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Ee4501f18 HW 7

1. The document provides solutions to problems from chapters 9 and 10 of a signals and systems textbook. It solves problems related to autocorrelation functions, cross-correlation functions, power spectral densities, and filtering of signals. 2. Key concepts covered include showing that the autocorrelation of a signal is maximum at zero lag, defining the cross-correlation of two signals, and using properties of convolution and superposition to analyze linear time-invariant systems. 3. Examples are worked through to find autocorrelation and power spectral density functions of various signals and to analyze how signals propagate through cascaded linear systems.

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19 views

Ee4501f18 HW 7

1. The document provides solutions to problems from chapters 9 and 10 of a signals and systems textbook. It solves problems related to autocorrelation functions, cross-correlation functions, power spectral densities, and filtering of signals. 2. Key concepts covered include showing that the autocorrelation of a signal is maximum at zero lag, defining the cross-correlation of two signals, and using properties of convolution and superposition to analyze linear time-invariant systems. 3. Examples are worked through to find autocorrelation and power spectral density functions of various signals and to analyze how signals propagate through cascaded linear systems.

Uploaded by

al-muntheral-mairiki
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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EE 4501 Problem Set 7 Solution October 28, 2018 Page 1 of 3.

Reading Assignment: Sec. 9.1 - 9.3 and instructor notes for HW. Chapter 6 (Sec.
6.1, 6.2, 6.5 - 6.7) for next week lecture.

1. Basic Problem. Problem 9.2-1 L&D.

Solution.
(a) Let x(t) = x1 and x(t + τ ) = x2 .

(x1 ± x2 )2 = x21 + x22 ± 2x1 x2 ≥ 0, =⇒ x21 + x22 ≥ ±2x1 x2 .

But x1 x2 = Rx (τ ) and x21 = x22 = Rx (0). Substituting results in

Rx (0) ≥ |Rx (τ )| ∀τ

(b) This results from the fact that as τ → ∞, x(t) and x(t + τ ) become indepen-
dent. Therefore,

lim Rx (τ ) = lim x(t)x(t + τ ) = xx = x2


τ −→∞ τ −→∞

2. Basic Problem. Problem 9.3-1 L&D.

Solution. Let x(t1 ) = x and y(t2 ) = y. For a real number a, we have

(ax − y)2 ≥ 0, =⇒ a2 x2 + y 2 ± 2axy ≥ 0.

This is a quadratic in a whose discriminant must be non-positive. Therefore,

(2xy)2 − 4x2 y 2 ≤ 0, =⇒ xy ≤ x2 y 2

3. Basic Problem. Problem 9.3-4 L&D.

Solution.
(a) When b = 0,
∞
X
x(t) = C0 + Cn cos(nω0 t + θn )
n=1
Since the only time dependence is in the argument of the sinusoidal compo-
nents, the result follows immediately, i.e.
∞
X
x(t) = C0 + Cn cos(nω0 (t − b) + θn )
n=1

QUESTION 3 CONTINUES OVER THE PAGE


EE 4501 Problem Set 7 Solution October 28, 2018 Page 2 of 3.

3 (Continued)
(b)

Rx (τ ) = x(t)x(t + τ )
∞
!2 ∞
!2
X X
= C0 + Cn cos(nω0 (t − b) + θn ) C0 + Cn cos(nω0 (t + τ − b) + θn )
n=1 n=1
∞
X
= C02 + Cn2 cos(nω0 (t − b) + θn ) cos(nω0 (t + τ − b) + θn )
n=1
∞
1 X
= C02 + Cn2 cos(nω0 τ )
2
n=1

4. Important Concept. Read Example 9.9. Problem 9.4-2 L&D.

Solution. Refer to Fig. 9.12 L&D. The input-output relationship


Z
y(t) = h(ν)x(t − ν)dν

Then

Rxy (τ ) = x(t)y(t + τ )
Z
= h(ν)x(t + τ − ν)x(t)dν
Z
= h(ν)Rx (τ − ν)dν

= h(τ ) ∗ Rx (τ ) =⇒ Sxy (f ) = H (f ) Sx (f )

From this result, we have


2kT R
Snv0 (f ) =
1 + j2πf RC
With the cross correlation obtained by IFT
2kT −τ /RC
Rnv0 (τ ) = e u(τ )
C

5. Basic Problem. Problem 9.4-3 L&D.

Solution.

QUESTION 5 CONTINUES OVER THE PAGE


EE 4501 Problem Set 7 Solution October 28, 2018 Page 3 of 3.

5 (Continued)
(a) S1 (f ) = 2kT R1 and S2 (f ) = 2kT R2 . Since the two sources are incoherent,
the principle of superposition applies to the PSD of the sum.
The output PSDs of the two sources

SO1 (f ) = |H1 (f )|2 S1 (f ) andSO2 (f ) = |H2 (f )|2 S2 (f )

where (using superposition)


R2 /j2πf C
R2 +1/j2πf C R2
H1 (f ) = =
R1 + RR2 +1/j2πf
2 /j2πf C
C
R1 + R2 + j2πf R1 R2 C

and (similarly)
R1
H2 (f ) =
R1 + R2 + j2πf R1 R2 C
Thus
2kT R1 R22 2kT R2 R12
SO1 (f ) = and SO2 (f ) =
(2πf )2 R12 R22 C 2 + (R1 + R2 )2 (2πf )2 R12 R22 C 2 + (R1 + R2 )2

The output PSD is the sum

2kT R1 R2 (R1 + R2 )
SO (f ) = SO1 (f ) + SO2 (f ) = SO2 (f ) =
(2πf )2 R12 R22 C 2 + (R1 + R2 )2

(b)
1 R1 R2
H (f ) = , R=
1 + j2πf RC R1 + R2
or
R1 + R2 2kT R1 R2
H (f ) = =⇒ Svp O (f ) = |H (f )|2 = SO (f )
R1 + R2 + j2πf R1 R2 C R1 + R2
This should not be surprising since superposition applies.

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