CUE4815Spring07_PROBLEMSET4 - } k ]/ k! for k=0, 1, 2, …....

Info iconThis preview shows pages 1–2. Sign up to view the full content.

View Full Document Right Arrow Icon
RANDOM SIGNALS AND NOISE ELEN E4815 COLUMBIA UNIVERSITY SPRING SEMESTER 2007 Problem Set # 4 Due Date: 21 February 2007 Problems #1 and 2 Problems 8.11 and 8.20 from Miller’s Book. Problem #3 Consider the so-called random telegraph signal, x(t) (shown below). In this signal, which started in time at - and will continue to + , the voltage flips back and forth, between +A volts and –A volts, in the following manner. The switching times, are dictated by a Poisson distribution, i.e., the probability of “k” flips in τ seconds is given by the Poisson distribution function Prob {of “k” flips in τ seconds}= [e - λτ { λτ
Background image of page 1

Info iconThis preview has intentionally blurred sections. Sign up to view the full version.

View Full DocumentRight Arrow Icon
Background image of page 2
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: } k ]/ k! for k=0, 1, 2, …. ∞ . x(t) A t -A “a flipping instant” a) Find the autocorrelation function, E{x(t+ τ ) x(t)} of random process, x(t), and show that it is only a function of τ . b) Show that the E{x(t)} is just a constant. Therefore, this process is WSS. c) Find and draw the Power Spectral Density, P x (f), of the random process. d) Repeat the parts above if the voltage flips between +A and 0 (not –A) Hint: If you are having a problem, look at pp.376-377, in Miller and Childers. Problem #4 and 5 Problems -1.5 and 1.8 in Chapter 1 of Haykin’s Book (which may be found in the library)....
View Full Document

This note was uploaded on 01/22/2011 for the course ELEN E4815 taught by Professor Yossi during the Spring '10 term at Punjab Engineering College.

Page1 / 2

CUE4815Spring07_PROBLEMSET4 - } k ]/ k! for k=0, 1, 2, …....

This preview shows document pages 1 - 2. Sign up to view the full document.

View Full Document Right Arrow Icon
Ask a homework question - tutors are online