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Probability Notes 4

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Saravanan M
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7 views22 pages

Probability Notes 4

Uploaded by

Saravanan M
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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, . rr Ae Unit -5 elle : Linear Ayprem with Random Input igen SPAT: A system a sald te be Liuon i, it’s | pespormee 40 Oo sum Of input Xnl(t), Neel ji 2qnek te the sum of assponse tater | separately - Thus U Xn(t) causes % AOAPONSD Yn (¥) Aen pe a LMneor systerr Yn (4) = L ( & on Xn] ‘ N Yn (4) = Se L [AnxXr] dake [xn] MzZe 2 =O Linear We Tnveriark system * A generat Qian agsem & sata be time Sunvantort “Us the oe we e biped bY We cme = & YC) wil alse be COAALE POPANG i t dime sntgied PY the Some V(t) = L{xced yctrh) > L(x (t+h)) and Quip setationship ty Lua, time tnyantant -SYBRT : | | Tn and celeclatcal communtcatton 8 wsuatly the otpet YC) Ce expressoa ™ ay the conyotutfon of rhe cnpet XC) wy, | & Aystem fmpulee Aes forse fre hey ie, yet) = DEY) ® X Ct) | z f ha) X(t- ade OO Tryantant Teme systen Taster fp- | The output Yet) Pn a Atnean time invartant system petty deteaminsel by impulse Aes-Po nse h(t) The fourier taonsgorm of Umpallse Jusponse Wee) tw aegtned by H(w), A : Hitw) = f bCt) eFPF at Transgea fr. of system “Note: 4 The setation b/w cross covelation of inp and eukpat are given. ‘by Rxy (v)= Rxx (tT) * h(t) Fyx (t) = Rxx(t) x H(-D Ry ct) = Revo * A(-D Ry (0) = Ryx (1) ¥ h(t) pv Xx) bold WSS) random drput a Athearn Lime invatant system wth manee, PCD and bt yt) be Ue ouctput procs ther Ruy (0) = ‘Ny jprceu ee «ng : acorn k a) * Rxx (9) - ' Ryy(O = h(-D # Ryy (7) Sxy () Syy (9) = n(w) * Sxyl2) 2 h(w) ® Sxx (2) suis of ERE ae | aan connected ty Ain Syy (4) * yace)l? Sx () on phone Hw) > 4 ae ; nce) a pine tnvortat stable a in 7 Wess proces ther tne oe Ags and “ts evap yee) ane ret _ convolution iniag bh e tryor tent ee tee eee Problems ) Constder a Y Gaussian noise o 0 mean ang N Lied to power spectral density =~ Opp: “ “dows Pad RC fuller uhese transfer fundun & we. Rind “te ioe I+ Tamrg RC . 4M Of tne output random a the =meanr square value a He | procs Sxx (4) = su a = 1 ROD = pray ee Psd of ourput a, Sy (4) = HA)? Sexlg) _ \ = No 1149718 Rei |* a \ x No ey? RC? ACE of output & - § e ae! Ryy (1) = er" [So] = 3 inf 4) 4 ets ag o {x No = 3. sicrcto) I+(2mg 8C)* oo jong T No 4 WT (gate)? [aor o _ No . Torta § a ae ey (44 1 (2m8c) - No x T -EIt ers R2 0% ( tne) = (tl fyy(t) = No. en Rem grke Monn aqwore vol = yo) = No oO N e No_ > anRe aT RC om = ost N Ryy (0 = F [50 (4)] ie a IIT? Be REC? eo! ( aert| elt wta2) - ay The Snput fo the RC fetta t pacuss ith a axctoc ion fa, OM axx (ty = NO gt). TE re pequened aoaponse fr meat H(w2) = 1 find Ace and the | [ejwRE a | Square your oh the process Ct). | PSD of input , j Sxx() = F [Rxx (2) | =F { Ne s(0] [Fr cee-|] 2 Next > No 2 a 2 zeattb paGaN 2 w? R2C? izl? = a74b2 Psp e4 output, Byy (w) = \ Hew)? Sxx (0) { x No (w? R20%1) 7 No i * _|___——_ 2 Ret oh (pe -y | No \ aR*c? [ ut+ (2) | ACF of output & - Ryy (t) = eo [Sy (J =N 1( t_— =| paren Lae 1 = No x I eke") 2Rct oxt— Re Syy () =e : 