ECE111_2006SPRING_EXAM3__[0]

# ECE111_2006SPRING_EXAM3__[0] - The Cooper Union Department...

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

Cooper Union Department of Electrical Engineering ECElll Signal Processing Systems Analysis Exam III May 1, 2006 Time: 90 min. Closed book, closed notes. No calculators. SHOW ALL WORK!! 1. [4 pts.] Write what each of the following abbreviations stand for (do not define the terms, simply write out the full words): (a) WSS (b) SSS (c) PSD (d) ARMA 2. [4 pts.] A block of 100 samples, x (n) for 1 ::; n ::; 100, of a WSS random signal are obtained. The signal is complex valued! (a) Write a formula that estimates the correlation value r (2) from the data. (b) The basic property that is being assumed here is (one word, does not begin with the letter s' ). 3. [5 pts.] Given the PSD Sx (w) of a discrete-time random signal. Write a general formula for the correlation r x (m) in terms of Sx (w). 4. [9 pts.] A random signal x (n) is such that the signal v (n) obtained as: v (n) = x (n) - O.lx (n - 1) + 0.2x (n - 2) is O-mean white noise with variance O"~ = 4. (a) Is x AR, MA or ARMA? (b) Write an explicit formula for the PSD of x as a function of w (not z); the formula must be explicit but does not have to be simplifud. (c) Is the above difference equation, with x as input and v as output, the whitening filter of x? If not, what is it called? (d) Write the difference equation for the inverse filter, with v as input and x as output. What is this filter called? (e) The white noise signal v is called the signal of x. 1

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

View Full Document
This is the end of the preview. Sign up to access the rest of the document.

## This note was uploaded on 02/27/2012 for the course CHEMISTRY/ CH/ECE/PH/ taught by Professor Faculty during the Spring '08 term at Cooper Union.

### Page1 / 4

ECE111_2006SPRING_EXAM3__[0] - The Cooper Union Department...

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

View Full Document
Ask a homework question - tutors are online