Correlation and Sampling Theorem
Correlation and Sampling Theorem
0
Signals and Systems-23EC02
UNIT-IV
Correlation and Sampling Theorem
B.Tech., III-Sem., ECE
4. Parseval’s Theorem
9. Sampling Theorem
➢ Graphical Analysis of Sampling Theorem-Impulse Sampling
➢ Analytical Analysis of Sampling Theorem
➢ Sampling Theorem for Band Limited Signal-Band Pass Sampling
➢ Reconstruction of Signal from its Samples
➢ Statement of Sampling Theorem
➢ Effect of under Sampling-Aliasing Effect
➢ Natural and Flat Top Sampling
10.Solved Problems
11.Assignment Questions
12.Quiz Questions
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Dr.B.Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page 1/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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1 𝑇 1 𝑇
𝑅𝑥𝑥(𝜏) = lim ∫ 𝑥(𝑡)𝑥(𝑡 + 𝜏)𝑑𝑡 = lim ∫ 𝑥(𝑡)𝑥(𝑡 − 𝜏)𝑑𝑡 ; 𝑖𝑓 𝑥(𝑡) 𝑖𝑠 𝑝𝑒𝑟𝑖𝑜𝑑𝑖𝑐 𝑠𝑖𝑔𝑛𝑎𝑙
𝑇→∞ 2𝑇 −𝑇 𝑇→∞ 2𝑇 −𝑇
Properties:
1. Auto Correlation Function Rxx(τ) is even function in τ.
𝑅𝑥𝑥(−𝜏) = 𝑅𝑥𝑥(𝜏)
2. Total Energy under the signal x(t) can be computed from the Auto Correlation Function
Rxx(τ) by substituting τ=0.
𝐸 = 𝑅𝑥𝑥(0)
3. Maximum value of Auto Correlation Function Rxx(τ) occurs at origin.
𝑅𝑥𝑥(0) ≥ |𝑅𝑥𝑥(𝜏)|
4. For an Energy signal, Auto Correlation Function Rxx(τ) and Energy Spectral Density ψ xx(w)
form Fourier Transformable pair.
𝐹𝑇
→
𝑅𝑥𝑥(𝑡) Ψxx(w)
←
𝐼𝐹𝑇
Where,
∞
Ψxx(w) = 𝐹𝑇[𝑅𝑥𝑥(𝜏)] = ∫ 𝑅𝑥𝑥(𝜏)𝑒 −𝑗𝑤𝜏 𝑑𝜏
−∞
5. For a Power signal, Auto Correlation Function Rxx(τ) and Power Spectral Density Sxx(w)
form Fourier Transformable pairs.
𝐹𝑇
→
𝑅𝑥𝑥(𝑡) Sxx(w)
←
𝐼𝐹𝑇
Where,
∞
Sxx(w) = 𝐹𝑇[𝑅𝑥𝑥(𝜏)] = ∫ 𝑅𝑥𝑥(𝜏)𝑒 −𝑗𝑤𝜏 𝑑𝜏
−∞
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 2/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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∞
Ψxx(w) = 𝐹𝑇[𝑅𝑥𝑥(𝜏)] = ∫ 𝑅𝑥𝑥(𝜏)𝑒 −𝑗𝑤𝜏 𝑑𝜏 = | 𝑋(𝑤) |2
−∞
Proof:
