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This document outlines homework problems for a digital communications course. Problem 1 involves determining the autocorrelation function of the sum of two random processes both individually and jointly. Problem 2 determines the total noise power at the output of an ideal bandpass filter. Problem 3 examines the relationship between the autocorrelation of a continuous-time random process and its discrete-time sampling. Problem 4 generates a new set of orthogonal waveforms from an original set. Problem 5 shows that three given waveforms are orthonormal and expresses another waveform as a linear combination of them. Students are to show their work and simplify their answers.

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59 views3 pages

Homework1 PDF

This document outlines homework problems for a digital communications course. Problem 1 involves determining the autocorrelation function of the sum of two random processes both individually and jointly. Problem 2 determines the total noise power at the output of an ideal bandpass filter. Problem 3 examines the relationship between the autocorrelation of a continuous-time random process and its discrete-time sampling. Problem 4 generates a new set of orthogonal waveforms from an original set. Problem 5 shows that three given waveforms are orthonormal and expresses another waveform as a linear combination of them. Students are to show their work and simplify their answers.

Uploaded by

Yuanhao Liu
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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EE5501 - Digital Communication University of Minnesota, Twin Cities

Prof. Martina Cardone Fall 2019

Homework 1
Due on: Tuesday, September 24, 2019, 11:15 AM
For maximum credit you should show all of your work and simplify your answers as much as possible.

Problem 1

Assume that random processes X(t) and Y (t) are individually and jointly stationary.

(a) Determine the autocorrelation function of


Z(t) = X(t) + Y (t).

(b) Determine the autocorrelation function of Z(t) when X(t) and Y (t) are uncorrelated.
(c) Determine the autocorrelation function of Z(t) when X(t) and Y (t) are uncorrelated and have zero means.

Problem 2

The autocorrelation function of the white noise stochastic process X(t) is


1
φxx (τ ) = N0 δ(τ ).
2
Suppose that X(t) is the input to an ideal band-pass filter having the frequency response characteristic shown in
Figure 1. Determine the total noise power at the output of the filter.‘

|H(f )|

B B

fc fc f

Figure 1: Frequency response characteristic of the filter in Problem 2.

Problem 3

Consider a band-limited zero-mean stationary stochastic process X(t) with power density spectrum

1 |f | ≤ W
Φ(f ) =
0 |f | > W.

1
Assume that X(t) is sampled at a rate fs = 1/T to yield a discrete-time random process X(n) ≡ X(nT ).

(a) Determine the relationship between the autocorrelation function of X(t) and the autocorrelation sequence of
X(n). Hence, determine the expression for the autocorrelation sequence of X(n).

(b) Determine the minimum value of T that results in a white (spectrally flat) sequence.

Problem 4

Consider a set of M orthogonal signal waveforms sm (t), 1 ≤ m ≤ M, 0 ≤ t ≤ T , all of which have the same
energy E. Determine a new set of waveforms as
M
1 X
s0m (t) = sm (t) − sk (t), 1 ≤ m ≤ M, 0 ≤ t ≤ T.
M
k=1

(a) Show that the M signal waveforms {s0m (t)} have equal energy, given by

(M − 1)E
E0 = .
M

(b) Show that the M signal waveforms {s0m (t)} are equally correlated, with correlation coefficient

1 T 0 1
Z
ρmn = 0 s (t)s0n (t) dt = − .
E 0 m M −1

Problem 5

Consider the three waveforms fn (t) shown in Figure 2.

f1 (t) f2 (t)

1/2 1/2

1/2 2 4 t 4 t

f3 (t)

1/2

1/2 1 2 3 4 t

Figure 2: Waveforms for Problem 5.

2
(a) Show that these waveforms are orthonormal.

(b) Express the waveform x(t) as a linear combination of fn (t), n = 1, 2, 3 if



 −1 0 ≤ t < 1
x(t) = 1 1≤t<3
−1 3 ≤ t < 4

and determine the weighting coefficients.

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