7 at By «Neve me LF Laeal Mean square value, = Ryy (0) = No e° YRC = No ERO e, ° = i hlUo- » x(t) & She put vattage to 0 ctrcutt (syste and YCt) W& the output vettage x(4) on” cpottonaay AaNdom Process uotth }x=0 and Rxx (T)= e-4Itl Feng By » Syy (wo), Ry (t) Uf the power taanaga bn. & Hew) = _& R+tlw Giver. Ryx(t) = end!tl (Bo R+tlw H(w) = y(t) = J h(u) X (t-4) da oo Efyee] = J €(hcu)x(t-wy]du = 0 2. Wkx# 0 . Pyso psd af input &, Sxx(w)= F { Bex (t)] = Flea] Eixtw) = 2 wry 2 2 2 w))P = BR om R24 (Lw)™ PSD. 04 output yyw) = [HCw)|* Sxx CH) Re K pes 2 rs Maes wv ae (sy aa? ‘ | Sr = AE | ! oat ] ati tng ll \ _ J (octay(xthy bre [ ae a | 2ak? . I : a LZ a2 (2) wR) we] ACF of output Ryy (T) = i (Sry) = 24 R* “ry a Sasi car alr fe U2 (R287) | F (ae i [ae rv = 2aR™ - Kt} alt! a Le Ld? -R 2R ~ Bor ct = 2a R Ky -« itl —— geet = wie L24r. R2 | 2R 2h WA WSS aandom pacers XCt) ysthh ausoooraslolic gn. Rxx(t) = Ae" wo A and d OL “gaol postive constants , O appatea ts Ue input of an LT! System uur Empulse | assporsr (H(t) = oh u(t) unos 6 & ; sol posite constonte Fuh ACF of oe 7? ye) of the syste —— x(t) —a4 hw: ebb u(t) FP -— LE ziver tnak » Axx (T) = Aen nit) = erat) Ge 9) = F [Rex] F cae] " Arak wa? Sxx (w) ” H¢w) = F [hct)] = f net) en Meat 0 oo = 5 e bt u(t) erat 0 o Lf few aye tat . _ - (b+) Yo! —— « Al le e"] -(b+i) HID) = =a b+two |H(w)|* = —. Baw? Psd of input & - Syy (1) = | HCW) FF Sxx () ( 2 Ad paw ae. wa? ——— - Ad feo) Ff] qe be @ (ae) ek | Bae fash ae !t ‘Arb? 2b at 5) Wide sense stationary proust x(4) & the gaput $8 a LErear system vith om (hops nek L230 Th the ACF | het) = rusponse . eo Ht! _ find the PsD and | oh x(t) & Rxx(t) : “ACE Of the outpat proctis 9 Psp of put A Sugitua: Ff Rxx (t) ] oF fet] = 2X wre yr Sex (wo) = 8 wr Hw) = FLAW = fF ney eat =o “y ke ‘e-™ at af aD Le ° | a [emp 0 | | 22 ~AC Tahu) {e*- e°| Ly 4 (0-1) 747w Hoey = 2 +iw [How|t= 49 +02 PED OF eukput, By (00) =] HCD] Sxx (0) " a w+ 44 x 8 wr416 32 \ ._t ( wrt? wy = 32 ah, = F. © ee Lote? ot | —— x Syy (w) = ~32, [ ome ! wre? ACF of output &- -l 1 -\ \ Ry (eo= 3 IE (sae) (ace)|3 -4\Tl are = 32 joe rs 33 | ae 2x1 | -u etl) ane 33 ) | 8) The randem proces A(t) having ‘mtisc po-2"! ohone p and a one reat Pasitire : ‘corstanta , & applied #2 tre Mput ob Ue systert ste impulse sponse usher, A fs a 2eet pose Constant, Fihd tne ACF Oo the netanks response yct) PSD of input iby Sex (w) = FL Rex Od -¢ [pe*!] 2a ° pen P (Sa) - 2d Sxx (w)= P [a] F [hct) J i E { h(we oo H(w) = Tot at o At Swot J Ae” eat +e -aAjse " -asiw)t yy 5 Ale a~riw)t| “Atiw) - “A (ete) oA (0? =(atiw) dee H(w) = A A+iw |H(w)|2. 2 paw Syy tw) = S25-| a” wea wee | ewe ae Ack a ouput ae sort fe i saa) Be fsa Ryy (t) = AX. “aE pee Alt) ae Lege ot ye es 2 ee ar \ _ prad of A\t 2 alcl pane os = deer Xt) w geven o&% D Assume a nandan hpuk to a syste with waystem be f fn. H(w) = 1, Wo ew Ae: are TE ea ata ourpur - PSD of input i Rxx (CT) = No $(v) 2 Bxx we F [ Bex (w)] eN “et No F [8ct)] | | - | | - | PSD of output &- Syy (w) = [Htey)? Sx (0? a Px No 7 7Wo £WK Wo a 7 ~ Wo s WS Wo = No | | ACF output / | Ryy (T) = a [ Syy (wor), ule Wee oe \ = + ( sy) etdw an y rhe output Power denstty Apter (ee e autocovitlation Br. for 2 system with oP it bo for an ‘input, vith