PTSPUNITVII Questions&Answers

GRIETECE 1
UNIT 7
1. Derive an expression for power spectral density?
Ans:
Power Spectral Density
Let us consider a power signal f(t) as shown in the figure 7.1.1 below,





The average power of the signal is given by
P
ug
= lim
1-
1
1
]
2
(t)Jt
1 2
-1 2
.(1)
Let us create a new signal
1
(t) by truncating (t) _
I
2
, .
Thus
1
(t) = (t), |t| <
1
2

= 0, otherwise


The total energy of f(t) is given by

E
1
= ]
1
2
(t) Jt =
1
2n
]
|F
1
()|
2
J

-
.(2)
Where F|
1
(t)] = F
1
()
Also we have ]
2
(t) Jt = ]
1
2
(t) Jt

-
1 2
-1 2
.(3)
Substituting equations (2) and (3) in (1) we get
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PTSPUNITVII Questions&Answers
GRIETECE 2
P
ug
= lim
1-
1
1
]
1
2
(t) Jt

-

= lim
1-
1
1
.
1
2n
]
|F
1
()|
2
J

-

=
1
2n
] lim
1-
|P
T
(o)|
2
1
J

-

P
avg
=
1
2
] S
I
() u

-


Where S
]
() = lim
1-
|P
T
(o)|
2
1

is referred as power Density Spectrum(PDS) and measured in terms of
voIt
2
Hz
or
wutts
Hz
.

2. An ergodic random process is known to have an auto correlation function
of the from
R
XX
(z) = 1 -|z|, |z| 1
= 0, |z| > 1
Show the spectral density is given by
S
XX
(m) = |
x|n m2
m2
]
2

Ans:
S
XX
() = ] (1 + )c
-]o:
J + ] (1 -)c
-]o:
J
1
0
0
-1

] c
-]o:
J = -
c
-]n
]o

-1
0
=
c
]n
-1
]o
0
-1

] c
-]o:
J = -
c
-]n
]o

0
1
=
1-c
]n
]o
1
0

] c
-]o:
J = ] . J(-
c
-]n
]o
)
0
-1
0
-1

= -.
c
-]n
]o

-1
0
+
1
]o
] c
-]o:
. J
0
-1

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PTSPUNITVII Questions&Answers
GRIETECE 3
= -
c
]n
]o
+
1
]o
|
c
-]n
]o
]
-1
0

= -
c
]n
]o
+
1
]o
|
c
]n
-1
]o
]
] c
-]o:
J = -.
c
-]n
]o

0
1
+
1
]o
] c
-]o:
J
1
0
1
0

= -
c
-]n
]o
+
1
]o
|
1-c
-]n
]o
]
0
1

= -
c
-]n
]o
+
1
]o
|
1-c
-]n
]o
]
S
XX
() =
c
]n
-1
]o
-
c
]n
]o
+
1
]o
(
c
]n
-1
]o
) +
1-c
-]n
]o
+
c
-]n
]o
-
1
]o
|
1-c
-]n
]o
]
=
2
o
2
-
c
]n
+c
-]n
o
2

=
2
o
2
-
2cos o
o
2
=
4 sn
2
o 2
o
2

= (
2sn o 2
o
)
2

3. Difference between a random variable and a random process. Define auto-
correlation function of a random process?
Ans:
Random Variable Random Process
1. Probabilistic description of the
numerical value of an outcome of
random phenomenon.

2. Time variable is fixed and hence a
number or value.
3. It models a single outcome or result of
a physical phenomenon.
4. The outcome of a single trial is
represented as X.
5. Collection of all possible numerical
values for one event.
6. Cannot model a random signal.
7. Randomness is associated with the
uncertainty as to which of the possible
outcomes will occur in a given trial.
1. Probabilistic description of the sample
functions of time. It all the possible
outcomes of a random experiments for
all the times.
2. Time variable is not fixed and hence a
waveform.
3. It models the entire physical
phenomenon.
4. The outcome of a single trial
represented as X (t).
5. Collection or ensemble of all possible
sample functions of a process single.
6. Models random signal.
7. Randomness associated with the
uncertainty as which of the possible
waveform will occur in a given trial.
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PTSPUNITVII Questions&Answers
GRIETECE 4
Autocorrelation Function of a Random Process
The auto correlation function R
XX
(t
1
t
2
) of a random process X (t) is defined as the
expectation of the product of two random variables X(t
1
) and X(t
2
) i.e., the values of the same.
Process X (t) at two different times t
1
and t
2
.
R
XX
(t
1
t
2
) = E|X(t
1
). X(t
2
)]
= ]]x
1
x
2

x
(t
1
- t
2
)(x
1
. x
2
). Jx
1
Jx
2












For stationary random processes, the ACF will depend on the time difference t
2
.t
1
only
rather than on the absolute times t
1
and t
2
.
Thus for stationary processes
R
XX
(t
1
t
2
) = R
XX
(t
2
- t
1
)
= R
XX
(t)
= E|X(t) X(t + )]
= ] x(t) x(t + )
x
(t)X(t + )J

-

Thus the Auto Correlation Function (ACF) is measure similarity for the given samples
of a random process.
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PTSPUNITVII Questions&Answers
GRIETECE 5
4. Briefly explain the concept of cross power density spectrum?
Ans:
Cross Power Density Spectrum
Consider two jointly wide sense stationary random processes X (t) and Y (t). Let
R
X
() and R
X
() be their cross correlation functions. Then the cross spectral densities are,
S
X
() = ] R
X
(). c
-]o:
. J

