ECE-440_hw3

ECE-440_hw3 - S X ( f ) and autocorrelation R X ( ) ....

Info iconThis preview shows page 1. Sign up to view the full content.

View Full Document Right Arrow Icon
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
Background image of page 1
This is the end of the preview. Sign up to access the rest of the document.

Unformatted text preview: S X ( f ) and autocorrelation R X ( ) . Further, suppose that R - R X ( ) d = 0 . We pass this linear lter through an LTI lter h ( t ) = 1 / ( t ) 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 ) ....
View Full Document

Ask a homework question - tutors are online