Given two independent, wide-sense stationary random processes X(t) and Y(t) with auto correlation functions R x ()
Question:
Given two independent, wide-sense stationary random processes X(t) and Y(t) with auto correlation functions Rx(τ) and RY(τ), respectively.
(a) Show that the auto correlation function RZ(τ) of their product Z(t) = X(t) Y(t) is given by
Rz(τ) = Rx(τ)RY(τ)
(b) Express the power spectral density of Z(t) in terms of the power spectral densities of X (t) and Y(t), denoted as SX (f) and SY (f), respectively.
(c) Let X (t) be a band limited stationary noise process with power spectral density SX (f) = 10II(f/200), and let Y(t) be the process defined by sample functions of the form
Y(t) = 5 cos(50πt + θ)
where θ is a uniformly distributed random variable in the interval (0, 2π). Using the results derived in parts (a) and (b), obtain the auto correlation function and power spectral density of Z(t) = X (t) Y(t).
Step by Step Answer:
Principles of Communications Systems, Modulation and Noise
ISBN: 978-8126556793
7th edition
Authors: Rodger E. Ziemer, William H. Tranter