Question

5. A stationary random process X[n] is input to a discrete time LTI system with frequency response j“)-10 zero mean given as A(e nmay be expressed as where Wnlis a zero mea a-HS1 unit variancei.i.d. (independent identically distributed) Gaussian sequence and c, d are constants. Let Yl be the output random a)Determine the mean function for the output random sequence Yn in terms ofa, c and d b) Determine S7 (e), the power spectral density ofthe output random sequence Yn] in terms of a, c and d c) Determine the output power in the requency range (o :闷<d) in terms of a, c and d. d) Determine the autocorrelation function for the output random sequence Ym in terms ofa, c and d. sequence. e) Express the probability density function for the random vector Yhere Y -r] for c = d-1 a-. Carefully explain your reasoning for the fomm ofthe pdf. ,

0 0
Add a comment Improve this question Transcribed image text
Answer #1

Given the input function the on So the above equation can be re-writte n as Since WIn] is normally distributed function with

Add a comment
Know the answer?
Add Answer to:
5. A stationary random process X[n] is input to a discrete time LTI system with frequency...
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for? Ask your own homework help question. Our experts will answer your question WITHIN MINUTES for Free.
Similar Homework Help Questions
  • 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...

  • 7. X(n) is a zero- discrete-time random process. following input-output relationship: zn) -0.95 mean, stationary, identically and independently, Gaussian distributed white The sample functions of...

    7. X(n) is a zero- discrete-time random process. following input-output relationship: zn) -0.95 mean, stationary, identically and independently, Gaussian distributed white The sample functions of this process is filtered according to the n( zn-1)+x(n) (5 points). Write the MATLAB code for the computation of autocorrelation of the processes X(n) and Z(n) by repeating the experiment 100 times. (5 points). b. 7. X(n) is a zero- discrete-time random process. following input-output relationship: zn) -0.95 mean, stationary, identically and independently, Gaussian distributed...

  • 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 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...

  • A discrete-time LTI system has the system function H(z) given below:

    A discrete-time LTI system has the system function \(H(z)\) given below:$$ H(z)=\frac{z^{2}}{z^{2}-\frac{1}{4}} $$(a) Sketch the pole-zero plot for this system. How many possible regions of convergence (ROCs) are there for \(H(z)\). List the possible ROCs and indicate what type of sequence (left-sided, right-sided, two-sided, finite-length) they correspond to.(b) Which ROC (or ROCs) correspond to a stable system? Why?(c) Which ROC (or ROCs) correspond to a causal system? Why?(d) Write a difference equation that relates the input to the output of...

  • A discrete-time LTI system has the system function H(z) given below: 2 H(z (a) Sketch the...

    A discrete-time LTI system has the system function H(z) given below: 2 H(z (a) Sketch the pole-zero plot for this system. How many possible (ROCs) are there for H(z). List the possible ROCs and indicate what type of sequence (left-sided, right-sided, two-sided, finite-length) they correspond to (b) Which ROC (or ROCs) correspond to a stable system? Why? (c) Which ROC (or ROCs) correspond to a causal system? Why? (d) Write a difference equation that relates the input to the output...

  • 1. A discrete-time LTI system has the system function H() given below: (a) Sketch the pole-zero...

    1. A discrete-time LTI system has the system function H() given below: (a) Sketch the pole-zero plot for this system How many possible regions of convergence (ROCs) are there for H(). List the possible ROCs and indicate what type of sequence (left-sided, right-sided, two-sided, finite-length) they correspond to. (b) Which ROC (or ROCs) correspond to a stable system Why? (c) Which ROC (or ROCs) correspond to a causal system? Why? (d) Write a difference equation that relates the input to...

  • Q8) Consider the following causal linear time-invariant (LTI) discrete-time filter with input x[n...

    Q8) Consider the following causal linear time-invariant (LTI) discrete-time filter with input x[n] and output y[n] described by bx[n-21- ax[n-3 for n 2 0, where a and b are real-valued positive coefficients. A) Is this a finite impulse response (FIR) or infinite impulse response (IIR) filter? Why? B) What are the initial conditions and their values? Why? C) Draw the block diagram of the filter relating input x[n] and output y[n] D) Derive a formula for the transfer function in...

  • (2) Consider the causal discrete-time LTI system with an input r (n) and an output y(n)...

    (2) Consider the causal discrete-time LTI system with an input r (n) and an output y(n) as shown in Figure 1, where K 6 (constant), system #1 is described by its impulse response: h(n) = -36(n) + 0.48(n- 1)+8.26(n-2), and system # 2 has the difference equation given by: y(n)+0.1y(n-1)+0.3y(n-2)- 2a(n). (a) Determine the corresponding difference equation of the system #1. Hence, write its fre- quency response. (b) Find the frequency response of system #2. 1 system #1 system #2...

ADVERTISEMENT
Free Homework Help App
Download From Google Play
Scan Your Homework
to Get Instant Free Answers
Need Online Homework Help?
Ask a Question
Get Answers For Free
Most questions answered within 3 hours.
ADVERTISEMENT
ADVERTISEMENT
ADVERTISEMENT