Let X(t) be a wide-sense stationary random process with the autocorrelation function :
Rxx(τ)=e-a|τ|
where a> 0 is a constant. Assume that X(t) amplitude modulates a carrier cos(2πf0t+θ),
Y(t) = X(t) cos(2πf0t+θ)
where θ is random variable on (-π,π) and is statistically independent of X(t).
a. Determine the autocorrelation function Ryy(τ) of Y(t), and also give a sketch of it.
b. Is y(t) wide-sense stationary as well?
Let X(t) be a wide-sense stationary random process with the autocorrelation function :
The sample function X(t) of a stationary random process Y(t) is given by X(t) = Y(t)sin(wt+Θ) where w is a constant, Y(t) and Θ are statistically independent, and Θ is uniformly distributed between 0 and 2π. Find the autocorrelation function of X(t) in terms of RYY(τ).
2. (30 points) Let X(t) be a wide-sense stationary (WSS) random signal with power spectral density S(f) = 1011(f/200), and let y(t) be a random process defined by Y(t) = 10 cos(2000nt + 1) where is a uniformly distributed random variable in the interval [ 027]. Assume that X(t) and Y(t) are independent. (a) Derive the mean and autocorrelation function of Y(t). Is Y(t) a WSS process? Why? (b) Define a random signal Z(t) = X(t)Y(t). Determine and sketch the...
5. Arandom prices of X(t) is known to be wide-sense stationary with E[X (t)] 11. Give one or more reasons why each of the following expressions cannot by the autocorrelation function of the process: a. Rult, t + r) = cos(8t)exp(-(t+r)2) b. R (tt)sin(2)+2) R,x(t, t + τ) = 1 1 sin(5(T-2))/(5(r-2)) Rxx(t,t+r)=-11e" d. 5. Arandom prices of X(t) is known to be wide-sense stationary with E[X (t)] 11. Give one or more reasons why each of the following expressions...
A(t) is a wide-sense stationary random process and is a random variable distributed uniformly over [0, 211]. Furthermore, is independent of A(t). Three random processes X(t), Y(t), and Z(t) are given by X(t) = A(t) cos(20ft + 0) Y(t) = A(t) cos(507t + 0) z(t) = X(t) + y(t) a. Show that X(t) and Y(t) are stationary in the wide sense. b. Show that Z(t) is not stationary in the wide sense.
Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same covariance function Cx(t) Let Z(t) be defined by Z(t) = X(t)coswt + Y(t)sinwt Find the joint pdf of X(t1) and X(t2) in part b
t + τ Proof From Definition 10.17, RİT (r) yields Rn(t) = Elx()r(t + τ)]. Making the substitution u Since X(0) and Y(O) are jointly wide sense stationary, Ryr(u, -t for random sequences Rx-r). The proof is similar i: 10.11X(t) is a wide sense stationary stochastic process with autocorrelation function Rx(r). (2) Express the autocorrelation function of Y(C) in terms of Rx(r) Is r) wide sense (2) Express the cross-correlation function of x(t) and Y (t) in terms of Rx(t)...
1) Random Processes: Suppose that a wide-sense stationary Gaussian random process X (t) is input to the filter shown below. The autocorrelation function of X(t) is 2xx (r) = exp(-ary Y(t) X(t) Delay a) (4 points) Find the power spectral density of the output random process y(t), ΦΥΥ(f) b) (1 points) What frequency components are not present in ΦYYU)? c) (4 points) Find the output autocorrelation function Фуу(r) d) (1 points) What is the total power in the output process...
1) Random Processes: Suppose that a wide-sense stationary Gaussian random process X (t) is input to the filter shown below. The autocorrelation function of X(t) is 2xx (r) = exp(-ary Y(t) X(t) Delay a) (4 points) Find the power spectral density of the output random process y(t), ΦΥΥ(f) b) (1 points) What frequency components are not present in ΦYYU)? c) (4 points) Find the output autocorrelation function Фуу(r) d) (1 points) What is the total power in the output process...
Q.6 Determine the autocorrelation function and power spectral density of the random process olt)= m(t) cos(21f t+), where m(t) is wide sense stationary random process, and is uniformly distributed over (0,2%) and independent of m(t).
2. Let Y(t) = (x(0)+)(\pi) where X(t) is a Poisson process with autocorrelation function Rxx(t1, tz) = tīta + min(tı, tz), and 6 ~ U(0,2%) is independent of X(t). a. Is X(t) W.S.S.? b. If so, find its power spectral density. [25]