This document contains 12 questions related to power spectral density and autocorrelation functions of random processes and signals. Some key topics covered include:
1) Properties of power spectral density functions including their relationship to autocorrelation functions.
2) Deriving autocorrelation functions from given power spectral densities and vice versa using the Wiener-Khintchine relation.
3) Relationships between power spectral densities, autocorrelation functions, and transfer functions of linear time-invariant systems.
4) Computing average power of inputs and outputs of linear systems from given autocorrelation functions and power spectral densities.
This document contains 12 questions related to power spectral density and autocorrelation functions of random processes and signals. Some key topics covered include:
1) Properties of power spectral density functions including their relationship to autocorrelation functions.
2) Deriving autocorrelation functions from given power spectral densities and vice versa using the Wiener-Khintchine relation.
3) Relationships between power spectral densities, autocorrelation functions, and transfer functions of linear time-invariant systems.
4) Computing average power of inputs and outputs of linear systems from given autocorrelation functions and power spectral densities.
This document contains 12 questions related to power spectral density and autocorrelation functions of random processes and signals. Some key topics covered include:
1) Properties of power spectral density functions including their relationship to autocorrelation functions.
2) Deriving autocorrelation functions from given power spectral densities and vice versa using the Wiener-Khintchine relation.
3) Relationships between power spectral densities, autocorrelation functions, and transfer functions of linear time-invariant systems.
4) Computing average power of inputs and outputs of linear systems from given autocorrelation functions and power spectral densities.
This document contains 12 questions related to power spectral density and autocorrelation functions of random processes and signals. Some key topics covered include:
1) Properties of power spectral density functions including their relationship to autocorrelation functions.
2) Deriving autocorrelation functions from given power spectral densities and vice versa using the Wiener-Khintchine relation.
3) Relationships between power spectral densities, autocorrelation functions, and transfer functions of linear time-invariant systems.
4) Computing average power of inputs and outputs of linear systems from given autocorrelation functions and power spectral densities.
1. State and prove any three properties of power spectral density.
2. The power spectral density of a stationary random process is given by
Sxx(ω) = A ; -k< ω<k
=0 : otherwise. Determine the autocorrelation function. 3. Derive the relation between autocorrelation function and power spectral density. 4. The cross Power spectral density is given as Sxy(ω)=1/(a+jω)2 ,a>0 a is a constant. Find out the cross correlation function. 5. Prove that Sxy (ω )= 0 and Syx(ω) = 0 , If X(t) and Y(t) are orthogonal. 6. Derive the relationship between cross power spectral density and cross correlation. 7. Find out the power spectral density of a wide sense stationary process X(t) whose auto correlation function is Rxx(τ)= a exp(-b|τ|) 8. Derive the relationship between the auto – correlation function and the power spectral density of a random process? 9. The power Spectral density of X(t) is given by Sxx(ω) = 1+ ω2 for ω<1 = 0 : other wise Find the autocorrelation function. 10. State and prove Wiener-Khintchine relation. 2 11. Prove that power spectrum of the output an LTI system is given by Syy(w)= IH(w)I Sxx(w). 12. If E[x(t)]= 2, Rxx(τ)= 4exp(-2IτI), H(w)= 1/ (2+jw) then find E[Y(t)], Ryy(τ), Syy(w), Pavg of input of an LTI system and Pavg of output