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Homework Assignment 6

This document provides the homework assignment for ECE 534 for Fall 2016. It includes 7 problems from Chapter 7 of the text as well as an additional problem considering a Gaussian WSS process. This last problem has 4 parts - showing the derivative process is mean square differentiable, finding its mean and autocorrelation, determining if it is mean ergodic, and finding the joint distribution and conditional expectation of variables related to the process. The homework is due on April 20.

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73 views

Homework Assignment 6

This document provides the homework assignment for ECE 534 for Fall 2016. It includes 7 problems from Chapter 7 of the text as well as an additional problem considering a Gaussian WSS process. This last problem has 4 parts - showing the derivative process is mean square differentiable, finding its mean and autocorrelation, determining if it is mean ergodic, and finding the joint distribution and conditional expectation of variables related to the process. The homework is due on April 20.

Uploaded by

anthalya
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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ECE 534

Fall 2016

April 11, 2016

Homework Assignment 6
Due Date: Wednesday, April 20 (in class)
Reading: Chapter 7 of text.
1. Problem 7.1 of the text.
2. Problem 7.3 of the text.
3. Problem 7.5 of the text.
4. Problem 7.9 of the text.
5. Problem 7.13 of the text.
6. Problem 7.15 of the text.
7. Problem 7.23 of the text.
8. Consider a Gaussian WSS process (Xt : t R) with autocorrelation function:
RX ( ) = e

2 /2

(a) Show that (Xt ) m.s. differentiable, and find the mean and autocorrelation function of the
derivative process (Xt0 ).
(b) Determine whether or not (Xt0 ) is mean ergodic in the m.s. sense.
(c) For any fixed t, find the joint distribution of the random variables Xt and Xt0 .
(d) Find E[X1 |X20 = 2].

c
V.
V. Veeravalli, 2016

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