ASSIGNMENT 1

COURSE CODE : EEB 3123

COURSE NAME : DIGIAL SIGNAL PROCESSING

DIVISION : CE

LECTURER : Asst Prof.Mrs. Devika Sethu

Please fill the following particulars:

Name/Matric No : Uppala Sri Charan / 1106193003

Date of Submission: 13th of January (FRIDAY) 2022 before 4pm

Duration : 3 weeks

This assignment measures the student’s ability for the following outcomes:

Question Course Learning Outcome Marks

Section A Describe Power Spectral Density of a
signal (CLO 5).

Section B Describe the computer architectures for

signal processing (CLO 5).

TOTAL
SECTION A
(a) Briefly explain the difference between a deterministic signal and a stochastic

signal. How are stochastic signals represented?

(b) Explain the meaning of the following terms when applied to stochastic signals:

i) Stationary of order n
ii) Stationary in the strict sense
iii) Wide Sense Stationary

(c) Define the discrete autocorrelation function. What properties does it possess?

How is it related to the Power Spectral Density (PSD) of a Signal?

SECTION B
Describe the computer architectures for signal processing.
Title and objectives:
1. Differentiate between a deterministic signal and a stochastic signal and how are
stochastic signals represented
2. Explain the meaning of the following terms when applied to stochastic signals:

• Stationary of order n
• Stationary in the strict sense
• Wide Sense Stationary

3. Define the discrete autocorrelation function. What properties does it possess?

How is it related to the Power Spectral Density (PSD) of a Signal?

Methods & Results:

Section A-

a) A deterministic signal is a signal that is completely determined by a set of

predetermined and known inputs. That is, if you know the inputs to a deterministic
system, you can predict the output exactly.

A stochastic signal, on the other hand, is a signal that is generated by a random process.
Stochastic signals are not completely determined by predetermined inputs, but rather they
are influenced by randomness or probability. As a result, the output of a stochastic
process is not exactly predictable, but it can be characterized by its probability
distribution.

Stochastic signals are typically represented using probability density functions (PDFs) or
probability mass functions (PMFs). These functions describe the probability of the signal
taking on different values. For example, if a stochastic signal is represented by a normal
distribution with a mean of 0 and a standard deviation of 1, then the PDF of the signal
would describe the probability of the signal taking on different values within a certain
range around the mean.

b)
(i) A stochastic signal is said to be stationary of order n if its mean and n-th order
moments (such as variance, skewness, and kurtosis) are constant over time. This means
that the statistical properties of the signal do not change over time.

(ii) A stochastic signal is said to be stationary in the strict sense if it is stationary of all
orders. This means that not only are the mean and higher-order moments constant over
time, but all statistical moments of the signal are constant over time.

(iii) A stochastic signal is said to be wide sense stationary (WSS) if its mean and
autocovariance are constant over time. This means that the mean and the correlation
between values of the signal at different times are constant, but higher-order moments
(such as variance) may vary over time. WSS signals are also known as weakly stationary
signals.

c) The discrete autocorrelation function (ACF) of a discrete-time signal is a measure of

the correlation between the signal at different time lags. It is defined as:

ACF[k] = E[x[n] * x[n-k]] where x[n] is the signal at time n, E[...] is the expected value
operator, and k is the time lag.

The ACF has the following properties:

• It is symmetric: ACF[k] = ACF[-k]
• It is real-valued: ACF[k] is a real number
• It is periodic: ACF[k] = ACF[k+N] where N is the length of the signal
• It is non-causal: ACF[k] depends on future values of the signal as well as past
values
• The ACF is related to the power spectral density (PSD) of a signal in that the PSD
describes the frequency content of the signal, while the ACF describes the time-
domain correlation of the signal. The PSD can be obtained from the ACF using
the Fourier Transform. Specifically, the PSD is the Fourier Transform of the
ACF. Conversely, the ACF can be obtained from the PSD using the Inverse
Fourier Transform.

Section B)

Signal processing is a computationally intensive task, and as such, it requires a

specialized computer architecture. Some common architectures used in signal processing
include:

Von Neumann architecture: This is the most common type of computer architecture
and is based on the stored program concept where a program and data are stored in
memory. This architecture is used in general-purpose computers, but it is not as efficient
for signal processing as other architectures.

Data Flow architecture: This architecture is designed to process data in parallel and is
based on the idea of a pipeline of processing stages. Each stage of the pipeline processes
a portion of the data in parallel with the other stages. This architecture is used in many
signal processing applications such as digital signal processors (DSPs) and field-
programmable gate arrays (FPGAs).

Stream architecture: This architecture is designed to process data in real-time as it

arrives. The data is processed in a stream as it flows through the system, without the need
to store it in memory. This architecture is used in many real-time signal processing
applications such as multimedia and communications.
Neural network architecture: This architecture is a popular choice for processing image
and audio signals, which are high-dimensional and unstructured. Neural networks are
composed of multiple layers of artificial neurons, which are trained to recognize patterns
in data.

Results:
• The PSD of each type of stochastic signal was found to have distinct characteristics
and behaviour
• The relationship between the PSD and the autocorrelation function of each signal was
shown to be consistent with the Wiener-Khinchin theorem
• Comparison of the PSD of different types of stochastic signals revealed notable
differences in their frequency content

Discussion:
• The results of the study support the idea that the PSD can provide valuable
information about the frequency content of stochastic signals
• The relationship between the PSD and the autocorrelation function highlights the
usefulness of the Wiener-Khinchin theorem in the analysis of stochastic signals
• The comparison of different types of stochastic signals suggests that the PSD may be
a useful tool for characterizing and classifying different types of signals

Conclusions:
• The PSD of stochastic signals can provide valuable information about their frequency
content
• The relationship between the PSD and the autocorrelation function of stochastic
signals is consistent with the Wiener-Khinchin theorem
• The PSD may be a useful tool for characterizing and classifying different types of
stochastic signals.