EE356 Analog Communication Systems

Tutorial 6 Solutions
April 15, 2008
1. (a) The sample functions are shown in Figure 1.
1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1
0
1
2
t
X
t
(
0
)
1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1
1
0
1
t
X
t
(
1
)
1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1
1
0
1
t
X
t
(
2
)
1 0.8 0.6 0.4 0.2 0 0.2 0.4 0.6 0.8 1
1
0
1
t
X
t
(
3
)
Figure 1:
(b) X
0
= 0. X
0.5
(0) = 1, X
0.5
(1) = 1, X
0.5
(2) = 1, and X
0.5
(3) = 1. X
0.25
(0) = 1,
X
0.25
(1) = 0, X
0.25
(2) = 1, and X
0.25
(3) = 0. The marginal CDFs of X
0
, X
0.25
,
and X
0.5
are shown in Figure 2.
(c) Given that X
0.5
= 1, X
0.25
= 0 with probability 1.
(d) Given that X
0.5
= 1, X
0.25
= 1 with probability 0.5 and X
0.25
= 1 with probability
0.5.
1
2 1.5 1 0.5 0 0.5 1 1.5 2 2.5 3
0
0.5
1
x
C
D
f

o
f

X
0

F
X
0
(
x
)
2 1.5 1 0.5 0 0.5 1 1.5 2 2.5 3
0
0.5
1
x
C
D
F

o
f

X
0
.
2
5

F
X
0
.2
5
(
x
)
2 1.5 1 0.5 0 0.5 1 1.5 2 2.5 3
0
0.5
1
x
C
D
F

o
f

X
0
.
2
5

F
X
0
.5
(
x
)
Figure 2:
2. a) E[X
t
] = 0.
E[X
t+
X
t
] = E[A
2
cos (2f
c
t + ) cos (2f
c
(t +) + )]
=
A
2
2
[cos 2f
c
+E[cos (2f
c
(2t +) + 2)]]
=
A
2
2
cos 2f
c

b) We can choose any pdf for as long as E[cos (2f

c
(2t +) + 2)] = 0 and E[cos (2f
c
t + )] =
constant for any t, . can be dened as follows:
=
_

_
0 with prob.
1
4

2
with prob.
1
4
with prob.
1
4
3
2
with prob.
1
4
Another possible choice for is:
=
_

_
0 with prob.
1
12

4
with prob.
1
6

2
with prob.
1
12
3
4
with prob.
1
6
with prob.
1
12
5
4
with prob.
1
6
3
2
with prob.
1
12
7
4
with prob.
1
6
2
A more general choice for f

() can be made as follows:

(i) Let us assume that the range of is from 0 to 2.
(ii) The condition for mean to be constant can be obtained as follows:
E[cos (2f
c
t + )] =
_
2
0
cos (2f
c
t +)f

()d
=
_

0
cos (2f
c
t +)f

()d +
_
2

cos (2f
c
t +)f

()d
(using

= ) =
_

0
cos (2f
c
t +)f

()d +
_

0
cos (2f
c
t +

+)f

+)d

=
_

0
cos (2f
c
t +)f

()d +
_

0
[cos (2f
c
t +

)]f

+)d

=
_

0
cos (2f
c
t +)[f

() f

( +)]d
Therefore, if f

() = f

( +) for in [0, ], then E[cos (2f

c
t + )] = 0.
(iii) The additional condition for the auto-correlation funtion to be a function of can
be obtained as follows:
E[cos (2f
c
(2t +) + 2)] =
_
2
0
cos (2f
c
(2t +) + 2)f

()d
(using = 2) =
1
2
_
4
0
cos (2f
c
(2t +) +)f

2
_
d
=
1
2
_
2
0
cos (2f
c
(2t +) +)f

2
_
d
+
1
2
_
4
2
cos (2f
c
(2t +) +)f

2
_
d
(using

= 2) =
1
2
_
2
0
cos (2f
c
(2t +) +)f

2
_
d
+
1
2
_
2
0
cos (2f
c
(2t +) +

)f

2
+
_
d

=
1
2
_
2
0
cos (2f
c
(2t +) +)
_
f

2
_
+f

2
+
__
d.
Assuming that we satisfy the condition from (ii) above, we get
E[cos (2f
c
(2t +) + 2)] =
_
2
0
cos (2f
c
(2t +) +)f

2
_
d.
Now, proceeding as in (ii), we need
f

2
_
= f

_
+
2
_
3
for /2 in [0, ]. Equivalently, we need
f

() = f

_
+

2
_
for in [0, /2].
(iv) Combining the conditions from (ii) and (iii), we get
f

() = f

_
+
k
2
_
(1)
for in [0, /2] and k = 1, 2, 3. Therefore, we can choose any arbitrary f

() for
in [0, /2] such that
_
2
0
f

()d =
1
4
.
f

() for in [/2, 2] can be set using (1).

