uestc随机信号分析课后习题答案3.docVIP

第三章作业解答 3.1解：首先判断X(t)的平稳性： E [X(t) ] = E [ X0 + cos(w0t +Φ) ] = E [ X0 ] = 1/2 平稳 Rx ( t , t+τ) = E [X(t)X(t +τ) ] = E{ [ X0 + cos(w0t +Φ)]·[ X0 + cos(w0(t+τ) +Φ) ]} = E [ X02 ] + 1/2·E [ cos (w0τ)] = 1/3 + 1/2·cos (w0τ) = Rx(τ) 平稳 E [ X2(t)] = Rx(0) = 5/6 ∞ ∴X(t) 是WSS, ∴Y(t) 是WSS R.S SY(w) = Sx(w)?|H(w)|2 = {1/3·2πδ(w)+π/2·[δ(w+ w0)+δ(w- w 0)]} 1+ w2R2C2 = 1/3·2πδ(w)+ π/2·[δ(w+ w0)+δ(w- w 0)]}