随机信号分析常建平,李林海课后习题答案第三章 习题讲解.docVIP

、随机过程 X(t)=A+cos(t+B)，其中A是均值为2，方差为1的高斯变量，B是（0，2p）上均匀分布的随机变量，且A和B独立。求 （1）证明X(t)是平稳过程。 （2）X(t)是各态历经过程吗？给出理由。 （3）画出该随机过程的一个样本函数。 （1） （2） 3-1 已知平稳过程的功率谱密度为，求：①该过程的平均功率？ ②取值在范围内的平均功率？ 解 3-7如图3.10所示，系统的输入为平稳过程，系统的输出为。证明：输出的功率谱密度为 3-9 已知平稳过程和相互独立，它们的均值至少有一个为零，功率谱密度分别为 令新的随机过程 ①证明和联合平稳； ②求的功率谱密度？ ③求和的互谱密度？ ④求和的互相关函数？ ⑤求和的互相关函数 解: 3-11 已知可微平稳过程的自相关函数为，其导数为。求互谱密度和功率谱密度？ Ⅰ.平稳过程 维纳－辛钦定理 Ⅱ.2-17 已知平稳过程的均方可导，。证明的互相关函数和的自相关函数分别为 Ⅲ.傅立叶变换的微分性质 3-17 已知平稳过程的物理功率谱密度为， ①求的功率谱密度和自相关函数？画出的图形。 ②判断过程是白噪声还是色噪声？给出理由 白噪声的定义 若平稳随机过程的均值为零，功率谱密度在整个频率轴上均匀分布，满足 其中为正实常数，则称此过程为白噪声过程，简称白噪声。 and actual case whether match; by is located land right nature; property status, whether has damage or quality problem; property using situation, rental or use; reference around similar property price, judge assessment value of rationality; whether exists property disputes, and seized, and freeze, and mortgage, and demolition, and transformation, limit situation. 2. to land right mortgage of, survey people should verified following information: land right card by contains Ming information (right people, and location, and nature, and term, and area,) and actual case whether match; land nature; land flat situation; ground buildings situation; reference around similar land price, judge assessment value of rationality; mortgage real whether has other mortgage right or notice registration established prior; whether exists property disputes, and seized, and freeze, and mortgage, limit situation. 3. other chattels, ownership, the value of the mortgage should be implemented, and whether factors such as easy handling. (C) pledge of collateral investigation procedures, investigators should enforce collateral value, convenience custody and disposition, pledge rights effective identification, registration, etc. (D) guarantee investigation to ensure that the procedures, the investigation shall, in accordance with the borrowers standards to investigate the guarantor evaluation assurance.