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R Watts. F (I, R) 12ri (1 - I) Randv Rare

This document provides information about an exam for an automation course, including three exam questions and solutions: 1) The first question asks about the probability distribution of power given independent probability distributions for current and resistance. The solution finds the joint distribution and the marginal distribution of power. 2) The second question asks about the probability that the combined resistance of 30 resistors will exceed a given value, assuming a normal sampling distribution. 3) The third question involves calculating the mean and variance of the output of an integration circuit given properties of the input process.

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Hasif Sheikh Ali
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63 views6 pages

R Watts. F (I, R) 12ri (1 - I) Randv Rare

This document provides information about an exam for an automation course, including three exam questions and solutions: 1) The first question asks about the probability distribution of power given independent probability distributions for current and resistance. The solution finds the joint distribution and the marginal distribution of power. 2) The second question asks about the probability that the combined resistance of 30 resistors will exceed a given value, assuming a normal sampling distribution. 3) The third question involves calculating the mean and variance of the output of an integration circuit given properties of the input process.

Uploaded by

Hasif Sheikh Ali
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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MAE 3020 Information Processing for Automation

Fall 1998
Final Exam and Solution
(1 A current of I am!eres flo"ing t#roug# a resistance of R o#ms $aries according to t#e
!ro%a%ilit& distri%ution'

'
< <

else"#ere 0
1 0 1 ( (
(
i i i
i f
If t#e resistance $aries inde!endentl& of t#e current according to t#e !ro%a%ilit&
distri%ution'

'
< <

else"#ere 0
1 0 2
(
r r
r g
find t#e !ro%a%ilit& distri%ution for t#e !o"er W ) I
2
R "atts*
S' Since I and R are inde!endent+ t#e ,oin !ro%a%ilit& distri%ution is'
f(i+ r ) 12ri(1 - i 0 . i . 1+ 0 . r . 1*
Introduce a $aria%le V ) R* /#e in$erse functions of w ) i
2
r and v ) r are
v w i
+ r
) v+ from "#ic# "e #a$e'
vw
v
r
w
r
v
i
w
i
J
2
1

0ence+
( ) ( ) ( ) v w
vw
v w v w v J v v w f v w g 1 (
2
1
1 12 + + (
"#ere+ w . v . 1+ 0 . w . 1* 0ence+ t#e marginal distri%ution of W is'
( ) ( ) w w v w v dv v w w h
w w
12 ( ( 2 ( 1 ( (
1 1
+

+ 0 . w . 1*
(2 If a certain mac#ine ma1es electric resistors #a$ing a mean of 20 o#ms and a standard
de$iation of 2 o#ms+ "#at is t#e !ro%a%ilit& t#at a random sam!le of 3( of t#ese
resistors "ill #a$e com%ined resistance of more t#an 1238 o#ms4
S' /#e sam!ling distri%ution is a!!roximatel& normal* Since n ) 3(+ ) 20+ ) 2+ and
3 * 20
3(
1238
x
#ence'
3 * 1
3( 2
20 3 * 20

z
/#erefore'
P(X 5 1238 ) P(z 5 1*3 ) 0*0((8
(3 /#e out!ut of an integration circuit can %e re!resented as follo"s'

1
0
( d X S
Assuming t#at X(t is a "ide sense stationar& (6SS random !rocess "it# E7X(t8 )
2 and

,
_

+
10
ex! 2 (

XX
R
+ find t#e mean and $ariance of t#e circuit*
S' /#e mean is'
{ } 2 2 ( 8 7
1
0
1
0


d d X E S E
S
/#e autocorrelation is'
{ }

1
0
1
0
2 1 2 1
1
0
2 2
1
0
1 1
2 1 2 1
8 ( ( 7
( (
8 ( ( 7 + (
dt dt t X t X E
dt t X dt t X E
t S t S E t t R
SS
Since X(t is 6SS+ "e #a$e'
E7X(t1X(t28 ) E7X(tX(t - 8 ) RXX(
"#ere+ ) t1 - t2+ (note t#at - 1 1+ 0ence

,
_

1
0
1
1
10
ex! 2 2
( (


d
d R R
XX SS
Since
8 2 2
1
0

d
1
0
1
0
10
ex! 20
10
ex! 2
,
_


,
_

d ) 2091 - ex!(: 0*1; ) 1*9


/#erefore+ t#e $ariance is'

2 2
(
S SS S
R 8 < 1*9 - (2
2
) 3*9
(2 =i$en an A>MA(1+ 1 model'
X(n ) 0*? X(n:1 < 0*2e(n:1 < e(n
Find t#e autocorrelation coefficients rXX(k and t#e s!ectral densit& function SXX(f*
S' =i$en a general A>MA(1+ 1 model'
X(n ) 1X(n:1 < 1e(n:1 < e(n
@r'
(
1
1
(
1
1
1
1
n e
z
z
n X