We know that for an energy signal, Auto Correlation Function Rxx(τ) and Energy Spectral Density
ψxx(w) form Fourier Transformable pair. i.e.,
Ψxx(w) = 𝐹𝑇[𝑅𝑥𝑥(𝜏)]
∞
= ∫ 𝑅𝑥𝑥(𝜏)𝑒 −𝑗𝑤𝜏 𝑑𝜏
−∞
∞ ∞
= ∫ (∫ 𝑥(𝑡)𝑥(𝑡 + 𝜏)𝑑𝑡) 𝑒 −𝑗𝑤𝜏 𝑑𝜏
−∞ −∞
∞ ∞
= ∫ 𝑥(𝑡) (∫ 𝑥(𝜏 + 𝑡) 𝑒 −𝑗𝑤𝜏 𝑑𝜏) 𝑑𝑡
−∞ −∞
∞
= ∫ 𝑥(𝑡)(𝐹𝑇[𝑥(𝜏 + 𝑡)])𝑑𝑡 , 𝑎𝑝𝑝𝑙𝑦 𝑡𝑖𝑚𝑒 𝑠ℎ𝑖𝑓𝑡𝑖𝑛𝑔 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦
−∞
∞
= ∫ 𝑥(𝑡) 𝑒 𝑗𝑤𝑡 𝑋(𝑤)𝑑𝑡
−∞
∞
= 𝑋(𝑤) ∫ 𝑥(𝑡) 𝑒 𝑗𝑤𝑡 𝑑𝑡
−∞
= 𝑋(𝑤)𝑋 ∗ (𝑤)
= | 𝑋(𝑤) |2
= Ψxx(w)
∞
Ψxx(w) = 𝐹𝑇[𝑅𝑥𝑥(𝜏)] = ∫ 𝑅𝑥𝑥(𝜏)𝑒 −𝑗𝑤𝜏 𝑑𝜏 = | 𝑋(𝑤) |2
−∞
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 3/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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4. Parseval’s Theorem:
If x(t) is energy signal and FT[x(t) ] = X(w), then the total energy under the signal x(t) can be
computed from x(t) as well as X(w ) by using the following relation is called Parseval’s theorem.
∞
1 ∞
𝐸 = ∫ | 𝑥(𝑡) |2 𝑑𝑡 = ∫ | 𝑋(𝑤) |2 𝑑𝑤
−∞ 2𝜋 −∞
Proof:
We know that the total Energy under the signal x(t) can be computed from the formula
∞
𝐸 = ∫ | 𝑥(𝑡) |2 𝑑𝑡
−∞
∞
1 ∞
= ∫ 𝑥(𝑡)𝑥 ∗ (𝑡)𝑑𝑡 ; 𝐼𝐹𝑇[𝑋(𝑤)] = 𝑥(𝑡) = ∫ 𝑋(𝑤)𝑒 𝑗𝑤𝑡 𝑑𝑤
−∞ 2𝜋 −∞
∞ ∗
1 ∞
= ∫ 𝑥(𝑡) ( ∫ 𝑋(𝑤)𝑒 𝑗𝑤𝑡 𝑑𝑤 ) 𝑑𝑡
−∞ 2𝜋 −∞
∞
1 ∞
= ∫ 𝑥(𝑡) ( ∫ 𝑋 ∗ (𝑤)𝑒 −𝑗𝑤𝑡 𝑑𝑤 ) 𝑑𝑡
−∞ 2𝜋 −∞
1 ∞ ∗ ∞
= ∫ 𝑋 (𝑤) (∫ 𝑥(𝑡)𝑒 −𝑗𝑤𝑡 𝑑𝑡 ) 𝑑𝑤
2𝜋 −∞ −∞
1 ∞ ∗
= ∫ 𝑋 (𝑤)𝐹𝑇[𝑥(𝑡)]𝑑𝑤
2𝜋 −∞
1 ∞ ∗
= ∫ 𝑋 (𝑤)𝑋(𝑤)𝑑𝑤
2𝜋 −∞
1 ∞
= ∫ | 𝑋(𝑤) |2 𝑑𝑤
2𝜋 −∞
∞
1 ∞
𝐸 = ∫ | 𝑥(𝑡) |2 𝑑𝑡 = ∫ | 𝑋(𝑤) |2 𝑑𝑤
−∞ 2𝜋 −∞
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 4/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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1 𝑇
𝑅𝑥𝑦(𝜏) = lim ∫ 𝑥(𝑡)𝑦(𝑡 + 𝜏)𝑑𝑡 ; 𝑖𝑓 𝑥(𝑡) 𝑎𝑛𝑑 𝑦(𝑡) 𝑎𝑟𝑒 𝑝𝑒𝑟𝑖𝑜𝑑𝑖𝑐 𝑠𝑖𝑔𝑛𝑎𝑙
𝑇→∞ 2𝑇 −𝑇
Properties:
1. If x(t) and y(t) are orthogonal signals, then the Cross Correlation Function Rxy(τ) is zero.
𝑅𝑥𝑦(𝜏) = 0
or
𝑅𝑦𝑥(𝜏) = 0
3. Maximum value of the Cross Correlation Function Rxy(τ) occurs at the arithmetic mean of
Rxx(0) and Ryy(0).
