(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 process. Find the power of Y(t), i.e., find E(Y(t)2.
Homework Answers
Add Answer to:
3.34. Let (X.(t) and (x.(e)) denote two statistically independent zero mean stationary Gaussian r...
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...
5.57 Let np(t) be a zero-mean white Gaussian noise with the power spectral density 20 let this noise be passed through an ideal bandpass filter with the bandwidth 2W centered at the frequency fe...
5.57 Let np(t) be a zero-mean white Gaussian noise with the power spectral density 20 let this noise be passed through an ideal bandpass filter with the bandwidth 2W centered at the frequency fe. Denote the output process by nt). 1. Assuming fo fe, find the power content of the in-phase and quadrature components of n(t). We were unable to transcribe this image
5.57 Let np(t) be a zero-mean white Gaussian noise with the power spectral density 20 let this...
Problem 20 Let X(t) be a white Gaussian noise with Sx(f)= No. Assume that X(t) is...
Problem 20 Let X(t) be a white Gaussian noise with Sx(f)= No. Assume that X(t) is input to a bandpass filter with frequency response 1<|f] < 3 2 H(f) = < otherwise Let Y(t) be the output. a. Find Sy(f). b. Find Ry(7). c. Find E[Y(t)²].
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...
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...
Q1) Let X(t) be a zero-mean WSS process with X(t) is input to an LTI system with Let Y(t) be the output. a) Find the mean of Y(t) b) Find the PSD of the output SY(f) c) Find RY(0) -----------------...
Q1) Let X(t) be a zero-mean WSS process with X(t) is input to an LTI system with Let Y(t) be the output. a) Find the mean of Y(t) b) Find the PSD of the output SY(f) c) Find RY(0) ------------------------------------------------------------------------------------------------------------------------- Q2) The random process X(t) is called a white Gaussian noise process if X(t) is a stationary Gaussian random process with zero mean, and flat power spectral density, Let X(t) be a white Gaussian noise process that is input to...
The random process X(t) is defined by X(t) = X cos 27 fot + Y sin...
The random process X(t) is defined by X(t) = X cos 27 fot + Y sin 2 fot, where X and Y are two zero-mean Gaussian random variables, each with the variance 02. (a) Find ux(t) (b) Find RX(T). Is X(t) stationary? (c) Repeat (a) and (b) for 0 + 0
Problem 1 (10 Marks) The noise X(t) applied to the filter shown in Figure I is...
Problem 1 (10 Marks) The noise X(t) applied to the filter shown in Figure I is modeled as a WSS random process with PSD S,(f). Let Y(t) denote the random noise process at the output of the filter. A linea filsee Figure 1: The Filter. (T) Je Sinc 1. Find the frequency response, H(f), of the filter. 2. If X(t) is a white noise process with PSD No/2, find the PSD of the noise precess Y(t). 2- f 3. Is...
Let X(t) and Y(t) be independent, wide-sense stationary random process with zero means and the same covariance function...
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
Let x(t) = Acos(27/0t + ?) where fo is a given constant, A is a Rayleigh...
Let x(t) = Acos(27/0t + ?) where fo is a given constant, A is a Rayleigh random variable with ? is a uniformly distributed random variable on [0, 2n, and A and ? are statistically independent. a) Find the mean E[X (t)h b) Find the autocorrelation function E(X(t)X(t+)). c) Is (X(t)) wide-sense stationary? d) Find the power spectral density Sx(f)
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...
5.57 Let np(t) be a zero-mean white Gaussian noise with the power spectral density 20 let this noise be passed through an ideal bandpass filter with the bandwidth 2W centered at the frequency fe. Denote the output process by nt). 1. Assuming fo fe, find the power content of the in-phase and quadrature components of n(t). We were unable to transcribe this image
5.57 Let np(t) be a zero-mean white Gaussian noise with the power spectral density 20 let this...
Problem 20 Let X(t) be a white Gaussian noise with Sx(f)= No. Assume that X(t) is input to a bandpass filter with frequency response 1<|f] < 3 2 H(f) = < otherwise Let Y(t) be the output. a. Find Sy(f). b. Find Ry(7). c. Find E[Y(t)²].
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...
The random process X(t) is defined by X(t) = X cos 27 fot + Y sin 2 fot, where X and Y are two zero-mean Gaussian random variables, each with the variance 02. (a) Find ux(t) (b) Find RX(T). Is X(t) stationary? (c) Repeat (a) and (b) for 0 + 0
Problem 1 (10 Marks) The noise X(t) applied to the filter shown in Figure I is modeled as a WSS random process with PSD S,(f). Let Y(t) denote the random noise process at the output of the filter. A linea filsee Figure 1: The Filter. (T) Je Sinc 1. Find the frequency response, H(f), of the filter. 2. If X(t) is a white noise process with PSD No/2, find the PSD of the noise precess Y(t). 2- f 3. Is...
Let x(t) = Acos(27/0t + ?) where fo is a given constant, A is a Rayleigh random variable with ? is a uniformly distributed random variable on [0, 2n, and A and ? are statistically independent. a) Find the mean E[X (t)h b) Find the autocorrelation function E(X(t)X(t+)). c) Is (X(t)) wide-sense stationary? d) Find the power spectral density Sx(f)
Most questions answered within 3 hours.
-
The following temperatures show the (fictional) daily low
measured at O'Hare airport every January 1st from...
asked 8 minutes ago -
Your friend is interested in the characteristics of fast tree
planters. He searched through the records...
asked 15 minutes ago -
. 0.67 g of Ag is deposited electrolytically from
AgNO3 after a certain period of time...
asked 16 minutes ago -
assuming that the boric acid, h3po3 present at the end of the
borax tritation has a...
asked 15 minutes ago -
When a carbonate solution is acidified, carbon dioxide is
produced.
2H+(aq) + CO32-(aq) → H2O(l) +...
asked 55 minutes ago -
A reaction has the following rate law: Rate =
kr[A][B]2. In experiment 1, the
concentrations of...
asked 52 minutes ago -
king owns a large number of public pay phones. as rhe use of
payphones decline deamatically,...
asked 56 minutes ago -
3.7 - A book is sitting on a table. The mass of the book
is 1...
asked 1 hour ago -
Which term describes the process by which a single strand of DNA
serves as a template...
asked 1 hour ago -
LAB FOOD DRING
ANSWER THE QUESTIONS:
Q1. What value is the moisture content versus time and...
asked 1 hour ago -
You are told that an object has zero acceleration. Two forces on
the object are: F_1...
asked 1 hour ago -
The usual starting point for preparing a master budget is
forecasting or estimating:
Multiple Choice
Sales....
asked 1 hour ago