Homework Answers
Add Answer to:
Let x(t) = Acos(27/0t + ?) where fo is a given constant, A is a Rayleigh...
2. (30 points) Let X(t) be a wide-sense stationary (WSS) random signal with power spectral density...
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...
3.34. Let fXc(t)) and (X,(t)J denote two statistically independent zero n stationary Gaussian random processes with...
3.34. Let fXc(t)) and (X,(t)J denote two statistically independent zero n stationary Gaussian random processes with common power spec- tral density given by SX (f) = SX (f) = 112B(f) watt/Hz. Define x(t) = Xe(t) cos(2tht)--Xs(t) sin(2tht) where fo 》 (a) Is X(t) a Gaussian process? (b) Find the mean E(X (t), autocorrelation function Rx (t,t + T), and power spectral density Sx(f) of the process X(t) (c) Find the pdf of X(O) (d) The process X(t) is passed through...
Consider a sinusoidal signal with random phase, defined by x(t)=Acos(2πfct+θ), where A and FC are constant and θ is a random variable uniform distributed over interval [-π,π], that is f(θ)={█(1/2π,&-π≤θ≤π@0,&elsewhere)┤ Describe the autocorrelation RX(τ
Consider a sinusoidal signal with random phase, defined by , where A and FC are constant and is a random variable uniform distributed over interval [-, that isa) Describe the autocorrelation RX of a sinusoidal wave X(t)b) Describe the power spectral density SX of a sinusoidal wave X(t)Consider a sinusoidal signal with random phase, defined by , where A and FC are constant and is a random variable uniform distributed over interval [-, that isa) Describe the autocorrelation RX of...
Q.6 Determine the autocorrelation function and power spectral density of the random process olt)= m(t) cos(21f...
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).
Consider two random processes X(t) and Y(t) defined as X(t)=Acos(wot+z), Y(t)=Bsin(wo+z) where A and B and...
Consider two random processes X(t) and Y(t) defined as X(t)=Acos(wot+z), Y(t)=Bsin(wo+z) where A and B and wo are constants and z is a random variable that is uniformly distributed between 0 and 2pi. find the cross-correlation function of X(t) and Y(t). If both X(t) and Y(t) were wide sense stationary , could they also be jointly wide sense stationary?
Let X(t) be a wide-sense stationary random process with the autocorrelation function :
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?
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...
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...
3.34. Let (X.(t) and (x.(e)) denote two statistically independent zero mean stationary Gaussian r...
3.34. Let (X.(t) and (x.(e)) denote two statistically independent zero mean stationary Gaussian random processes with common power spec- tral density given by Ste (f) = S, (f) = 112B(f) Watt/Ha Define X (t) X( t) cos(2 fo t) - Xs (t) sin(2r fot) ) - Xs(t) sin(2T fot where fo》 B (c) Find the pdf of X(0). (d) The process X(t) is passed through an ideal bandpass filter with transfer function given by otherwise. Let Y(t) denote the output...
1) Random Processes: Suppose that a wide-sense stationary Gaussian random process X (t) is input to...
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...
The sample function X(t) of a stationary random process Y(t) is given by X(t) = Y(t)sin(wt+Θ) whe...
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...
3.34. Let fXc(t)) and (X,(t)J denote two statistically independent zero n stationary Gaussian random processes with common power spec- tral density given by SX (f) = SX (f) = 112B(f) watt/Hz. Define x(t) = Xe(t) cos(2tht)--Xs(t) sin(2tht) where fo 》 (a) Is X(t) a Gaussian process? (b) Find the mean E(X (t), autocorrelation function Rx (t,t + T), and power spectral density Sx(f) of the process X(t) (c) Find the pdf of X(O) (d) The process X(t) is passed through...
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).
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...
3.34. Let (X.(t) and (x.(e)) denote two statistically independent zero mean stationary Gaussian random processes with common power spec- tral density given by Ste (f) = S, (f) = 112B(f) Watt/Ha Define X (t) X( t) cos(2 fo t) - Xs (t) sin(2r fot) ) - Xs(t) sin(2T fot where fo》 B (c) Find the pdf of X(0). (d) The process X(t) is passed through an ideal bandpass filter with transfer function given by otherwise. Let Y(t) denote the output...
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...
Most questions answered within 3 hours.
-
A business executive has the option to invest money in two
plans: Plan A guarantees that...
asked 1 hour ago -
Hello, can someone please help me answer this question?
How much heat is absorbed by a...
asked 1 hour ago -
. A marketing researcher conducted a survey of 25 shoppers
randomly selected at the local mall...
asked 1 hour ago -
Create an comprehensive response to the
following:
Antimicrobial agents work on a multitude of microbes (bacteria,...
asked 1 hour ago -
6.13 LAB: Step counter. Section 6.3.
A pedometer treats walking 2,000 steps as walking 1 mile....
asked 1 hour ago -
(14.2) A block of mass m = 10 kg riding on a frictionless
horizontal plane is...
asked 1 hour ago -
Use any search engine to search for articles about Starbucks
partnership with Tata Companies in India...
asked 1 hour ago -
Let’s say that for some reason Bank Excess Reserves suddenly
increase sharply. What effect would this...
asked 1 hour ago -
Given:
Curent Assets: $600,000
Total Assets: $2,600,000
Current Liabilities: $500,000
Total Liabilities: $1,700,000
What is the...
asked 1 hour ago -
1. What is a “Bankster”? What is insider trading? Why is it
illegal?
2. What is...
asked 1 hour ago -
A transverse wave on a cord is given by
D(x,t)=0.18sin(2.7x−61.0t), where Dand x are in m...
asked 1 hour ago -
ASSIGNMENT
ANSWER ANY TWO OF THE FOLLOWING IN 2-3 PARAGRAPHS OF EACH
QUESTION.
1: Where is...
asked 1 hour ago