𝑅𝑥𝑥(0) + 𝑅𝑦𝑦(0)
≥ |𝑅𝑥𝑦(𝜏)|
2
4. Maximum value of the Cross Correlation Function Rxy(τ) occurs at the geometric mean of
Rxx(0) and Ryy(0).
√𝑅𝑥𝑥(0)𝑅𝑦𝑦(0) ≥ |𝑅𝑥𝑦(𝜏)|
It is Schwartz inequality.
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 5/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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➢ The measure of similarity between a signal x(t) and time delayed form of the same signal, or
a different signal y(t) is called Correlation, which includes three different operations, namely
Shifting, Multiplication and Integration in the case of continues time signals/ Summation in
the case of discrete time signals.
➢ The measure of similarity between a signal x(t) and time delayed form of the same signal, i.e
x(t+τ) is called Auto Correlation Function (ACF). It is represented with Rxx(τ) and it can be
computed from the formula
∞
𝑅𝑥𝑥(𝜏) = ∫ 𝑥(𝑡)𝑥(𝑡 + 𝜏)𝑑𝑡
−∞
➢ The measure of similarity between a signal x(t) and time delayed form of another signal y(t),
i.e y(t+τ) is called Cross Correlation Function (CCF). It is represented with Rxy(τ) and it can
be computed from the formula
∞
𝑅𝑥𝑦(𝜏) = ∫ 𝑥(𝑡)𝑦(𝑡 + 𝜏)𝑑𝑡
−∞
➢ It is clear from the above analysis that the folding is one extra operation which included in
the convolution operation.
➢ If the second signal y(t) is even, i.e., y(-t)=y(t), then the convolution and correlation
operations are same.
and
𝑥(𝑡) ∗ 𝑦(𝑡) ≠ 𝑅𝑥𝑦(𝜏), 𝑖𝑓 𝑦(𝑡) 𝑖𝑠 𝑛𝑜𝑡 𝑒𝑣𝑒𝑛
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 6/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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➢ Detection of a periodic signal x(t) in the presence of noise n(t) can be analyzed by using auto
correlation and cross correlation functions.
➢ We know that the noise n(t) is random in nature, hence the correlation between a periodic
signal x(t) and noise n(t) is zero. i.e. cross correlation between x(t) and n(t) is zero.
1 𝑇
𝑅𝑥𝑛(𝜏) = lim ∫ 𝑥(𝑡)𝑛(𝑡 − 𝜏)𝑑𝑡 = 0
𝑇→∞ 2𝑇 −𝑇
➢ Now evaluate the auto correlation function of response of a system, y(t) = x(t) + n(t).
1 𝑇
𝑅𝑦𝑦(𝜏) = lim ∫ 𝑦(𝑡)𝑦(𝑡 − 𝜏)𝑑𝑡
𝑇→∞ 2𝑇 −𝑇
1 𝑇
= lim ∫ [𝑥(𝑡) + 𝑛(𝑡)][𝑥(𝑡 − 𝜏) + 𝑛(𝑡 − 𝜏)]𝑑𝑡
𝑇→∞ 2𝑇 −𝑇
1 𝑇
= lim ∫ [𝑥(𝑡)𝑥(𝑡 − 𝜏) + 𝑥(𝑡)𝑛(𝑡 − 𝜏) + 𝑛(𝑡)𝑥(𝑡 − 𝜏) + 𝑛(𝑡)𝑛(𝑡 − 𝜏)]𝑑𝑡
𝑇→∞ 2𝑇 −𝑇
➢ Where Rxx(τ) is periodic because x(t) is periodic and Ryy(τ) is also periodic because the
noise n(t) is random in nature, and its autocorrelation Rnn(τ) is negligible. therefore the
periodic signal x(t) is said to be detected in the presence of noise.
