3C5/4BIO2

Tutorial 3 Random Processes

Week of February 2, 2015

1. Let A and B be uncorrelated random variables with zero mean and equal variances. We form
the random process X(t) = A cos(t) + B sin(t). Show that X(t) is wide sense stationary.

2. Suppose N(t) is zero-mean white noise with power spectral density N0/2. Assume that the
input signal X(t) and the additive noise N(t) are jointly wide-sense stationary and
independent. Let the mean function of X(t) be X. Define Y(t) = X(t) + N(t).
(a) Calculate the mean function of Y(t).
(b) Express the autocorrelation function of Y(t) in terms of the autocorrelation of X(t) and
the autocorrelation of N(t).
(c) Is Y(t) wide-sense stationary? Justify.
(d) Calculate the power spectral density of Y(t).

3. (a) A zero-mean white noise process N(t), with power spectral density equal to N0/2, is the
input to a filter with impulse response h(t) = (t). Calculate the power spectral density and
autocorrelation function of the output process Y(t).
(b) Assume then that the same process N(t) has instead been used as the input to a filter
with impulse response h(t) = u(t) e-t. Assume > 0 and u(t) is the unit step function.
Calculate the power spectral density and autocorrelation function of the output process Z(t).

4. Consider the RLC filter depicted below, with transfer function:

Here, = 2f.
Let input process X(t) be modeled as white noise, with autocorrelation RX()=(N0/2)().
Calculate the power spectral density of the output process Y(t).
5. Consider an Input random process with autocorrelation function RX()=(N0/2)() used as the
input to a filter whose squared transfer function is drawn below:

What is the average power in the output random process Y(t)?

6. Consider the random process Y(t) = A cos(2f0t + ), where A is a Gaussian random variable
with mean equal to 2 and variance 2, and is uniformly distributed in the interval [0, 4]
and independent from A.
(a) Evaluate the mean function of Y(t).
(b) Evaluate the autocorrelation function of Y(t).
(c) Is the process wide-sense stationary?
(d) Find the power spectral density of Y(t).