随机过程考试题：自相关与功率谱密度分析.pdfVIP

Problems:

1.LetY(t)beanarrow-bandedrandomprocess,whichisrepresentedby

Y(t)=A(t)cosωt−A(t)sinωt

c0s0

whereA(t)andA(t)arein-phaseandquadraturecomponentsofY(t).

cs

Nowpleasededuceandfindtheauto-correlationandpowerspectraldensityofAs(t).

2.LetN(t)isaGaussianwhitenoisesignalwithtwo-sidedpower-spectraldensity

N/2.Thissignalpassesthroughanidealband-passfilterwithcentralfrequencyω

00

andbandwidthΔω,whereΔωω.Theoutputsignalofthesystemisdenotedby

0

Y(t).

1)FindthepowerspectraldensityofY(t)andthetime-domainrepresentationof

Y(t).

2)Findthepowerspectraldensityofthein-phasecomponentofY(t)andplotit.

3)Findtheone-dimensionalprobabilitydensityfunctionoftheenvelopeofY(t).

TT

3.LetX=N(t)φ(t)dtandX=N(t)φ(t)dt,whereN(t)isaGaussian

101202

whitenoisewithtwo-sidedpower-spectraldensityN/2,φ(t)andφ(t)are

012

determinedfunction.PleasefindEXXandtheconditionwhenX,Xare