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LTI System Exercises: PSD and ACF Analysis

The document contains a series of exercises related to signal processing, focusing on causal LTI systems and wide-sense stationary processes. It includes tasks to determine power spectral density (PSD), auto-correlation functions (ACF), cross-correlation functions (CCF), and parametric spectral estimation. Each question provides a specific system or process and requires calculations based on given equations and parameters.

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Aiman Al Arab
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4 views1 page

LTI System Exercises: PSD and ACF Analysis

The document contains a series of exercises related to signal processing, focusing on causal LTI systems and wide-sense stationary processes. It includes tasks to determine power spectral density (PSD), auto-correlation functions (ACF), cross-correlation functions (CCF), and parametric spectral estimation. Each question provides a specific system or process and requires calculations based on given equations and parameters.

Uploaded by

Aiman Al Arab
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd

The following exercises are adapted from Ref. no. 1.

Q.1
A causal LTI system described by the difference equation below is driven by a zero-

mean wide-sense stationary (WSS) process with ACF: rx x ( )  (0.5) .
1 1
y ( n)  y (n  1)  x (n)  x (n  1) .
2 3
a. Determine the PSD and the ACF of the signal y (n) .
b. Determine the CCF: rx y ( ) and the CPSD: G x y ( ) between the input and the
output signals.
Q.2
A wide-sense stationary (WSS) process with PSD given by
Gx x () 1 /(1.64 1.6 cos) is applied to a causal system described by the following
difference equation:
y (n)  0.6 y (n  1)  x (n)  1.25 x (n  1) .
Compute the PSD at the output and the CPSD between input and output.

Q.3
A second-order AR process y (n) is observed in noise v (n) to obtain x (n) . That is:
x ( n)  y ( n)  v ( n)
v (n) is white Gaussian noise with zero mean and variance  v and v (n) is
2

uncorrelated with y (n) .


The latter is given by the following difference equation:
y (n) 1.27 y (n  1)  0.81 y (n  2)  w(n)
w (n) is white Gaussian noise with zero mean and unit variance.
Determine and plot the PSD G x x ( ) .

Q.4
Let x (n) be a random process whose ACF is estimated as:
rx x (0)  1 , rx x (1)  0.7 , rx x ( 2)  0.5 , rx x (3)  0.3 , rx x (4)  0 . Perform parametric
spectral estimation to find the PSD of the process.

Q.5
The following random process
x (n)  0.5 w (n)  0.5 w (n  1) ,where w (n) is white Gaussian noise with zero mean
and unit variance, is input the AR filter below to obtain y (n) ,
H ( z ) 1 / (1  0.95 z 1 ) . Find the PSD of y (n) .

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