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 7/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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➢ Similarly, we can extract the signal from noise by filtering. In general, filters are used to
extract required information and attenuate all other unwanted things. In communication, filter
can be defined as a frequency selective device for various frequencies of signals.
➢ The ratio between the filter output, Sxx(w) to filter input Syy(w) is called power transfer
function of the filter.
𝑆𝑥𝑥(𝑤)
|𝐻(𝑤)|2 = ⟹ 𝑆𝑥𝑥(𝑤) = |𝐻(𝑤)|2 𝑆𝑦𝑦(𝑤)
𝑆𝑦𝑦(𝑤)
➢ Computation of Sxx(w) by using above filtering process is called spectral analysis, in this
process all unwanted frequency components are attenuated and produces required signal. This
is called extraction of signal from noise by filtering.
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 8/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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9. Sampling Theorem:
The process of converting a given continuous time (analog) signal into a discrete time signal is called
sampling or sampling process or sampling theorem.
(A)Graphical Analysis of Sampling Theorem-Impulse Sampling:
Discrete time signal can be obtained from the continuous time or analog signal g(t) by multiplying
train of impulse signal, 𝑔𝛿 (𝑡) = 𝑔(𝑡)𝛿𝑇𝑠 (𝑡). It is called ideal sampling or impulse sampling.
g(t)
δTs(t)
gδ(t
)
Where,
g(t) : Given continuous time or analog signal
δTs(t) : Train of impulse with a time period Ts.
gδ(t) : Discrete time or sampled form of given g(t)
Ts : Sampling period or Sampling interval
∞
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Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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or
∞
or
∞
∞ ∞ ∞
1 𝑛
⇒ 𝐺𝛿 (𝑤) = 𝑤𝑠 ∑ 𝐺(𝑤 − 𝑛𝑤𝑠 ) = 𝑓𝑠 ∑ 𝐺(𝑓 − 𝑛𝑓𝑠 ) = ∑ 𝐺 (𝑓 − ) − − − (2)
𝑇𝑠 𝑇𝑠
𝑛=−∞ 𝑛=−∞ 𝑛=−∞
Where,
fs: Sampling frequency or sampling rate in Hz (fs = 1/Ts)
ws: Sampling frequency in rad/sec
Note: That’s the end of graphical and analytical proof for Band Limited Signal under impulse
sampling technique.
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 10/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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G(f)
G(0)
-fm 0 fm f
(a)fs=2fm 𝐺𝛿 (𝑓) = 𝑓𝑠 ∑∞
𝑛=−∞ 𝐺(𝑓 − 𝑛𝑓𝑠 )
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 11/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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Where,
fm : Message Bandwidth
fs : Nyquist Rate (fs = 2fm)
Ts : Nyquist Interval (Ts = 1/fs = 1/2fm)
the replicas of Gδ(f) may be overlapped and the original signal g(t) can’t be recovered exactly
from its sampled version of gδ(t). The loss of information due to this sampling process is
called aliasing effect.
➢ To avoid aliasing, take the sampling frequency fs ≥ 2fm or the sampling period Ts ≤ 1/2fm.
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 12/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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g(t)
c(t)
s(t)
T
…….-4Ts -3Ts -2Ts -Ts 0 Ts 2Ts 3Ts 4Ts .….. t
Where,
g(t) : Given continuous time or analog signal
c(t) : Train of pulse with a duration T
s(t) : Natural sampled signal
Ts : Sampling period or sampling interval
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 13/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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➢ Graphical analysis of flat top sampling process as shown, where, s(t)=g(t) c(t).
