Self Test Theme 2(a) “Random Signals & Noise” (Lecture 4–7) 1

• This self test covers Lectures 4–7 of the Random Signals and Noise course. This
corresponds to Sections 8.1, 8.2, 8.6 and 8.7 in Haykin’s book, and the corre-
sponding parts in the handout.

• The test is only useful if you make a serious attempt to solve it, after studying
all the material.

• The solution will be posted on Blackboard after a few days.

• Test questions will have a similar difficulty level, but might be more comprehen-
sive.

Problem: Quadrature carriers with random amplitudes

Consider the random signal

X(t) = A cos(2πf0 t) + B sin(2πf0 t) ,

where the carrier frequency f0 is a positive deterministic constant, and the amplitudes
A and B are random variables.

(a) What are the conditions on A and B so that X(t) is wide-sense stationary?

(b) Is X(t) then also wide-sense ergodic?

Now also consider the random signal

Y (t) = A cos(2πf0 t) − B sin(2πf0 t) .

Suppose that A and B are independent random variables with means µA = µB = 0

and variances σA2 = σB2 = 1.

(c) Are X(t) and Y (t) jointly wide-sense stationary and/or jointly wide-sense er-
godic?
THE END