The University of Queensland School of Information Technology & Electrical Engineering

coms4100/7105 Digital Communications Tutorial 2

These exercises relate to material in Lectures 23, but also CC5, pp. 391422. In this tute you may nd the following trigonometric identities useful 2 cos(a) cos(b) = cos(a b) + cos(a + b) 2 sin(a) sin(b) = cos(a b) cos(a + b) 2 sin(a) cos(b) = sin(a + b) + sin(a b) 2 cos(a) sin(b) = sin(a + b) sin(a b)

Exercises: 2.1 Consider the stochastic process V (t) = X cos 0 t + Y sin 0 t, where X and Y are independent r.v.s with zero mean and variance 2 . (a) Show that the process is WSS. (b) Show that the process is not 1st order stationary and therefore not ergodic? (c) If we add the condition that X and Y are identical, is the process 1st order stationary? Is it ergodic? (d) If we add the condition that the X and Y are Gaussian random variables, is the process 1st order stationary? Is it ergodic? 2.2 Consider a random process X (t) dened by X (t) = sin (2fc t) in which the frequency fc is a random variable uniformly distributed over the interval [0, W ]. Show that X (t) is non-stationary. 2.3 Consider the discrete-time stochastic process X [n] = A cos (2f0 n + ) where A and f0 are deterministic constants and is a random variable uniformly distributed on [0, 2 ].

(a) Derive the autocorrelation function RX [n1 , n2 ]. (b) Show that X [n] is wide-sense stationary. ( ) (c) Calculate its PSD GX ej 2f . 2.4 Let V (t) and W (t) be jointly stationary, so that RV W (t1 , t2 ) = RV W ( ) where = t1 t2 . Show that RW V ( ) = RV W ( ). Whats the corresponding relationship between the cross-spectral densities?
H (f ) O
_ ?2 ??  ?  ??  ??   ??   ??  ??   ??   /

5 kHz

5 kHz

Figure 1: Frequency response for Question 2.5. 2.5 A lter has the frequency response shown in Figure 1. Calculate: (a) the 3 dB bandwidth, (b) the noise equivalent bandwidth. 2.6 Consider the signal x (t) = cos2 (200t). If the signal is impulse sampled to form x (t), sketch the spectrum X (f ) when the sampling rate is (a) 300 Hz, (b) 500 Hz. In each case, state whether the signal is undersampled or oversampled. 2.7 Consider a simple RC low-pass lter (see, for example, CC5 Example 3.11 and Figure 3.12 on p. 95). Determine the group delay of the circuit. In particular, give the values of group delay: (a) at DC, (b) at the edge of the passband (using the 3 dB bandwidth), (c) as f .

Hint : recall that

1 d arctan x = . dx 1 + x2

2.8 The characteristic function X ( ) of a random variable X is dened as [ ] X ( ) = E ejX Given that a stochastic process X (t) is ergodic, write two dierent integral equations for the characteristic function of the random variable X (t0 ) for some t0 .