PED , a) pl gre 7 po! aco) = F [400] @ - f nt) ora oo eo = ed fut my Iw)dt Fetema > fe rt) ety 3 ° . i. y. - Ati) ° -) -2 ° cialis fe =e (isto) ] H(w) = =e tw nto) = fo = ans] ir iamrg JHow)\* = 1 \+ CaTig)* PsD of output, | Syy (2) = IHCw)|* Sxx (4) eo ho tomy? ® ACF of output &, Ry (nt) = Fo! [Sv] 1 = he [rear | > be (te") =ho elt if yp f Grpulet 284POmse 47, 9) An LT] aystem hos on ) dhe Output ACE p,,, wqual 4o on Plu (t) . Fund Coraesponding fo an Snpur x _ pt hct)= & u(t) Hows F [4] : Fe a(t) ot at o oe -Bt Lf = fe Fe Mat - (BtIWR Fo = [(e ( aS | ° \ ‘anit ls par © - (priwot > S e ab o \H(w))® = 1 —_ p+ Wr PSD of output A, Sy (w) = \H (wm) |? Sex C2) = tL Bry &x() ACF &, Ryy(t) = Fo [svt] = Gl - Sxx (0) f [ om Sx a] = § [arp x Fo! [Sxx(%)] _é@ -BITI ae x Rex (oD) y bury iy ra 454 rT Rxx (T-udu fo giur gin ° 2 ¢ ph : | \ , J frugal bs conveuutton theoram |, | €' (FC) Ges)} - [FC] x F [ore] a (NCHY Ho band atmited wide nese such ypad SUN) = No wie WB Fuad the ACF 0 , Laewhere L aN - s Sun () = \* | “WELW s We 0, eee ht ACE. ‘i Ann (t) = F [svn (J Ga q =a J sue me tw Ww a «LM elWEau ow 2 We No eit \ yr [ it J-W8 We TWat 97 Wet > No eee | ND. 2Tt at “WB No sin Wat ant 0 wv 4 W) We Ten pdne pp, pors Of a Sous poss fiber, & gouty urhow de bo Th %, 0 tog, Yi RC , . goussian ores Aneyy & trput tty the Aten , ind the ACE Of output. H(w)« F (h(t) J ” of nie eat =o . jot we Atay é we 0 oC s sos zdf eo tale =a pe en -Atiw) ° H(w) = - & -0 20 ol — fe -e |e —~ At tw { J Atiw (HQ) 7-2 2% A? 4 wo PSD ow qousston whit. noise with zero mean ib. nN (1) = No a PSD Oo} output @ , Syy(w) = \H00)/28nn(w) = 2 No W4d2 2 ACF of eutput uo Ryy (w) . ec fe at 1 wa? 2 - Now \ gor “ar 7 {N ast canter ot eee a o> alaohenrt w-Wo) £ WB . Ford ACF we < we Wort WB Syn (w) = No, Wo- Z ACE Ann (T) = “1 [ Neyar| 7 - an Snn() & Wot We hs aime (Ne) dw TWU dw = oF S wo-WB ° Wot WB _ No { eet \ at it J wo M6 gi (wot we) T _ ot wor wa) Tt - No | No feet ” it = No pivet = g —_ a _ No tol gi w_t Ort SUL WB No sinurg t [cos Ttisinwot amt Bt (cose 4 A - No ginw_eTt Co&Wot |” Ace & Oo NN(T) ont ° [ aval fr] Ae 1) | A white gowsstar note mice) ze ale “J PSD Nojp th appiind to a nigh Pll mer Le ane pique. Daderrn dt ACF of the. output W(t). WN) Se i Z Le | a —t Tp Thi tanger igre} high pour fltlen | | .) H(w) = We oe Rajor Guu» Saw (w) = No 2. ig | How) = “wt PSD of ouxpud gun () = [ACW San) = RA No Rew 7 re 2 we wa RE 7 Neg? 2 RL Snn (W) wd wy a? (* : ACE 4 eutput, Sy (t) = FE [SHN (99) = Ho at et 2 Dad | - NR oo EM YL - oO! A punte Gaussian Note Pe 0 ACE Low poss N(t) oO zero meas ty 7 rie Uler, Shown tn quén. co ace + eae N(t) + Ah NI) e hw pansy 4p. % dow pass filter i, ROW) = papore psd ob gaussian white noise , Suw (w) = Ne WG) \* 2 Lh wach +) PSD Of eurpur, Sayny CW) = 1A (0) 1? SH CW? _ ( ‘s) Te wRec? 2 isovet Sap) Lag RC! wd) = No a? 1— Sun (v9) 2 Weta fae ke | Re ACF 0} eutput, Run () = Fo! [Sun] - Np aA ej *ttl o/ Me ey aa = No oki uy RC ‘) Raxove thoak Axy(T) = &xx(t) * AIT) Ray (t) = & [xCH YC eT] =e [xt J how x (e+t-wdu] [Wet - 5 he x(e-wee | -E | Lee (tt T-4) htwyda] = J € [x@) xteet-u) Jha ao = J Rxx (T- u) iw) av -o [oo 4eo #908 = 5 gw) g(t-w) du] 2 Rax(t) * W(T)

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