g(t)
c(t)
s(t)
Where,
g(t) : Given continuous time or analog signal
c(t) : Train of pulse with a duration T
s(t) : Flat top sampled signal
Ts : Sampling period or sampling interval
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 14/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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2 −𝑎𝜏
𝑒 −2𝑎𝑡 ∞
=𝑘 𝑒 |𝑔
−2𝑎 −𝜏
𝑒 −∞ − 𝑒 2𝑎𝜏
= 𝑘 2 𝑒 −𝑎𝜏
−2𝑎
0 − 𝑒 2𝑎𝜏
= 𝑘 2 𝑒 −𝑎𝜏
−2𝑎
𝑘 2 𝑎𝜏
= 𝑒 ,𝜏 < 0
2𝑎
𝑒 −2𝑎𝑡 ∞
= 𝑘 2 𝑒 −𝑎𝜏 |𝑔
−2𝑎 0
2 −𝑎𝜏
𝑒 −∞ − 𝑒 0
=𝑘 𝑒
−2𝑎
0−1
= 𝑘 2 𝑒 −𝑎𝜏
−2𝑎
𝑘 2 −𝑎𝜏
= 𝑒 ,𝜏 > 0
2𝑎
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 15/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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𝑘 2 𝑎𝜏
𝑒 ,𝜏 < 0
𝑅𝑥𝑥(𝜏) = 2𝑎
𝑘 2 −𝑎𝜏
{2𝑎 𝑒 , 𝜏 > 0
or
𝑘 2 𝑎𝜏 𝑘 2 −𝑎𝜏
𝑅𝑥𝑥(𝜏) = 𝑒 𝑢(−𝜏) + 𝑒 𝑢(𝜏)
2𝑎 2𝑎
or
𝑘 2 −𝑎|𝜏|
𝑅𝑥𝑥(𝜏) = 𝑒
2𝑎
Rxx(τ)
𝑘2
2𝑎
τ
0
Ψ𝑥𝑥(𝑤)
k2/a2
0 w
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 16/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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(2) Evaluate (a)Auto Correlation Function Rxx(τ) (b)Power Spectral Density Sxx(w) of
periodic signal, x(t) = ACos(w0t+θ).
1 𝑇
= lim ∫ 𝐴𝐶𝑜𝑠(𝑤0 𝑡 + 𝜃)𝐴𝐶𝑜𝑠(𝑤0 (𝑡 + 𝜏) + 𝜃)𝑑𝑡
𝑇→∞ 2𝑇 −𝑇
𝐴2 1 𝑇
= lim ∫ 2𝐶𝑜𝑠(𝑤0 𝑡 + 𝜃)𝐶𝑜𝑠(𝑤0 𝑡 + 𝑤0 𝜏 + 𝜃)𝑑𝑡
2 𝑇→∞ 2𝑇 −𝑇
𝐴2 1 𝑇
= lim ∫ (𝐶𝑜𝑠(2𝑤0 𝑡 + 𝑤0 𝜏 + 2𝜃) + 𝐶𝑜𝑠(𝑤0 𝜏))𝑑𝑡
2 𝑇→∞ 2𝑇 −𝑇
𝑇 𝑇
𝐴2 1
= lim (∫ 𝐶𝑜𝑠(2𝑤0 𝑡 + 𝑤0 𝜏 + 2𝜃)𝑑𝑡 + ∫ 𝐶𝑜𝑠(𝑤0 𝜏) 𝑑𝑡 )
4 𝑇→∞ 𝑇 −𝑇 −𝑇
𝐴2 1
= lim (0 + 2𝑇𝐶𝑜𝑠(𝑤0 𝜏))
4 𝑇→∞ 𝑇
𝐴2
= lim (𝐶𝑜𝑠(𝑤0 𝜏))
2 𝑇→∞
𝐴2
= 𝐶𝑜𝑠(𝑤0 𝜏)
2
Rxx(τ)
A2/2
τ
0
-A2/2
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 17/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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(3) Evaluate (a)Auto Correlation Function Rxx(τ) (b)Power Spectral Density Sxx(w) of
periodic signal, x(t) = ASin(w0t+θ).
