Discrete-Time Signal Processing (2nd Edition) (Prentice-Hall Signal Processing Series)

Info icon This preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
This is the end of the preview. Sign up to access the rest of the document.

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. ...
View Full Document

{[ snackBarMessage ]}

What students are saying

  • Left Quote Icon

    As a current student on this bumpy collegiate pathway, I stumbled upon Course Hero, where I can find study resources for nearly all my courses, get online help from tutors 24/7, and even share my old projects, papers, and lecture notes with other students.

    Student Picture

    Kiran Temple University Fox School of Business ‘17, Course Hero Intern

  • Left Quote Icon

    I cannot even describe how much Course Hero helped me this summer. It’s truly become something I can always rely on and help me. In the end, I was not only able to survive summer classes, but I was able to thrive thanks to Course Hero.

    Student Picture

    Dana University of Pennsylvania ‘17, Course Hero Intern

  • Left Quote Icon

    The ability to access any university’s resources through Course Hero proved invaluable in my case. I was behind on Tulane coursework and actually used UCLA’s materials to help me move forward and get everything together on time.

    Student Picture

    Jill Tulane University ‘16, Course Hero Intern