Question

The power associated with a random process Rx(= 5 sing² ( 5 pi rut) is, a) 5 b)10 c) 5/rut 2 d) 10/rut 2
$the power associated wi$
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Answer 1

Answer:

Let E be the expectation operator and consider the following statement:

I. E (X(t)) = E (X (t))

II. E (X2(t)) = E (Y2 (t))

III. E (Y2(t)) = 2

Select the correct option:

(A) only I is true

(B) only II and III are true

(C) only I and II are true

(D) only I and III are true

Show Answer

Answer : (A) only I is true

Subject : Communications Topic : Random processes: autocorrelation and power spectral density, properties of white noise, filtering of random signals through LTI systems

Answer 2

Answer:

Let X (t ) be a wide sense stationary random process with the power spectral density Sx(f ) as shown in Figure (a), where f is in Hertz(Hz). The random process X (t ) is input to an ideal lowpass filter with the frequency response H(f)={1,0,|f|≤12Hz|f|>12Hz as shown in Figure(b). The output of the lowpass filter is Y (t ).

Let X (t ) be a wide sense stationary random process with the power spectral density Sx(f ) as shown in Figure (a), where f is in Hertz(Hz). The random process X (t ) is input to an ideal lowpass filter with the frequency response H(f)={1,0,|f|≤12Hz|f|>12Hz as shown in Figure(b). The output of the lowpass filter is Y (t ).

Let X (t ) be a wide sense stationary random process with the power spectral density Sx(f ) as shown in Figure (a), where f is in Hertz(Hz). The random process X (t ) is input to an ideal lowpass filter with the frequency response H(f)={1,0,|f|≤12Hz|f|>12Hz as shown in Figure(b). The output of the lowpass filter is Y (t ). Let E be the expectation operator and consider the following statement:

Let X (t ) be a wide sense stationary random process with the power spectral density Sx(f ) as shown in Figure (a), where f is in Hertz(Hz). The random process X (t ) is input to an ideal lowpass filter with the frequency response H(f)={1,0,|f|≤12Hz|f|>12Hz as shown in Figure(b). The output of the lowpass filter is Y (t ). Let E be the expectation operator and consider the following statement:I. E (X(t)) = E (X (t))

Let X (t ) be a wide sense stationary random process with the power spectral density Sx(f ) as shown in Figure (a), where f is in Hertz(Hz). The random process X (t ) is input to an ideal lowpass filter with the frequency response H(f)={1,0,|f|≤12Hz|f|>12Hz as shown in Figure(b). The output of the lowpass filter is Y (t ). Let E be the expectation operator and consider the following statement:I. E (X(t)) = E (X (t))II. E (X2(t)) = E (Y2 (t))

Let X (t ) be a wide sense stationary random process with the power spectral density Sx(f ) as shown in Figure (a), where f is in Hertz(Hz). The random process X (t ) is input to an ideal lowpass filter with the frequency response H(f)={1,0,|f|≤12Hz|f|>12Hz as shown in Figure(b). The output of the lowpass filter is Y (t ). Let E be the expectation operator and consider the following statement:I. E (X(t)) = E (X (t))II. E (X2(t)) = E (Y2 (t))III. E (Y2(t)) = 2

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