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Tutorial 5 ADSP

This document provides 6 signal processing assignment questions for students. The questions involve finding power spectra and autocorrelation sequences of various stochastic processes, designing linear prediction and Wiener filters to minimize mean squared error, and estimating signals from noisy observations. Students are asked to determine autocorrelation functions, filter coefficients that minimize error, and minimum mean squared error values. The assignment is due on December 5th, 2021 and relates to an advanced signal analysis and processing course.

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Jaya Sridhar NK
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30 views

Tutorial 5 ADSP

This document provides 6 signal processing assignment questions for students. The questions involve finding power spectra and autocorrelation sequences of various stochastic processes, designing linear prediction and Wiener filters to minimize mean squared error, and estimating signals from noisy observations. Students are asked to determine autocorrelation functions, filter coefficients that minimize error, and minimum mean squared error values. The assignment is due on December 5th, 2021 and relates to an advanced signal analysis and processing course.

Uploaded by

Jaya Sridhar NK
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as DOCX, PDF, TXT or read online on Scribd
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INDIAN INSTITUTE OF SPACE SCIENCE AND TECHNOLOGY

AVD611 Advanced Signal Analysis and Process


Assignment 5 (posted on 25th Nov 2021)
(to be submitted by 5th DEC 2021)

1. Find the power spectrum of the following WSS process for the given autocorrelation

(a)
r x ( k )=2 δ ( k ) + jδ ( k−1 )− jδ ( k +1 )

(b)
r x ( k )=2 δ ( k ) +cos ( πk4 )
1
Px ( e jω )=
2. Find the autocorrelation sequence for the power spectrum given by 5+3 cos ω

3. The input to a linear shift invariant filter with unit sample response
1 1
h ( n )=δ ( n ) + δ ( n−1 ) + δ ( n−2 )
2 4 is a zero mean WSS process with autocorrelation

1 |k|
()
r x ( k )=
2 . What is the variance of the output process? Also find the autocorrelation of the
output process.

4. A random process x(n) is generated as follows x (n)=αx(n−1)+v( n)+βv (n−1) where v(n)
2
is white noise with mean mv and variance σ v . Design a first order linear predictor
^x (n+1)=w(0)x(n )+w (1)x(n−1) that minimizes the MSE in the prediction of x(n+1), and find
the minimum MSE.

5. Estimate d(n) from a noisy observation x(n)=d(n)+v(n), where v(n) is white noise with unit
T
variance, and d(n) is WSS with the first four autocorrelation given by d
r = [ 1 .5,0,1 . 0,0 ]
. Assume
d(n) and v(n) are uncorrelated. Design a FIR filter with only three non zero coefficients W(z).

6. Consider a signalx(n)=s(n)+w(n ), where s(n) is an AR(1) process that satisfies the


difference equation s(n )=0 . 8 s(n−1 )+v (n ) , where v(n) is a white noise sequence with
2 2
variance σ v=0. 49 and w (n) is a white noise sequence with variance σ w =1. The process
w (n) and v(n) are uncorrelated.

(i) Determine the autocorrelation γ ss (m) and γ xx (m ) .

(ii) Determine a wiener filter of length m=2 to estimate s(n)

(iii) Determine the MMSE for M=2.

…END…

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