1 𝑇
= lim ∫ 𝐴𝑆𝑖𝑛(𝑤0 𝑡 + 𝜃)𝐴𝑆𝑖𝑛(𝑤0 (𝑡 + 𝜏) + 𝜃)𝑑𝑡
𝑇→∞ 2𝑇 −𝑇
𝐴2 1 𝑇
= lim ∫ 2𝑆𝑖𝑛(𝑤0 𝑡 + 𝜃)𝑆𝑖𝑛(𝑤0 𝑡 + 𝑤0 𝜏 + 𝜃)𝑑𝑡
2 𝑇→∞ 2𝑇 −𝑇
𝐴2 1 𝑇
= lim ∫ (𝐶𝑜𝑠(𝑤0 𝜏) − 𝐶𝑜𝑠(2𝑤0 𝑡 + 𝑤0 𝜏 + 2𝜃)+)𝑑𝑡
2 𝑇→∞ 2𝑇 −𝑇
𝑇 𝑇
𝐴2 1
= lim (∫ 𝐶𝑜𝑠(𝑤0 𝜏) 𝑑𝑡 − ∫ 𝐶𝑜𝑠(2𝑤0 𝑡 + 𝑤0 𝜏 + 2𝜃)𝑑𝑡 )
4 𝑇→∞ 𝑇 −𝑇 −𝑇
𝐴2 1
= lim (2𝑇𝐶𝑜𝑠(𝑤0 𝜏) − 0)
4 𝑇→∞ 𝑇
𝐴2
= lim (𝐶𝑜𝑠(𝑤0 𝜏))
2 𝑇→∞
𝐴2
= 𝐶𝑜𝑠(𝑤0 𝜏)
2
Rxx(τ)
A2/2
τ
0
-A2/2
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 18/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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(4) Verify the Parseval’s theorem for a signal 𝒙(𝒕) = 𝟑𝒆−𝟐𝒕 𝒖(𝒕)
3
𝑊𝑒 𝑘𝑛𝑜𝑤 𝑡ℎ𝑎𝑡, 𝐹𝑇[𝑥(𝑡)] = 𝑋(𝑤) = 𝐹𝑇[3𝑒 −2𝑡 𝑢(𝑡)] =
2 + 𝑗𝑤
∞
1 ∞
𝑃𝑎𝑟𝑠𝑒𝑣𝑎𝑙𝑙 ′ 𝑠 𝑇ℎ𝑒𝑜𝑟𝑒𝑚, 𝐸 = ∫ | 𝑥(𝑡) |2 𝑑𝑡 = ∫ | 𝑋(𝑤) |2 𝑑𝑤
−∞ 2𝜋 −∞
∞
𝐿𝐻𝑆 = ∫ | 3𝑒 −2𝑡 𝑢(𝑡)|2 𝑑𝑡
−∞
∞
= ∫ 9𝑒 −4𝑡 𝑑𝑡
0
𝑒 −4𝑡 ∞
=9 |𝑔
−4 0
9
=
4
1 ∞ 3 2
𝑅𝐻𝑆 = ∫ | | 𝑑𝑤
2𝜋 −∞ 2 + 𝑗𝑤
1 ∞ 9
= ∫ 𝑑𝑤
2𝜋 −∞ 4 + 𝑤 2
9 ∞ 1
= ∫ 2 𝑑𝑤
2𝜋 −∞ 2 + 𝑤 2
9 1 −1
𝑤 ∞
= tan | 𝑔
2𝜋 2 2 −∞
9
= (tan−1 ∞ − tan−1(−∞))
4𝜋
9 𝜋 𝜋
= ( + )
4𝜋 2 2
9
= 𝜋
4𝜋
9
=
4
LHS = RHS
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 19/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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(5) Evaluate the output of a low pass filter, when the input message signal m(t) = Cos(2πfmt) with
fm = 50Hz is sampled at sampling frequency fs = 40Hz is transmitted through low pass filter with
cutoff frequency fc = 20Hz.
= 40 ∑ 𝑀(𝑓 − 40𝑛)
𝑛=−∞
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 20/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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(6) Evaluate the output of a low pass filter, when the input message signal m(t) = Cos(2πfmt)
with fm = 50Hz and it is sampled at a sampling frequency fs = 40Hz is transmitted through a
low pass filter with cutoff frequency fc = 40Hz.
