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Faculty of Engineering
Dept of Electronics
and Electrical Communications
Digital Communications
Problem set # 2
3rd Year
Random Processes
March 2011
1)
2)
3)
4)
A Low pass filter that consists of a resistance and a capacitance has uncertainty in the value
of the capacitance, and as a result, the cut-off frequency x of the filter is uniformly
distributed 100Hz x 120Hz. if v(t) is the output waveform resulting from exciting the
circuit by a unit step of value A . Find E{v(t)}, Rv(t1,t2), and E{v 2}.
5)
Let X and Y be independent random variables. Given that X has a uniform distribution over
-1 x 1 and that y= 2, and E{y 2} = 6. For v(t) = (Y+3Xt)t, find v, Rv(t1,t2), and E{v 2}.
6)
Give reasons why the following matrix cannot be a correlation matrix of two jointly widesense stationary processes
A2 cos
2
2 A cos
2 A2 cos 32
A2 sin 2
7)
z(t) is the result of subtracting a line code v(t) generated by a transmitter and an advanced
version of it by T seconds. Find the mean and variance of z(t) in terms of Rv().
8)
Let X and Y be independent R.V.'s, both having zero mean and variance 2. Find the
autocorrelation and cross correlation of the random processes
v(t) = X cos ot + Y sin ot
w(t) = Y cos ot X sin ot
9)
Determine the autocorrelation function and PSD of a polar signal assuming symbols 1 / 0
(of symbol duration T) are represented by +A and A volts respectively. The pulses are not
synchronized, so that the starting time td of the first pulse for positive time is equally likely
to lie between 0 and T seconds. Assume that during any interval (n-1)T< t-td <nT (where n
is an integer), the presence of a 1 or 0 is independent of all other intervals.
10) Determine the autocorrelation function and PSD of an on-off signal ('1' is represented by A
and '0' by no pulse) given the same assumptions of problem 9.
11) A random process Y(t) consists of a dc component of 32 volts, a periodic component g(t)
with zero mean, and a random component x(t) with zero mean. The autocorrelation
function of Y(t) is shown in figure.
RY()
3
2
1
T
2T
3T
0
Find the average power of the periodic component g(t) and that of the random component
x(t).
-3T
-2T
-T
12) The power spectral density of a random process X(t) is shown in the figure.
Sx(f)
(f)
-fo
fo
Sx()
100 kHz
1
1 MHz
0.5 MHz
14) Consider two linear filters connected in cascade as shown in the following figure. Let X(t)
be a w.s.s. process with autocorrelation function Rx(). Find the autocorrelation function of
Y(t) and the cross-correlation function Rvy()