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Unformatted text preview: Electrical Engineering 431 Problem Set VI Due: March 19, 2004
Reading: OSB: Appendix A 6.1 A Simple Random Process is defined by the following equally likely sample functions. (a) (b) 6.2 ҵ ҵ Determine the mean and correlation function of the process ҵ. What is the marginal probability density of ҵ? ҵ ҵ (c) Is this process second-order stationary? Is it stationary? Friend or Foe? (a) Which of the following are valid correlation functions? Indicate your reasoning. е е о е е otherwise otherwise е ƴе е ƴ ƴе ƴ (b) Which of the following are valid power density spectra? Indicate your reasoning. otherwise 6.3 Generating Random Processes It is desired to generate a second-order stationary process with correlation function е Two methods are proposed. 1. Produce 2. Let variables. by filtering white noise with a stable and causal filter. ״ where , , and are statistically independent random (a) Find at least two unit-sample responses that will work in method 1. (b) Specify densities for , , in method 2 that yield the desired results. (c) Generate sample functions by each method using Matlab. Interprete your result. ...
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