ECE-440_hw3

# ECE-440_hw3 - S X f and autocorrelation R X τ Further...

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Spring 2011 ECE 440: HW # 3 Due: Beginning of Class February 16, 2011 1.) 3.10 on page 203 2.) 3.12 on page 204 3.) 3.15 on page 204 4.) 3.19 on page 204 5.) Suppose that Y = N + E where N is a random variable distributed as N (0 2 ) and E is a positive (and ﬁxed) number. Compute the probability that Y < 0 . Hint: Your answer should have a Q-function. 6.) Suppose that X ( t ) is a stationary random process with power spectral density
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Unformatted text preview: S X ( f ) and autocorrelation R X ( τ ) . Further, suppose that R ∞-∞ R X ( τ ) dτ = 0 . We pass this linear ﬁlter through an LTI ﬁlter h ( t ) = 1 / ( πt ) to get Y ( t ) = h ( t ) * X ( t ) . Give an expression for the power spectral density S Y ( f ) in terms of S X ( f ) ....
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## This note was uploaded on 02/19/2012 for the course ECE 440 taught by Professor Staff during the Spring '08 term at Purdue.

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