(a) f=100;
fs=1000;
n=[1:1000]*f/fs;
u=ones(n,0);
X(n)=2*cos(0.5*pi*n).u(n);
Y(n)=0.9Yn-1+Xn;
(b)autocorelated grap between Rx(m) and Ry(m) are as follows
c)power spectral grap:between Sx(f) and Sy(f) are as follows:
7. Consider the problem of generating samples of a lowpass random process by passing a while nois...
Let Xn, -inf to +inf be a discrete-time zero-mean white noise process, i.e., μx[n] = 0, Rx[n] =δ[n]. The process is filtered using an LTI system with impulse response h[n] =αδ[n] + βδ[n−1]. Find α and β such that the output process Yn has autocorrelation function Ry[n] =δ[n+1] + 2δ[n] +δ[n−1]. 5) (3 points) Let Xn, -o0 K n oo, be a discrete-time zero-mean white noise process, i.e, ,1z[n]-(), Rx [n] S[n]. The process is filtered using an LTI system...
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...
324. Consider the random process X(t) = A + Bt2 for - <t < oo, where A and B are two statistically independent Gaussian random variables, each with zero mean and variance o?. a) Plot two sample functions of X(t). b) Find E{X(0)} c) Find the autocorrelation function Rx(t,t +T). d) Find the pdf of the random variable Y = X(1). e) Is X(t) a Gaussian process? Prove your result.
(1) Consider the probability space 2 [0, 1. We define the probability of an event A Ω to be its length, we define a sequence random variables as follows: When n is odd Xn (u) 0 otherwise while, when n is even otherwise (a) Compute the PMF and CDF of each Xn (b) Deduce that X converge in distribution (c) Show that for any n and any random variable X : Ω R. (d) Deduce that Xn does not converge...
1. Given the impulse response, h[n duration 50 samples. (-0.9)"u[n, find the step response for a step input of h-(0.9)-10:491 -ones (1,50) s- conv(u,h) 2. Plot h and u using stem function for 50 samples only stem(10:491, s(1:50) 1. Given a system described by the following difference equation: yIn] 1143yn 1 0.4128y[n -2 0.0675x[n0.1349xn 0.675x[n-2] Determine the output y in response to zero input and the initial conditionsy-11 and yl-2] 2 for 50 samples using the following commands: a -,-1.143,...
Problem 1 A Poisson process is a continuous-time discrete-valued random process, X(t), that counts the number of events (think of incoming phone calls, customers entering a bank, car accidents, etc.) that occur up to and including time t where the occurrence times of these events satisfy the following three conditions Events only occur after time 0, i.e., X(t)0 for t0 If N (1, 2], where 0< t t2, denotes the number of events that occur in the time interval (t1,...
3: (Practice Problem)Consider the representation of the process of sampling followed by reconstruction shown below oce=nt) C) Assume that the input signal is Ia(t) = 2 cos(100nt – /4) + cos(300nt + 7/3) -0<t< The frequency response of the reconstruction filter is H.(12) = {T 121</T 10 1921 > A/T (a) Determine the continuous-time Fourier transform X (12) and plot it as a function of N. (b) Assume the fs = 1/T = 500 samples/sec and plot the Fourier transform...
Question 202.5 pts If we consider the simple random sampling process as an experiment, the sample mean is _____. Group of answer choices always zero known in advance a random variable exactly equal to the population mean Flag this Question Question 212.5 pts The basis for using a normal probability distribution to approximate the sampling distribution of x ¯ and p ¯ is called _____. Group of answer choices The Law of Repeated Sampling The Central Limit Theorem Expected Value...