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ELEE 6337, Final Exam, Thursday, December 1, 2011 Name: ................................................

This document is the final exam for ELEE 6337. It contains 4 questions regarding random processes and signals. Question 1 involves finding the mean, power spectrum, and average power of a signal processed by a linear time-invariant system. Question 2 determines if a random process is stationary in the mean, wide sense stationary, or strict sense stationary. Question 3 finds the value of b for which a given function can be a valid probability density function. Question 4 explains what happens to the variance of a periodogram estimate of a signal's power spectrum when the interval length used to compute the Fourier transform is doubled.

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38 views12 pages

ELEE 6337, Final Exam, Thursday, December 1, 2011 Name: ................................................

This document is the final exam for ELEE 6337. It contains 4 questions regarding random processes and signals. Question 1 involves finding the mean, power spectrum, and average power of a signal processed by a linear time-invariant system. Question 2 determines if a random process is stationary in the mean, wide sense stationary, or strict sense stationary. Question 3 finds the value of b for which a given function can be a valid probability density function. Question 4 explains what happens to the variance of a periodogram estimate of a signal's power spectrum when the interval length used to compute the Fourier transform is doubled.

Uploaded by

Sose Manuk
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ELEE 6337, Final Exam,

Thursday, December 1, 2011


Name: .................................................
1

a
b
c
d
2 a

10
15
10
10
10

b
c

10
10
3
10
4
15
Total 100

INSTRUCTIONS: Put your name at the top of this page. Do not separate
the pages and provide your answers immediately following the question. If
needed, the extra sheets at the back of the package may be used. Maximum
credits for each question are shown in the table above. Answers that do
not provide sufficient detail as to how you arrived at them will
receive partial credit only.
Some Fourier Transform Pairs
f (t)
F () Notes
1
at
e u(t) a+j
a>0
(t)
1
2a
ea|t|
a>0
2 +a2

1. A random process S(t) has an autocorrelation function


RSS ( ) =

A B A| |
e
2

where A and B are positive constants. You receive x(t) = s(t) + n(t),
with n(t) being zero mean, white noise, uncorrelated with x(t), and
RN N ( ) = (N0 /2)( ) (N0 is a positive constant). The signal x(t) is
processed by a linear, time-invariant system with impulse response
q

AB

h(t) =
N0

2B
N0

to produce Y (t).
1

e
+1

2B
+1
N0

|t|

(a) Find the mean of Y (t).


(b) Find the power spectrum of Y (t).
(c) What is the average power in X(t)?
(d) Determine the impulse response of the optimal Wiener filter.

2. Given the random process


X(t) = A cos(0 t) + B sin(0 t)
where 0 is a constant and A and B are uncorrelated, zero-mean, random variables having different density functions but the same variance
2 . Determine if X(t)
(a) is stationary in the mean,
(b) is wide sense stationary,
(c) is strict sense stationary
Some trigonometric identities you may want to use:
2 cos(x) cos(y) = cos(x y) + cos(x + y)
2 sin(x) sin(y) = cos(x y) cos(x + y)
2 sin(x) cos(y) = sin(x y) + sin(x + y)

3. For what value of b can the function


(

g(x, y) =

bex cos(y), 0 x 2 and 0 y /2


0,
all other x and y

be a valid probability density function?

4. The power spectrum of a signal x(t) is estimated using the periodogram


approach, i.e.,
XX () = |X()|2 ,

XX () has
where X() is the Fourier Transform of x(t). Assume that
a variance V0 when a 10 s interval of x(t) is used to compute its Fourier
Transform. Explain what happens to the variance of the periodogram
if the interval length is doubled.

10

11

12

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