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Tut 10 Questions

The document is a tutorial on the fundamentals of communication systems, focusing on Gaussian random processes, their properties, and various related problems. It includes exercises on autocorrelation functions, power spectral density, and the behavior of random processes under different conditions. Additionally, it covers concepts such as noise power in filters and the characteristics of specific random processes.

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24 views2 pages

Tut 10 Questions

The document is a tutorial on the fundamentals of communication systems, focusing on Gaussian random processes, their properties, and various related problems. It includes exercises on autocorrelation functions, power spectral density, and the behavior of random processes under different conditions. Additionally, it covers concepts such as noise power in filters and the characteristics of specific random processes.

Uploaded by

Free fire Gamer
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Tutorial-10

ECC-201: Fundamentals of Communication System

1. Suppose that Y is a Gaussian random process with mean function mY (t) = 3t and autocorrelation
function RY (t1 , t2 ) = 4e−|t1 −t2 | + 9t1 t2 .
(a) Find the probability that Y (2) is bigger than 10.
(b) Comment whether Y is stationary or not.
(c) Comment on the stationarity of the random process Z(t) = Y (t) − 3t.
(d) Find the power spectral density of Z(t).
(e) Comment whether Y and Z are uncorrelated or not.

2. Let A, B, and C be independent normal N (1, 1) random variables. Let the two random processes be
defined as X(t) = A + Bt, ∀t ∈ [0, ∞) and Y (t) = A + Ct, ∀t ∈ [0, ∞). Find the cross-correlation
RXY (t1 , t2 ) and cross-covariance CXY (t1 , t2 ). Also, find the cross PSD and verify non-negativity and
symmetricity.

3. Determine the autocorrelation function and PSD of a DSB-SC modulated process m(t)cos(2πfc t+Θ),
where m(t) is wide-sense stationary random process and Θ is a r.v uniformly distributed over [0, 2π]
and independent of m(t).

4. Find the noise power at the output of the filter for the following two scenarios:
N0
a. Baseband white noise with (two-sided) PSD 2
is passed through a filter with impulse response
h(t) = sinc2 (t).
N0
b. Passband white noise with (two-sided) PSD 2
is passed through a filter with impulse response
h(t) = sinc2 (t) cos 100πt.
2
5. Let X(t) be a zero-mean WSS Gaussian process with RX (τ ) = e−τ , ∀τ ∈ R.
a. Find P (X(1) < 1).
b. Find P (X(1) + X(2) < 1).

Practice Problems
6. Let X(t) be a continuous-time WSS process with mean µX = 1 and

 3 − |τ | −2 ≤ τ ≤ 2
RX (τ ) =
1 otherwise

a. Find the expected power in X(t).


" 2 #
b. Find E X(1) + X(2) + X(3) .

 process with µX (t) = t and RX (t1 , t2 ) = 1 + 2t1 t2 ∀t, t1 , t2 ∈ R. Find


7. Let X(t) be a Gaussian
P 2X(1) + X(2) < 3 .
8. The output of an oscillator is described by X(t) = A cos(2πfc t − Θ), where A is a constant, and f
and Θ are independent random variables. Also, Θ is uniformly distributed over [0, 2π]. Find the
power spectral density of X(t) in terms of the probability density function of the frequency f . What
happens to this power spectral density when the frequency f assumes a constant value?

9. Prove the following two properties of the autocorrelation function RX (τ ) of a random process X(t):
a. If X(t) contains a DC component equal to A, then RX (τ ) will contain a constant component
equal to A2 .
b. If X(t) contains a sinusoidal component, then RX (τ ) will also contain a sinusoidal component of
the same frequency.

Additional Problems
10. Consider the random process Xp (t) = Xc (t) cos 2πfc t − Xs (t) sin 2πfc t, where Xc (t) and Xs (t) are
random processes defined on a common probability space.
a. Find conditions on Xc (t) and Xs (t) such that Xp (t) is WSS.
b. Specify the autocorrelation function and PSD of Xp (t) under the conditions in (a).

 (1 − |f |) −1 ≤ f ≤ 1
11. A zero mean WSS random process X has power spectral density SX (f ) = .
0 otherwise

a. Find E[X(100)X(100.5)].
b. Find the output power when X is passed through a filter with impulse response h(t) = sinc(t).

12. For each of the following functions, give reasons as to whether it can be a valid autocorrelation
function.

 (1 − |t|) −1 ≤ t ≤ 1
a. f1 (t) =
0 otherwise

b. f2 (t) = f1 (t − 1).
c. f3 (t) = f1 (t) + 0.5(f1 (t − 1) + f1 (t + 1)).

13. Let X(t) be a zero mean, stationary, Gaussian process with autocorrelation function RX (τ ). This
process is applied to a square-law device defined by the input-output relation: Y (t) = X 2 (t).
a. Show that the mean of Y(t) is RX (0).
2
b. Show that the autocovariance function of Y(t) is 2RX (τ ).

14. Consider two random processes x(t) = A cos(2πf t + ϕ) and y(t) = B sin(2πf t + nϕ + ψ), where
A, B, f, ψ are constants and ϕ is a RV uniformly distributed in range (0, 2π). Show that the two
processes are incoherent.

15. An impulse noise x(t) can be modeled by a sequence of unit impulses located at random instants.
There are an average of α impulses per second and the location of any impulse is independent of the
locations of other impulses. Show that RX (τ ) = αδ(τ ) + α2 .

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