6e #a$e'
RXX(0 )
2
X
) E7X(nX(n8
) E791X(n:1 < 1e(n:1 < e(n;91X(n:1 < 1e(n:1 < e(n;8
) ( ) 8 1 ( 1 ( 7 2 1
1 1
2 2
1
2 2
1
+ + + n e n X E
e X

Since'

'

( (
1
1
8 ( ( 7
1
1
1
1
n e n e
z
z
E n e n X E

) E7e(ne(n - (1 - 1e(n - 1e(n : A8


)
2
e

it follo"s t#at'
2
2
1
1 1
2
1 2
1
2 1
e X

+ +

In addition
RXX(1 ) E7X(n - 1X(n8
) E7X(n - 11X(n : 1 : X(n - 11(n : 1e(n - 1 : X(n - 1e(n88
) 1RXX(0 : 1(n : 1
2
e

#ence+
2
2
1
1 1 1 1
2
1
2
2
1
1 1
2
1
1
( 1 (
1
2 1
1 (
e
e e XX
R

+ +

+ +

and
RXX(2 ) E7X(n - 2X(n ) 1RXX(1
RXX(k ) 1RXX (k - 1
Bote t#at t#ese eCuations are in t#e text%oo1* Plug in t#e num%ers'
2 2
39 * 2 0 (
e X XX
R
RXX(1 ) 2*01
2
e

RXX(n ) (0*?
n:1
2*01
2
e

1
2
? * 0 ( ??2 * 0 (
(
(


n
e
YY
XX
n R
n r

/#e s!ectral densit& function is'


2
2
2
2 ex!( ? * 0 1
2 ex!( 2 * 0 1
(
e XX
f j
f j
f S


(3 A certain communication is used once a da&* At t#e time of use it is eit#er o!erati$e G
or ino!erati$e B* If it is found to %e ino!erati$e+ it is re!aired* Assume t#at t#e
o!erational state of t#e s&stem can %e descri%ed %& a #omogeneous Mar1o$ c#ain t#at
#as t#e follo"ing transition !ro%a%ilit& matrix'
1
]
1

r r
q q
1
1
Also+ assume p
T
(0 ) 9a+ 1 - a;+ find P(2+ P(2+
( lim n
n
P

+ and p(n*
S' Since'
1
]
1

r r
q q
1
1
1 ( P
It can %e s#o"n t#at (t#is eCuation is in t#e text%oo1'
1
]
1

+
+
+

n n
n n
n
q r r q q r r r
q r q q q r q r
q r
n
1 ( 1 (
1 ( 1 ( 1
( 1 ( P P
/#erefore'
1
]
1

+
+
+

2 2
2 2
1 ( 1 (
1 ( 1 ( 1
2 (
q r r q q r r r
q r q q q r q r
q r
P
1
]
1

+
+
+

2 2
2 2
1 ( 1 (
1 ( 1 ( 1
2 (
q r r q q r r r
q r q q q r q r
q r
P
1
]
1

+


q r
q r
q r
n
n
1
( limP P
Finall&+
p(n ) p
T
(0 P(n ) 9a+ 1 - a;
1
]
1

+
+
+
n n
n n
q r r q q r r r
q r q q q r q r
q r 1 ( 1 (
1 ( 1 ( 1

Det x ) 1 - r - q+ t#en'
[ ] ( 1 ( ( ( 1 ( (
1
(
n n n n
rx q a qx q a rx r a qx r a
q r
n + + + +
+
p
(( Su!!ose "e "ant to construct a B:P decision rule "it# PF ) 0*001 for a detection
a!!lication in "#ic#
1 + 2 ( E F (
1
1
N ! f
Y
1 + 2 ( E F (
0
0
N ! f
Y
Find t#e decision t#res#old*
S' Bote t#at PF stands for Pro%a%ilit& of Failure or t#e /&!e I error+ t#at is' Gecision "1
is made "#ile t#e #&!ot#esis 0 is true* /#is is s#o"n in Figure 1*
Since PF ) P("1 F 0 ) 0*001 and t#e signal is =aussian+ it follo"s t#at'
001 * 0
1
2

,
_


<
th
# P P$
a
or'
(2 - th F 1 ) #a ) : 1*09
th ) 3*09
@n t#e ot#er #and+ t#e li1eli#ood ratio is'
( )
( )
( ) ( ) 2 ex!( 2
2
1
2
2
1
ex!
2
2
1
ex!
2
2
1
ex!
F (
F (
(
2 2
2
2
0 F
1 F
0
1
! ! !
!
!
! f
! f
! %
Y
Y

,
_

+ +

,
_

,
_

+

/#erefore+ t#e decision rule is'
09 * 3 ln( 2
0
1
<
>

!
0' ) 2 1' ) :2 za
P$ ) 0*001
or'
282 * 0
0
1

<
>

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