Jawaban Soal 1
a2 −1
Input X n dengan R XX (k ) = 3(2)− k ≈ a − k sehingga S XX (ω ) =
a 2 + 1 − 2a cos ω
Output : Yn = X n + aX n−1
−1 ∞
S XX ( z ) = 3 ∑ 2 k z −k + ∑ 2 −k z −k
k =−∞ k =0
−1 z − k ∞
= 3 ∑ + ∑ (2 z )−k
k =−∞ 2 k =0
22 − 1 9
= 3 2 =
2 + 1 − 2a cos ω 5 − 4 cos ω
H (z ) = 1 +
a
dimana z = e jω
z
H (ω ) = 1 + ae − jω
(
H (ω ) = H (ω )H ∗ (ω ) = 1 + ae − jω 1 + ae jω
2
)( )
(
= 1 + a e − jω + e jω + a 2 )
= a 2 + 1 + 2a cos ω
SYY (ω ) = H (ω ) S XX (ω ) =
2 (
9 a 2 + 1 + 2a cos ω )
5 − 4 cos ω
[
= E X n X n+ k + aX n−1 X n+ k + aX n X n+ k −1 + a 2 X n−1 X n+ k −1 ]
= R XX (k ) + aR XX (k + 1) + aR XX (k − 1) + a 2 R XX (k )
−k − k +1 − k −1 −k
=3 2 + 3a 2 + 3a 2 + a23 2
a 2 + 1 + 2a cos ω 2
Supaya konstan = 1 , yang berarti a + 1 = 5,
5 − 4 cos ω
Soal 2
mendapat input berupa zero mean white noise dengan varians 1. Tentukan
mean, fungsi autokorelasi, dan spektrum kepadatan daya output
Jawaban Soal 2
µ X (t ) = 0
1 untuk k = 0
R XX (k ) =
0 untuk k ≠ 0
∞
S XX (ω ) = ∑R xx (k )e − jω k = 1
k = −∞
∞
H (ω ) = ∑ h(k )e − jω k
(hanya k=0 , k=1)
k = −∞
= 1 + e − jω
H ∗ (ω ) = 1 + e jω
H (ω ) = H ∗ (ω )H (ω )
2
( )(
= 1 + e jω 1 + e − jω )
= 1 + e jω + e − jω + 1
= 2 + 2 cos ω
mean output
µY (t ) = H (0)µ X (t ) = (1 + 1)(0) = 0
spektrum kepadatan daya output
S YY (ω ) = H (ω ) S XX (ω )
2
= 2 + 2 cos ω
Fungsi autokorelasi :
RYY (k ) = ℘ℑ{S YY (ω )}
{
= ℘ℑ −1 2 + e jω + e − jω }
= ℘ℑ −1 {2e − jω ( 0 )
+ e − jω (−1) + e − jω }
1 untuk k = −1
k =0
2
RYY (k ) =
1 k =1
0 k yang lain
Soal 3
Z [Y (n)] = ∑ Y (n) . 2 − n = Y ( z )
= ∑ Y (n + 1) Z − n = ∑ Y (m) Z − m Z = Z +1 ∑ Y (m) Z − m
= Z Y (Z )
m=n+1
n = m-1
z Y ( z ) = aY ( z ) + X ( z )
(z − a )Y ( z ) = X ( z )
1
Y ( z) = X ( z)
z−a
10
=
( )
1 − a e + e − jω + a 2
jω
10
=
1 − 2a cos ω + a 2
→ kita ingat bahwa :
−n
RXX ( n ) = a
a− 1
S XX (ω ) = a
2 a cos ω − 1 − a 2
1 −a
= a
1 − 2a cos ω + a 2
℘ℑ−1 [SYY (ω )] =
10 −n
.a = RYY (n)
1 −a
a
Varians output :
10
P YY – E[Y] =2 1
−a
a