Assignment (1-21)

1. X (t) = A cos(2πt) for A ∼ Uniform[0, 1]. Find ACF (t1, t2)

2. X (t) = cos(ωt + Θ) for Θ ∼ Uniform[−π, π]. Find ACF (t1, t2).

3. X(t)=Asin(ωt) where A∼Uniform[0,1]. Find: The autocovariance function CX(t1,t2).

4. X(t)=sin(ωt+Θ) where Θ∼Uniform[−π,π]. Find: The autocovariance function CX(t1,t2).

5. X(t)=Bcos(ωt)+Csin(ωt) where B,C∼Normal(0,1) and are independent. Find: The

autocovariance function CX(t1,t2).

6. X(t)=Ae−αt for A∼Uniform[0,1]. Find: The autocovariance function CX(t1,t2).

7. X(t)=Aejωt where A∼Normal(0,1). Find: The autocovariance function CX(t1,t2) (complex-

valued process).

8. X(t)=At+B where A,B∼Normal(0,1) and are independent. Find: The autocovariance

function CX(t1,t2).

9. X(t)=Acos(ωt+Θ) with A∼Exponential(1) and Θ∼Uniform[0,2π], independent. Find: The

autocovariance function CX(t1,t2).

10. X(t)=At2+Bt, where A∼Uniform[0,1] and B∼Uniform[0,2]. Find: The autocovariance

function CX(t1,t2).

11. X(t)=e−α∣t∣ where α>0. Find: The autocovariance function CX(t1,t2).

12. X(t)=Asin(ωt+B), where A∼Normal(0,1) and B∼Uniform[0,π]. Find: The autocovariance

function CX(t1,t2).

13. A scientist is studying the displacement of a particle in a fluid, where the horizontal position
X(t) of the particle is modeled by a random walk. The position of the particle changes over
time due to random forces from the fluid particles. The scientist wants to understand how
the position at one time relates to the position at another time to see if there is any memory
in the particle's motion.
If X(t) represents the particle's position at time t, the equation for the particle's motion is
given by:
X(t)=X(0)+∑!"#$ 𝜂 𝑖
where ηi are independent, identically distributed random variables with mean zero and
variance σ2.

14. An engineer is monitoring the vibration of a machine part, which oscillates around an
equilibrium position due to random forces. Let the displacement of the part at time t be
represented by Y(t), and it can be described by the equation:
Y(t)=Acos(ωt+ϕ)+N(t)
 where A and ϕ are constants, ω is the angular frequency, and N(t) is a noise term modeled as
a Gaussian process with mean zero and variance σ2.
15. Let X(t) be a stationary stochastic process defined as X(t)=Z+W(t), where Z is a constant
and W(t) is a white noise process with mean zero and variance σ2.
a. Show that X(t) is a stationary process.
b. Calculate the autocovariance function CX(t1,t2) and discuss its properties.
16. Consider a process defined by Y(t)=A+Bsin(2πft+Θ), where A is a constant, B is a random
variable uniformly distributed over [0,1], and Θ is uniformly distributed over [0,2π].
a. Find the autocovariance function CY(t1,t2) for this process.
b. Discuss how the properties of uncorrelation and orthogonality apply to the terms in
the autocovariance calculation.
17. Let X(t) be a discrete-time random process where X(n) is IID with E[X(n)]=0 and
E[X(n)2]=σ2.
a. Show that CX(n,m)=Cov(X(n),X(m)) for n≠m and derive the expression for CX
(n,m).
b. Verify that the autocovariance function CX(n,m) is zero for n≠m.
18. Let X(t) and Y(t) be two random processes defined as follows: X(t)=Asin(ωt)+NX(t) and
Y(t)=Bcos(ωt)+NY(t), where A and B are constants, and NX(t) and NY(t) are independent
Gaussian noise processes with mean zero.
a. Calculate the cross-covariance function CXY(t1,t2) and discuss the implications of
uncorrelation between the sinusoidal components and the noise terms.
b. What does the orthogonality of the sine and cosine functions imply about the cross-
covariance?
19. Consider two random processes X(t)=W(t) and Y(t)=Z(t), where W(t) and Z(t) are IID
Gaussian processes with mean zero and variance σ2.
a. Show that CXY(t1,t2)=0 for all t1 and t2.
b. Discuss how the property of uncorrelation and the IID assumption contribute to the
result.

20. Consider a stationary stochastic process X(t) with the following autocovariance function
defined as:
CX(t1,t2)=σ2e−λ∣t1−t2∣
where σ2>0 and λ>0 are constants.
(a) Show that X(t) is a stationary process.
(b) Derive the power spectral density SX(f) of the process X(t) using the
Wiener-Khinchin theorem.
(c) Calculate SX(f) and discuss the implications of the resulting spectral
density.
 21. Consider a stationary stochastic process Z(t) with the following autocovariance function
defined as:
∣&$'&(|
CZ(t1,t2)=σ2 &1 − *
) for ∣t1−t2∣<T CZ(t1,t2)=0 for ∣t1−t2∣ ≥ T

where σ2>0 and T>0 are constants.

