lecture21 - ECE 5510: Random Processes Lecture Notes Fall...

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Unformatted text preview: ECE 5510: Random Processes Lecture Notes Fall 2009 Lecture 21 Today: (1) LTI Filtering, continued; (2) Discrete-Time Filter- ing HW 9 due Thu at 5pm in HW locker. HW 10: posted today, due Thursday Dec. 10. OH today from 12:15-1:15pm. Reading: Today: 11.2, 11.3, 11.6. next class: 12.1, 12.2. If you have not presented a discussion item, please sign up with me for one of the final three classes. 1 LTI Filtering of WSS Signals Continued from Lecture 20. 1.1 Addition of r.p.s Figure 1: Continuous-time filtering with the addition of noise. If Z ( t ) = Y ( t )+ N ( t ) for two WSS r.p.s (which are uncorrelated with each other), then we also have that S Z ( f ) = S Y ( f )+ S N ( f ). A typical example is when noise is added into a system at a receiver, onto a signal Y ( t ) which is already a r.p. 1.2 Partial Fraction Expansion Lets say you come up with a PSD S Y ( f ) that is a product of frac- tions. Eg, S Y ( f ) = 1 (2 f ) 2 + 2 1 (2 f ) 2 + 2 This can equivalently be written as a sum of two different fractions. You can write it as: S Y ( f ) = A (2 f ) 2 + 2 + B (2 f ) 2 + 2 ECE 5510 Fall 2009 2 X(t) Y(t) R C + +-- Figure 2: An RC filter, with input X ( t ) and output Y ( t ). Where you use partial fraction expansion (PFE) to find A and B . You should look in an another textbook for the formal definition of PFE. I use the thumb method to find A and B . The thumb method is: 1. Pull all constants in the numerators out front. The numerator should just be 1. 2. Go to the first fraction. What do you need (2 f ) 2 to equal to make the denominator 0? Here, it is 2 . 3. Put your thumb on the first fraction, and plug in the value from (2.) for (2 f ) 2 in the second fraction. The value that you get is A . In this case, A = 1- 2 + 2 ....
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This note was uploaded on 09/15/2011 for the course ECE 5510 taught by Professor Chen,r during the Fall '08 term at University of Utah.

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lecture21 - ECE 5510: Random Processes Lecture Notes Fall...

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