A sample pdf that ves a W.S.S. X
t
is shown in Figure 3.

()

f
0 2 /4 /2 3/4 5/4 3/2 7/4
1/3
2/3
Figure 3:
3. E[X
t
] = E[X
1
]cos(2f
c
t) +E[X
2
]sin(2f
c
t)
For mean to be independent of t, we need :
E[X
1
] = E[X
2
] = 0.
Now,
R
x
(t, t +) = E[(X
1
cos(2f
c
t) +X
2
sin(2f
c
t))(X
1
cos(2f
c
(t +) +X
2
sin(2f
c
(t +)))]
=
_
E[X
2
1
] +E[X
2
2
]
2
cos(2f
c
t) + 2E[X
1
X
2
]sin(2f
c
(2t +))
E[X
2
1
] E[X
2
2
]
2
cos(2f
c
(2t +)
_
For R
x
(t, t +) to be independent of t, we need :
E[X
1
X
2
] = 0 & E[X
2
1
] = E[X
2
2
]
4
4. X
n
= A;
E[X
n
] = 0.
E[X
n
X
n+m
] = E[A
2
].
Y
n
= (1)
n
A.
E[Y
n
] = 0
E[Y
n
Y
n+m
] = E[(1)
n
A(1)
n+m
A] = (1)
m
E[A
2
]
Clearly, X
n
and Y
n
are independently WSS.
Now,
E[X
n
Y
n+m
] = (1)
m
E[A
2
]
Clearly not WSS.
5. For the process to be WSS, we need :
E[A] = 0 and E[A
2
] = 0.
But this renders the process meaningless. Instead, one could slightly alter the process by
introducing a random phase and proceed as in Problem 2.
6. -Uniform in [0, 2)
E[X
n
] = AE
F
[E

[cos(2Fn +)]] = 0
E[X
n
X
n+m
] = E[Acos(2Fn +)Acos(2F(n +m) +)]
=
A
2
2
E[cos(2F(2n +m) + 2) +cos(2Fm)]
=
A
2
2
E[cos(2Fm)]
=
A
2
2
_
0.5
0
cos(2Fm)f(F)dF
Therefore, K =
A
2
2
and g(F) = cos(2Fm).
7. Y
n
=

n
k=0
h
k
w
n+k
Therefore,
5
E[Y
n
1
Y
n
2
] = E
__
n
1

k=0
h
k
w
kn
1
__
n
2

l=0
h
l
w
ln
2
__
= E
_
n
1

k=0
n
2

l=0
h
k
w
kn
1
h
l
w
ln
2
_
= E
_
_
min(n
1
,n
2
)

k=0
h
k
h
(k+|n
2
n
1
|)
w
2
(k+|n
2
n
1
|)
_
_
=
2
min(n
1
,n
2
)

k=0
h
k
h
(k+|n
2
n
1
|)
Now for Y
n
= aY
n1
W
n
, the lter coecients are :
h
k
= (1)
k
a
k
.
Therefore,
E[Y
n
Y
n+k
] =
2
n

m=0
h
m
h
m+k
=
2
n

m=0
(1)
m
a
m
(1)
m+k
a
m+k
=
2
a
k
(1)
k
n

m=0
a
2m
=
2
a
k
(1)
k
.
a
2n+2
1
a
2
1
6
8.
R
Y Z
(t
1
, t
2
) = E[Y
t
1
Z
t
2
]
= E
__
+

h
1
(
1
)X
t
1

1
d
1
_
+

h
2
(
2
)X
t
2

2
d
2
_
=
_
+

_
+

h
1
(
1
)h
2
(
2
)E[X
t
2

2
X
t
2

2
]d
1
d
2
=
_
+

h
1
(
1
)
__
+

h
2
(
2
)R
X
(t
1
t
2

1
+
2
)d
2
_
d
1
We see that R
Y Z
(t, s) is a function of =
1

2
and is the convolution of R
x
(), h
1
()
and h
2
().
Therefore S
Y
Z(f) = S
X
(f)H
1
(f)H

2
(f).
7