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siyu13236's Question
Math
Posted 5 months ago
 can u solve this problem?
4-3 Suppose that n(t)n(t) is a zero-mean stationary narrowband process represented by either Equation 4.1-37, 4.1-38, or 4.1-39. The autocorrelation function of the equivalent low-pass process z(t)=x(t)+jy(t)z(t)=x(t)+j y(t) is defined as
ϕzz(t)=12E[z(t)z(t+τ)]
\phi_{z z}(t)=\frac{1}{2} E\left[z^{*}(t) z(t+\tau)\right]

a) Show that
E[z(t)z(t+τ)]=0
E[z(t) \mathrm{z}(t+\tau)]=0

b) Suppose ϕzz(τ)=N0δ(τ)\phi_{z z}(\tau)=N_{0} \delta(\tau), and let
V=0Tz(t)dt
V=\int_{0}^{T} z(t) d t


Determine E(V2)E\left(V^{2}\right) and E(VV)=E(V2)E\left(V V^{*}\right)=\mathrm{E}\left(|V|^{2}\right).
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Answer from Sia
Posted 5 months ago
Solution by Steps
step 1
To show that E[z(t)z(t+τ)]=0 E[z(t) z(t+\tau)] = 0 , we start with the definition of the autocorrelation function for a zero-mean process. Since z(t) z(t) is a zero-mean stationary process, we have: E[z(t)]=0 E[z(t)] = 0 . Thus, E[z(t)z(t+τ)]=E[z(t)]E[z(t+τ)]=0 E[z(t) z(t+\tau)] = E[z(t)] E[z(t+\tau)] = 0
step 2
Given ϕzz(τ)=N0δ(τ) \phi_{zz}(\tau) = N_0 \delta(\tau) , we can express V V as V=0Tz(t)dt V = \int_0^T z(t) dt . To find E[V2] E[V^2] , we compute: E[V2]=E[(0Tz(t)dt)2]=0T0TE[z(t)z(t)]dtdt E[V^2] = E\left[\left(\int_0^T z(t) dt\right)^2\right] = \int_0^T \int_0^T E[z(t) z(t')] dt dt' Using the autocorrelation function, this becomes: E[V2]=0T0TN0δ(tt)dtdt=N0T E[V^2] = \int_0^T \int_0^T N_0 \delta(t - t') dt dt' = N_0 T
step 3
For E[VV] E[V V^*] , we note that V=0Tz(t)dt V^* = \int_0^T z^*(t) dt . Thus, we have: E[VV]=E[0Tz(t)dt0Tz(t)dt]=0T0TE[z(t)z(t)]dtdt E[V V^*] = E\left[\int_0^T z(t) dt \int_0^T z^*(t') dt'\right] = \int_0^T \int_0^T E[z(t) z^*(t')] dt dt' Using the property of the autocorrelation function, we find: E[VV]=0T0TN0δ(tt)dtdt=N0T E[V V^*] = \int_0^T \int_0^T N_0 \delta(t - t') dt dt' = N_0 T
Answer
E[V2]=N0T E[V^2] = N_0 T and E[VV]=N0T E[V V^*] = N_0 T
Key Concept
The autocorrelation function of a zero-mean stationary process is crucial for understanding the statistical properties of the process.
Explanation
The calculations show that both E[V2] E[V^2] and E[VV] E[V V^*] yield the same result, reflecting the properties of the zero-mean stationary process and its autocorrelation function.

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