= 40 ∑ 𝑀(𝑓 − 40𝑛)
𝑛=−∞
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 21/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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1. Evaluate the autocorrelation function RXX() corresponds to the power spectral density
157 + 12𝑤 2
𝑆𝑋𝑋 (𝑤) =
(16 + 𝑤 2 )(9 + 𝑤 2 )
2. Evaluate the cross-correlation function, RXY() between the stochastic process X(t) and Y(t),
which has the cross power spectral density
1 + 𝑗𝑤, | 𝑤| ≤ 1
𝑆𝑋𝑌 (𝑤) = {
0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 22/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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(19) The measure of similarity between a signal x(t) and delayed form of another signal y(t) is
(A) Convolution
(B) Auto Correlation
(C) Cross Correlation
(D) Energy Spectral Density
(24) If x(t) and y(t) are orthogonal, then the cross-correlation function is
(A) 0
(B) 1
(C) -1
(D) Infinity
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 23/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
------------------------------------------------------------------------------------------------------------------------
(26) The Auto correlation function and Power spectral density form
(A) Laplace Transform Pair
(B) Z-Transform Pair
(C) Fourier Transform Pair
(D) All the above
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 24/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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(25) The process of converting a continuous-time signal into a discrete-time signal is called
(A) Sampling
(B) Quantization
(C) Both (A) & (B)
(D) None of the above
(26) The time interval between any two adjacent samples of sampled signal is
(A) Nyquist Rate
(B) Nyquist Interval
(C) Sampling period
(D) Both (B) and (C)
(27) What is the minimum sampling frequency required for the sampling process with no
distortion, given analog signal 𝒙(𝒕) = 𝑪𝒐𝒔(𝟏𝟎𝟎𝝅𝒕) + 𝟔𝑺𝒊𝒏(𝟏𝟖𝟎𝝅𝒕) is
(A) 100 Hz
(B) 90 Hz
(C) 180 Hz
(D) 360 Hz
(30) A band limited signal with highest frequency content of 1000 Hz is undergoing sampling at
uniform intervals. For recovery of the signal in an unambiguous way, the sampling frequency
should be necessarily greater than
(A) 2000 Hz
(B) 1500 Hz
(C) 1000 Hz
(D) 500
(31) A band-limited signal is sampled at the Nyquist rate. The signal can be recovered by
passing the samples through
(A) High Pass Filter
(B) Low Pass Filter
(C) Band Pass Filter
(D) Band Stop Filter
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 25/26
Signals and Systems-23EC02 UNIT-IV Correlation and Sampling Theorem
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(32) The process of converting an analog signal into a digital signal involves
(A) Sampling
(B) Quantization
(C) Both (A) & (B)
(D) None of the above
(33) Consider the signal m(t) with spectrum M(f) which is sampled with an ideal impulse train
corresponding to sampling frequency fs. The spectrum of resulting sampled signal is
∞
(49) What is the minimum sampling frequency fs required for no distortion if the maximum
message frequency is fm.
fs = 2fm
(50) Consider the signal m(t) with spectrum M(f) which is sampled with an ideal impulse train
corresponding to sampling frequency fs. The spectrum of resulting sampled signal is
∞ ∞ ∞
1 𝑛
𝐹𝑇[𝑚𝛿 (𝑡)] = 𝑤𝑠 ∑ 𝑀(𝑤 − 𝑛𝑤𝑠 ) = 𝑓𝑠 ∑ 𝑀(𝑓 − 𝑛𝑓𝑠 ) = ∑ 𝑀 (𝑓 − )
𝑇𝑠 𝑇𝑠
𝑛=−∞ 𝑛=−∞ 𝑛=−∞
(51) What is the minimum sampling frequency fs required for no distortion if the message
signal m(t)=Cos(2fmt) with fm=50Hz.
(52) What is the minimum sampling frequency fs required for no distortion if the message
signal m(t)= Cos(3fmt) + Cos(2fmt)+ Cos(fmt).
m(t)= Cos(2(3fm/2)t) + Cos(2(fm)t)+ Cos(2(fm/2)t).
Minimum sampling frequency fs=2 x Maximum message frequency
fs = 2( 3fm/2 ) = 3fm
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Dr. B. Ramesh Reddy, Professor of ECE & Vice Principal, LBRCE, Mylavaram, NTR Dist., AP. Page. 26/26