Scribd
Upload
36 views1 page

Stochastic Assignment 3

This document outlines Assignment #3 for the EE-891 Stochastic Systems course taught by Dr. Muhammad Zeeshan. The assignment requires students to investigate time averages and ergodicity of a noise-corrupted random process. Students must generate the random signal, compute its autocorrelation function using ensemble and time average approaches, compare the results, and answer questions about whether the process is ergodic and if all random processes are ergodic. A brief MATLAB report with codes and graphs is due on January 29, 2021.

Uploaded by

AMIR SOHAIL
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
36 views1 page

Stochastic Assignment 3

This document outlines Assignment #3 for the EE-891 Stochastic Systems course taught by Dr. Muhammad Zeeshan. The assignment requires students to investigate time averages and ergodicity of a noise-corrupted random process. Students must generate the random signal, compute its autocorrelation function using ensemble and time average approaches, compare the results, and answer questions about whether the process is ergodic and if all random processes are ergodic. A brief MATLAB report with codes and graphs is due on January 29, 2021.

Uploaded by

AMIR SOHAIL
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
You are on page 1/ 1

EE-891 Stochastic Systems Instructor: Dr.

Muhammad Zeeshan
MS-2020 (Electrical)

Assignment # 3
Due Date: 29-Jan-2021

In this assignment, you will investigate the time averages and Ergodicity by using a noise-
corrupted random process, given by
𝑋 (𝑡) = 𝐴𝑐𝑜𝑠(2𝜋𝑓𝑐 𝑡 + Θ) + 𝑊(𝑡)
W(t) is zero-mean Gaussian noise random process having variance of 𝑁0 /2, and Θ is
uniformly distributed over the interval [−𝜋, 𝜋]. Assume any suitable values for the
constants. Specifically, do the following.
a. Generate the required random signal 𝑋(𝑡).
b. Compute the autocorrelation function by using the ensemble-average approach.
c. Compute the autocorrelation function by using the time average approach.
d. Compare the results.
e. Include answers to the following questions in your report.
f. Is the process 𝑋(𝑡) ergodic. Are all the random processes ergodic? If yes, give
reasoning? If no, give at least one example of such process to support your
answer.

Deliverables:
Brief report containing MATLAB codes and graphs.
Notes:
1. Do your own work/simulations (It is not possible that two or more persons in the
class think, code and write exactly the same). In case of copying, assignment will
not be graded.
2. A short viva may be scheduled for accessing the quality of individual’s assignment
3. Assignment will be done separately by each student
4. Assignment should be submitted on time in the form of a report containing required
deliverables

You might also like