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hw5 2

math graduate level HW : random processes (chapter 9 Papoulis)

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Christophe YE
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19 views

hw5 2

math graduate level HW : random processes (chapter 9 Papoulis)

Uploaded by

Christophe YE
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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ECE 6601

ASSIGNMENT NO. 5

DO BEFORE: Oct 22, 2023. Do not turn in, not to be graded.


READING: Chapter 9 of Papoulis.

PROBLEM 5.1. Let Xk be a Bernoulli-p sequence, i.e. the {Xk} are i.i.d. ∼ Bern( p ).
From this sequence define a new random sequence Yk = Xk + Xk – 1.

(a) Find the marginal (first-order) pmf for Yk.


(b) Find the autocorrelation function RX( m ) = E(Xk Xk + m) for Xk.
(c) Find the autocorrelation function RY( m ) = E(Yk Yk + m) for Yk.
(d) Is the random process Yk wide-sense stationary?
(e) Is this random process Yk ergodic in the mean?
k
---
PROBLEM 5.2. Let Xk = A(–1)k + B(–1) 2 , where A and B are i.i.d. Uniform{±1},
and where x is the floor function, so that k/2 = k/2 when k is even,
and k/2 = (k – 1)/2 when k is odd.

(a) List all possible realizations for Xk in the ensemble. (Hint: there are four.)
(b) Find the marginal (first-order) pmf for Xk.
(c) Is the random process wide-sense stationary?
(d) Is the random process strict-sense stationary?
(e) Is this random process ergodic in the mean?

PROBLEM 5.3. Suppose {Xk} is a WSS and mean-ergodic sequence with autocorrelation function:

R( m ) = 16( 3--- )| m |.
5
Find the correlation coefficient ρ between the random variables X7 and X8.

PROBLEM 5.4. Let {Xk} be a sequence of i.i.d. random variables with the following pmf:

1 2
P(Xk = 2) = --- , P(Xk = d) = --- .
3 3
Find a value for the constant d so that the autocorrelation at lag 3 is RXX( 3 ) = 1.

PROBLEM 5.5. Define R( m ) by R( 0 ) = 1 and R( 1 ) = R(–1) = b, with R( m ) = 0 for all |m| ≥ 2.


For what values of the constant b is R( m ) a valid autocorrelation function for a WSS
random sequence?

PROBLEM 5.6. Let {Uk} be an infinite sequence of i.i.d. N(0, 1) random variables. Define a new random
sequence Xk by subtracting two consecutive Uk values, according to:

Xk = Uk – 40 – Uk – 41.
(a) Find the autocorrelation function RX( m ) = E(XkXk+m ).
(Hint: it depends only on the time lag m, and is independent of time k.)
(b) Find an expression for the PSD SX(e jθ) for Xk. Simplify as much as possible.
PROBLEM 5.7. Let {Vk} be an infinite sequence of i.i.d. N(1, 1) random variables. Define a new random
sequence Xk by adding a constant α to the product of three consecutive Vk values,
according to:

Xk = α + VkVk – 1Vk – 2.
(a) Find a real value for α so that Xk has zero mean.
(b) Using α from part (a), find the autocorrelation function RX( m ) = E(XkXk+m ).
(Hint: it depends only on the time lag m, and is independent of time k.)
(c) Using α from part (a), find values for the constants {A0, A1, A2, A3, A4}
so that the PSD SX(e jθ) for Xk can be written as:
SX(e jθ) = A0 + A1cos( θ ) + A2cos( 2 θ ) + A3cos( 3 θ ) + A4cos( 4 θ ).

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