(a) Show that Z(t) is a stationary process.
(b) Using the Wiener-Khinchin theorem, derive the power spectral density SZ
(f) of the process Z(t).
(c) Discuss the implications of the resulting spectral density regarding the
bandwidth and energy of the process.

Other problems to try out:

1. Find the Z-transform X(z) of the discrete-time sequence:

x[n]=δ[n]+3δ[n−1]+2δ[n−2]
where δ[n] is the unit impulse function.

2. Find the Z-transform X(z) of the sequence:

x[n]=3(0.4)nu[n]
where u[n] is the unit step function.

3. Given the sequence x[n]=2(0.7)n−3 u[n−3], find the Z-transform X(z) of x[n].
4. Consider the sequence x[n]=(−0.6)nu[n]
a) Find the Z-transform X(z) of x[n].
b) Determine the Region of Convergence (ROC) for X(z).
c) Is this system stable? Justify your answer using the ROC.
5.
Let x1[n]=(0.6)nu[n] and x2[n]=(0.9)nu[n]
Use the convolution property of the Z-transform to find the Z-transform of y[n]=x1[n]∗x2[n]
( Recall that the Z-transform of (a)nu[n] is and use the convolution
property Y(z)=X1(z)X2(z))

6.
Given x1[n]=4(0.7)nu[n] and x2[n]=5(0.3)nu[n]
find the Z-transform of y[n]=x1[n]∗x2[n] by applying the convolution property of the Z-
transform. (First find X1(z) and X2(z), then multiply them to get Y(z))
7.
Suppose x1[n]=(0.4)nu[n] and x2[n]=(0.6)nu[n]
Use the convolution property to compute the Z-transform of y[n]=x1[n]∗x2[n]. ( Use the
property of Z-transforms for exponential terms and the convolution property)

8. Find the Z-transform X(z) of the sequence: x[n]=3sin(0.5πn)u[n]. (u(n) – unit step function)
9. Given the sequence x[n]=5cos(0.4πn)u[n], find the Z-transform X(z) of x[n].
10. Suppose x[n]=T2⋅(0.8)ncos(0.2πn)u[n], where T is a constant. Find the Z
transform X(z) of x[n].

11. Find the Z-transform of the sequence:

𝜋
𝑥(𝑛) = 0.3! cos , 𝑛. 𝑓𝑜𝑟 𝑛 ≥ 0
3
" "# #" $"#
(Use Euler formula on cos(𝜃) = $ )

12.Find the Z- transform of the sequence

x[n]=(0.5)n+(0.3)n for n≥0

13.Find the Z- transform of the sequence

)
𝑥(𝑛) = 2𝑒 %&.(! + 3 sin , * 𝑛. 𝑓𝑜𝑟 𝑛 ≥ 0

14.Find the Z- transform of the sequence

X(n) = 𝑢(𝑛). 0.6! + 5𝑢(𝑛 − 2). 0.8!%$

15. Find the 4-point DFT of the sequence:

x(n)=[1,2,0,−1]

Use the 4-point DFT formula for each frequency component X(k)X(k), where 𝑋(𝐾) =
!"
∑+,#- 𝑥(𝑛) 𝑒 '. # for k=0,1,2,3.

16. Calculate the 4-point DFT of the sequence:

x(n)=[3,1,−1,−2]

17. Determine the 8-point DFT of the sequence:

x(n)=[1,0,1,0,−1,0,−1,0]
!"
Use the 8-point DFT formula 𝑋(𝐾) = ∑/,#- 𝑥(𝑛)𝑒 '. $ for k=0,1,…,7

18. Find the 8-point DFT of the sequence:

x(n)=[2,1,−1,−2,0,2,3,−1]

19. Compute the 4-point DFT of the sequence:

x(n)=[4,4,4,4]
 (Since x(n)x(n) is constant, expect that the DFT will result in non-zero components
for k=0 and zeros or simplified values for other k values)

20.A discrete-time signal represents a square wave with a period of 4 samples

and alternates between 1 and -1. Find the 4-point DFT of one period of this
signal.

21.A discrete-time sequence represents a cosine wave of

frequency π/2 radians/sample over four samples. Calculate the 4-point DFT of
this sequence.

22.Suppose you are given a signal that decays exponentially over four samples,
with an initial value of 8 and each subsequent value multiplied by 1/2 (half)
the previous value. Find the 4-point DFT of this signal.
)
23.4 point DFT of x(n) = 3 sin ( $ 𝑛), n = 0,1,2,3 (find the sequence x(n) and then apply
DFT)