1 B x (w) = K
I
i=1
(i) M
(w)
where N = KM. (a) Find the approximate frequencies where var(Bx(w)) has local minima. (b) Let Dx(m) denote the autocorrelation estimate corresponding to Bx(w). Give an expression for Dx(m) in terms of K and Cxx(i)(m), and define Cxx(i)(m). (c) Find an approximation for var(Dx(m)) in terms of the symbol var(Cxx(i)(m)). (d) Let x(n) = h(n)*e(n) for white, zero-mean Gaussian noise e(n) with unit variance. v(n) denotes the finite energy autocorrelation of h(n). Find an approximation for var(Dx(m)) in terms of K, M, and v(n). 2. Let x(n) = n + e(n) where e(n) is zero-mean and stationary, with the autocorrelation ree(m). (a) Find the autocorrelation of x(n). (b) Find the autocovariance of x(n). (c) Let e(n) = w(n) - .5e(n-1) for all n where w(n) is zero-mean white noise with variance 2. Find a power spectral density of x(n). 3. x(n) is a zero-mean, independent, stationary random process, where each individual x(n) is uniformly distributed between - 1 and 1. (a) Find E[x2(n)]. (b) Find E[x4(n)]. (c) Using the results from (a) and (b), find an expression for E[x(n)x(m)x(i)x(j)] in terms of n,m,i,j, .
4. It is known that the DTFT of Cxx(m) is IN(w). (a) State Parseval's equation for Cxx(m) and IN(w). (b) Find E[Cxx(m)] and E[IN(w)], in terms of Pxx(w) and rxx(m), and state how they are related. (c) Using part (a), give an equation which relates var(Cxx(m)) to var(IN(w)). You do not need to use your expressions from part (b). 5. Cross-correlations are often used to estimate the time delay between two signals, in radar, sonar, and various oil industry applications. However, sometimes there are more than two signals that need to be correlated. In a sonic well-logging tool, four equally spaced receivers pick up signals xi(n) where 1 i 4. Here xi(n) denotes the ith signal, rather than x(n) to the ith power. Each receiver detects a delayed version of the same sonic wave, so xi(n) is modeled as s(n (i-1)nd). where nd represents the time delay between two adjacent receivers, due to the speed of sound in a given type of rock. The four-fold correlation between the received signals is defined as