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Devoir 2

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10 views2 pages

Devoir 2

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elhocine
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Devoir 2

Sébastien Roy
February 20, 2012

GEL7060 (Communications numériques avancées)


Hiver 2012
à remettre avant jeudi le 1er mars, 23h00

1. (2 points) Random variables


(a) (1 point) The covariance of 2 random variables X and Y is given
by
cov(X, Y ) = h[X − hX i] [Y − hY i]i
Show that cov (aX + b, cY + d) = ac cov (X, Y ).
(b) (1 point) If X and Y are independent and Y follows a uniform law
between 0 and 1, show that the PDF of Z = X + Y is
fZ (z) = FX (z) − FX (z − 1)
where FX (x) is the CDF of X.
2. (3 points) Discrete stochastic processes
Given a discrete stochastic process X[k] having the following power
spectral density :
SXX (f )

− 14 1 f
4

(a) (1 point) Derive the corresponding autocorrelation function.


(b) (1 point) If this process is presented at the input of a filter whose
impulse response is h[k] = δ[k] + δ[k − 4], what is the power spectral
density of the output process Y [k] ?

1
GEL7060 – (Communications numériques avancées) 2

(c) (1 point) Derive the output discrete autocorrelation function RY Y [k].


3. (2 points) Cyclostationary processes
Given a process of the form
∞
X
S(t) = A[k]g(t − kT ),
k=−∞

where g(t) is a square wave of unit amplitude and duration T2 , i.e.


g(t) = u(t) − u(t − T /2), and the discrete stochastic process A[k] has
the following autocorrelation function :
 1
 2,
 k = 0,
RAA [k] = − 14 , k = ±1,


0, ailleurs.

(a) (0.5 point) What is the mean of this process ?


(b) (0.5 point) What is its autocorrelation function ?
(c) (0.5 point) Compute its period-averaged autocorrelation function.
(d) (0.5 point) Compute its period-averaged mean.
4. (3 points) Random variables Consider two χ2 random variables Z1 et Z2
respectively having PDFs
1
fZ1 (x) = xn1 −1 e−x ,
Γ(n1 )
1
fZ2 (x) = xn2 −1 e−x/2.5 ,
Γ(n2 )2.5n2
(a) (2 points) What is the PDF of the ratio X = ZZ12 ?
(b) (1 point) If n1 = 2 and n2 = 2, derive the PDF of Y = Z1 + Z2 .
Hint : use characteristic functions and partial fractions expansion.

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