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ELEE 6337, Final Exam, Thursday, December 6, 2012 Name: ................................................

This document is an exam for a signals and systems course. It contains instructions for taking the exam and 5 questions related to random processes, autocorrelation functions, power spectra, and filtering. The questions ask the student to determine properties of random processes, compute power spectra, calculate signal-to-noise ratios, and determine if given autocorrelation functions and power spectra could be valid for a random process.

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Sose Manuk
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22 views11 pages

ELEE 6337, Final Exam, Thursday, December 6, 2012 Name: ................................................

This document is an exam for a signals and systems course. It contains instructions for taking the exam and 5 questions related to random processes, autocorrelation functions, power spectra, and filtering. The questions ask the student to determine properties of random processes, compute power spectra, calculate signal-to-noise ratios, and determine if given autocorrelation functions and power spectra could be valid for a random process.

Uploaded by

Sose Manuk
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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ELEE 6337, Final Exam,

Thursday, December 6, 2012


Name: .................................................
1

a
b
c
d
e

15
15
15
10
20

2 a
b
c
3
Total

5
5
5
10
100

INSTRUCTIONS: Put your name at the top of this page. Do not separate
the pages and provide your answers immediately following the question. If
needed, the extra sheets at the back of the package may be used. Maximum
credits for each question are shown in the table above. Answers that do
not provide sufficient detail as to how you arrived at them will
receive partial credit only.
Some Fourier Transform Pairs
f(t)
F () Notes
1
at
e u(t) a+j
a>0
(t)
1
2a
ea|t|
a>0
2 +a2
Some trigonometric identities you may want to use:
2 cos(x) cos(y) = cos(x y) + cos(x + y)
2 sin(x) sin(y) = cos(x y) cos(x + y)
2 sin(x) cos(y) = sin(x y) + sin(x + y)

1. The phase of the random process s(t) = sin(5t + ) has distribution:


f () =

|| ,
0 elsewhere.

Zero-mean, band-limited, white noise n(t) with variance 4 and bandwidth 1 rad/s is added to s(t) to form x(t). The signal x(t) is passed
through a linear, time-invariant filter with impulse response h(t), resulting in output y(t), which is used as an estimate of s(t). See Figure 1.

Figure 1: Filter
(a) Determine if s(t) is wide sense stationary.

(b) Compute the power spectrum of s(t). Remember, the Fourier


Transform of a function periodic with T is
F () =

2ck ( 2k/T )

k=

with

1Z
ck =
f(t)ej2kt/T dt
T <T >

(c) If the signal-to-noise ratio (SNR) is defined as


R

R 0
0

Sss ()d
,
Snn ()d

determine its value before filtering is applied.

(d) Suppose H() = 0 for || > 2 with 5 < 2 < 1 . What will be
the SNR after filtering?

(e) What is the maximal achievable SNR and what H() would produce this?

2. Determine if the following autocorrelation functions and power spectra


can be valid for the real random process x(t). Clearly explain your
decision:
(a)
Rxx ( ) = e| |

(b)
Rxx( ) = 2 sin(3 )

(c)
Sxx () =

3
.
3 + 6 3

3. Would you change any of your answers to Problem 2 if E{x(t)} = 1?

10

11

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