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Unformatted text preview: 8.7 Power Spectral Density 287 Figure 8.4 Plot of S XX ( w ) for Example 8.10 The crosspower spectral density is generally a complex function even when both X ( t ) and Y ( t ) are real. Thus, since R YX ( ) = R XY ( ) , we have that S YX ( w ) = S XY ( w ) = S XY ( w ) where S XY ( w ) is the complex conjugate of S XY ( w ) . Example 8.10 Determine the autocorrelation function of the random process with the power spectral density given by S XX ( w ) = braceleftBig S  w  < w otherwise Solution S XX ( w ) is plotted in Figure 8.4. R XX ( ) = 1 2 integraldisplay S XX ( w ) e jw dw = 1 2 integraldisplay w w S e jw dw = S 2 j bracketleftbig e jw bracketrightbig w w = S 2 j bracketleftbig e jw e jw bracketrightbig = S parenleftbigg e jw e jw 2 j parenrightbigg = S sin ( w ) trianglesolid Example 8.11 A stationary random process X ( t ) has the power spectral density S XX ( w ) = 24 w 2 + 16 Find the meansquare value of the process. 288 Chapter 8 Introduction to Random Processes Solution Method 1 (BruteForce Method) : The meansquare value is given by E bracketleftbig X 2 ( t ) bracketrightbig = 1 2 integraldisplay S XX ( w ) dw = 1 2 integraldisplay 24 w 2 + 16 dw = 1 2 integraldisplay 24 16 [ 1 + ( w / 4 ) 2 ] dw Let w / 4 = tan . Then dw = 4sec 2 ( ) d 1 + ( w / 4 ) 2 = 1 + tan ( ) 2 = sec 2 ( ) Also, when w = , = / 2; and when w = , = / 2. Thus, we obtain E bracketleftbig X 2 ( t ) bracketrightbig = 24 32 integraldisplay / 2 / 2 4sec 2 ( ) d sec 2 ( ) = 3 integraldisplay / 2 / 2 d = 3 [ ] / 2 / 2 = 3 braceleftbigg 2 parenleftbigg 2 parenrightbiggbracerightbigg = 3 braceleftbigg 2 + 2 bracerightbigg = 3 Solution Method 2 (SmartMove Method) : From Table 8.1 we observe that e a   2 a a 2 + w 2 That is, e a   and 2 a /( a 2 + w 2 ) are Fourier transform pairs. Thus, if we can iden tify the parameter a in the given problem, we can readily obtain the autocorrela tion function. Rearranging the power spectral density, we obtain S XX ( w ) = 24 w 2 + 16 = 24 w 2 + 4 2 = 3 braceleftbigg 2 ( 4 ) w 2 + 4 2 bracerightbigg 3 braceleftbigg 2 a w 2 + a 2 bracerightbigg This means that a = 4 and the autocorrelation function is R XX ( ) = 3 e 4   Therefore, the meansquare value of the process is E bracketleftbig X 2 ( t ) bracketrightbig = R XX ( ) = 3 trianglesolid 8.7 Power Spectral Density 289 8.7.1 White Noise White noise is the term used to define a random function whose power spectral density is constant for all frequencies. Thus, if N ( t ) denotes white noise, S NN ( w ) = N / 2 where N is a real positive constant. The inverse Fourier transform of S NN ( w ) gives the autocorrelation function of N ( t ) , R NN ( ) , as follows: R NN ( ) =...
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 Fall '07
 Carlton

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