Unformatted text preview: R Z ( ) . 2. Sum of two modulated Gaussians. Let X and Y be statistically independent Gaussiandistributed random variables, each with zero mean and unit variance. Define the random process Z(t) = X cos(2 t) + Y sin(2 t) . (a) Compute the mean function μ Z (t) . (b) Find the probability density function of Z(t) at a specified time t 1 . (c) Compute the autocorrelation function R Z (t 1, t 2 ) . (d) Is Z(t) wide sense stationary? (Justify your answer). 3. Problem 5.40 in Proakis and Salehi. 4. Problem 5.44 in Proakis and Salehi. 5. Problem 5.50 in Proakis and Salehi....
View
Full Document
 Spring '09
 IzhakRubin
 Variance, Probability theory, Autocorrelation, Communication Systems Handout, John Villasenor TA, autocorrelation function RZ

Click to edit the document details