’t
T
u en n .
So. he snary seuence
Pt-KT)
K= 0
þubes
AK which reresenis NRZ
Ylet a RV be giuen
hken Sine
AEf+a, -a}.
dealin
we QreRanon
wich
bìnay Sepena So tue Binary þuhe is qiuen
AK Pt-KT)
K-a
is not ope d nchsonise2.
CwHh esho
Sequence to Stutline time
that the Bngry
ylet supoe x+)= n a r y Rand nPoocess. st bube J.
So,
(A) Valiog ie t a, -a regpt
(t) takern at Hme
Ta hetmts.
be
sed hence T com
T
AYnchon
t e pube i not poþealy be l3ealed as Ramdon
XShce oRT Hence Td may
vaee between
any
Vasable. becaune, if takern more than T, Seond
0e Tt k e n
ony betuecrn
Ataut but we Conzl dering jor tho St pulse.
pbe geli
* Sìce TdCan be any vale
hence deuaily tuncn wu be between
O to T wh
eAual choNCes
UNIFORM DENSITY
CUNCTION.
>Td
X+) cehich s Binary Randon Poocess sìnce r takec
ie o or J
Hence XC+) AK: P(t- KT- TA) AK = Dssrele Random Vaable
K=-a
Td > bntinuaus Random Vaiabk
Note:
Vaiables.
hdependent Rardom
Reforeenting RANDOM BINARY SESUENcE wth ¬echìcal Pubes.
Binary Ramdom rocees uwil be used
Discrele Random vauiable. t can be ta Or -a" wih
equal torbabiiy.
x ascxelt Random vaç able ,Ak^ (ie Ao,A, A,
to eahotHher. - - )are ondependent
x Stating tine of 1st þulse ie
d a not Jooely
Tì can be any Vale
between (O, T) wU equal synchonised ie
fCTa) robability:
X DRV A
Td
and CRV Td are
y ACE OF
ondependent to each otheY
ANARY RANDOM SGNAL::
R() E Cx+) - x(ttt)]
=E Aj P(E -)T-Ta) Ak
K=-a Pt*-KT-Ta)
=E AsAK P(t-)T- Ta)
JS K=-o Pt-kT Ta tr)|
A
’ jrauies m o
;0=oteger Vies tecr -ofo
)=K+n n
to ease t analysi hene
[Plt-jT-Ta) - P(E-KT-T4+)
E LAKn Ak] E
iECAK+n AK]=Pa) AP) f(Ta).d d.
n=-o
RA Ln) | Pla) Pl)d Td.
T
&= t-)T-TA - (t- KT- Td - nT) j =Ktn.
let BKNAn (t-KT- Td) = u
-dTd = d e
tt-T(K+)
So,
P(u+)(-du)
R Cn). |PEs p) tP(u-nT)
K=-o t-KT)
(t-KT)
P(u-nT) Plut)du. S Summahon con be Rigut l
RA(n). -to let o ley t to Righe
K E-k(T+) PL)
PU-nT) P(U tr)du
n-o -o
LH) deteminishc Spnal
RAln) . Yp(z+nT) ACe{P)}> fPLt PLt-e) dt -
So, E
-rp(t). = AcF [PLH)]
exc) Ratn)-rp(<+n) RACn) ACE CAk]
1 0-0
=E[AkAKt]
Yplt) ACF CPLt)] |<For Deterninistic 6gnal
= PH) OP(-E)t=z
YPSD OF BINARY RAN DOM SIGNAL .
|Sx Cf)= FT R(z)f.
SxL)= Ran) eTp(tn))
Tple) P+) O P- )Jt=r
FTrp (c)} PC)- Pl-F)
P-+) is Real puhe then.
T
PL) p*(P)- tP(-).
P) is rnag then
p*C)= -P(-).
So,
Er{ple) }= P) PC)
FT{Tpte} IP#)|P
’t
Xt)< x )
j wto
X(t to) < x()-e
So,
PTIp(<)}- lP(D|2
er{pn)}- Ipe iwn
So,
Sx(t)= Ls Raln). |P)P.e)onT
Sx(#) |P() Racn)onT
x Raln) tor NRZ PULSES:.
AKE $a, -at
P(AK= +a)- a ; P(Ax= -a):
RACn) > ACF{AK
=E[AK AKn]
ccorespnding to same ube) to the same puloe}
i) For n=o lo)= ECAX] t (tt) Cores bands
= #AM
(-a) p(AK = -a).
> (a)- pLAK =+a) +
RA lo)
n#0(orespGnding todit. bubes):
ij) For
AKtn|
RACn)= E [AK-
,AK+n
t a; t Poccible Vae of AK
Pob of
a uthe
þoscible
Ualue of
AxAKtn t(-a)(-a)x Y,
+(+a)(-a) + (-a) (ta) x
RaCn)= (+a) (+a)
al -a'+ q'-a?
4 4 4
RAln) =0. So,
Raln)> Oo
xhAAO, ECAKAK+n RA(n)
for n+0
RAn)= E[AK]- ECAKtn]
axl
Racn)= a?
Now,
Ry(c) ACF Of Binary
oess 1Raln)- Tp(t+hT).
RandonRin ary
Rt) Ralo)rp()
Ryce)= rpte)
SO, AK E1,-1} RACn) 1 ;no
RAn) for ON OE PULSES!.
eebr le
Ak ¬ fo, a}
P(AK ) = P(PK=a) =
RACO) = ACF [AKAKn]
) n=o ii) 0o
Rálo) ACF [AK-Ak] RA(n)= Ac FLA AKtn]
a
a'x +ox %
RA (o) = a <n=0
RAln) (a)(a)x t o
Q2
RALn) 4
<-n0.
SO, ; n0
