Let SXX (f) be the PSD function of a WSS discrete- time process X (n). Recall that one way to obtain this PSD function is to compute RXX [n] = E [X[k] X [k+ n]] and then take the DFT of the resulting autocorrelation function. Determine how to find the average power in a discrete- time random process directly from the PSD function, SXX (f).
Answer to relevant QuestionsA binary phase shift keying signal is defined according to for all n, and B [n] is a discrete- time Bernoulli random process that has values of + 1 or - 1. (a) Determine the autocorrelation function for the random process X ...Find the PSD of the process Let Wn be an IID sequence of zero- mean Gaussian random variables with variance. Define a discrete- time random process, X[ n] = pX[ n – 1]+ Wn, n = 1, 2, 3, … where X[ 0] = W0 and is a ...Suppose is a zero- mean, WSS, Gaussian random process. Find an expression for the variance of the estimate of the autocorrelation function, ṘXX (t). That is, find Var (ṘXX (t)). Consider a random process of the form , X (t) = b cos (2πΨt + θ) Where is a constant θ, is a uniform random variable over [0, 2π], and Ψ is a random variable which is independent of and has a PDF, fΨ (Ψ). Find the ...A white Gaussian noise process, , is input to two filters with impulse responses, h1(t) and h2 (t) , as shown in the accompanying figure. The corresponding outputs are Y1 (t) and Y2 (t), respectively. (a) Derive an ...
Post your question