-

and S
X
() = ] R
X
(). c
-]o:
. J

-

Consider S
X
(-) = ] R
X
(). c
]o:
. J

-

= ] R
X
(-). c
]o(-:)
J

-

= ] R
X
(). c
-]o:
. J

-

= S
X
()
S
X
() = S
X
(-) = S
X
-
()
Similarly S
X
() = S
X
(-) = S
X
-
()
5. Discuss the properties of cross power density spectrum?
Ans:
Properties of Cross Power Density Spectrum
1. S
X
() = S
X
(-)
= S
X
-
()
We have S
X
() = ] R
X
(). c
-]o:
. J

-

S
X
() = ] R
X
(). c
-]o:
. J

-

Consider S
X
(-) = ] R
X
(). c
]o:
. J

-

= ] R
X
(-). c
]o:
. J

-

= ] R
X
(-). c
-]o(-:)
J

-

=S
X
()
2. Real part of S
X
() is an even function of and imaginary part is an odd function of .
We have S
X
() = ] R
X
(). c
-]o:
. J

-

= ] R
X
(). (cos - ]sin )

-
J
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PTSPUNITVII Questions&Answers
GRIETECE 6
= ] R
X
(). cos J -] ] R
X
(). sin J

-

|S
X
()]
cuI
= ] R
X
(). cos J

-

Consider |S
X
(-)]
cuI
= ] R
X
(). cos (-) J

-

= ] R
X
(). cos J

-

= |S
X
()]
cuI

Thus, |S
X
()]
cuI
is an even function of frequency.

|S
X
()]
Imugnu
= -] R
X
(). sin J

-

Consider |S
X
(-)]
Imugnu
= -] R
X
(). sin (-) J

-

= ] R
X
(). sin J

-

= -|S
X
()]
Imugnu

Thus, |S
X
()]
Imugnu
is an odd function of frequency.
3. S
X
() = u if X (t) and Y (t) are orthogonal.
S
X
() = F|R
X
()]
For two orthogonal process X (t) and Y (t), R
X
() = u
Hence, S
X
() = u

4. If X (t) and Y (t) are uncorrelated and of constant means E(X) and E(Y), respectively.
S
X
() = 2nE(X). E(). o()
We have S
X
() = F|R
X
()]
= F|E{X(t). (t +)]]

Since X (t) and Y (t) are uncorrelated
S
X
() = F|E|X(t)]. E|(t +)]]

Since mean of Y (t) is constant, E|(t)] = E|(t +)] = E|]

S
X
() = F|E(X). E()]
= ] E(X). E(). c
-]o:
J

-

= E(X). E() ] c
-]o:
J

-

Since K
P.1
--2nk. o() = 1
P.1
--2no()

S
X
() = 2 n. E(X). E(). o()
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PTSPUNITVII Questions&Answers
GRIETECE 7
6. Write short notes on
(a) Flicker Noise
(b) Partition Noise
(c) Johnsons Noise
Ans:
(a) Flicker Noise
Due to imperfections in cathode surface of electron tubes and surfaces around
the junctions of semiconductor devices, a noise called flicker noise arises. There will be
random changes in the emission of electrons from the cathode due to these imperfections.
The PSD of this noise is inversely proportional to frequency and is more pronounced at
lower frequencies. This noise can be reduced by processing the cathode surfaces such that
slow varying conditions at the surfaces are avoided.

(b) Partition Noise
In multi-grid tubes like tetrodes and petrodes a noise exists due to fluctuating
division of the electron beam among various grids. This gives rise to another source of
noise in multi grid tubes called partition noise.

(c) Johnsons Noise
This noise is due to the random motion of free electrons in a conducting
medium such as resistor there are conduction electrons in a conductor, which can wonder
randomly through the entire volume of the conductor are in random motion as a result of
receiving thermal energy. Due to this random movement of electrons, there will be
fluctuation in charge distribution, i.e., at one time or the other, the distribution of charge
may not be uniform, i.e., at any given instant of time, an excess of electrons may appear
at one or the other end of the conductor. So, a voltage difference will appear between the
resistor terminals. This random voltage which so appeared is referred to as thermal
resistor noise or thermal noise or Johnsons noise. The thermal noise power is given by
P
n
= KIB wotts
Where,
K = Boltzmann Constant = 1.38 X 10
-23
J/
0
K
B = Bandwidth of noise spectrum
T = Temperature in
0
K

The PSD of thermal noise is
S
n
= KI
wutts
Hz

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PTSPUNITVII Questions&Answers
GRIETECE 8
7. A random process is defined as Y (t) = X (t)-X (t-a), where X (t) is a WSS
process and a > 0 is a constant. Find the PSD of Y (t) in terms of the
corresponding quantities of X (t).
Ans:
Let R
XX
() and S
XX
() be the auto correlation function and PSD of X(t).
Consider R

(t, t + ) = E|(t). (t +)]

= E|{X(t) - X(t - o)]{X(t +) -X(t + - o)]]
=E|X(t). X(t + ) - X(t). X(t + - o) - X(t - o). X(t +) +
X(t -o). X(t + - o)]
=E|X(t). X(t + )] - E|X(t). X(t + -o)] - E|X(t - o). X(t +
)] + E|X(t - o). X|I + -o)]
= R
XX
() - R
XX
( -o) -R
XX
( + o) + R
XX
()
= 2. R
XX
() - R
XX
( -o) -R
XX
( + o).
PSD of Y(t) is
S

() = 2. S
XX
() - (c
-]ou
+ c
]ou
)S
XX
()
= 2. S
XX
() - 2. S
XX
(). cos o
=2. S
XX
()|1 -cos o]
=4. S
XX
(). Sin
2
[
ou
2



8. The cross spectral density of two random process X (t) and Y (t) is
S
XY
(m) = 1 +
jm
K
ur -k < < k
= 0 elsewhere
Where k > 0. Find the cross correlation function between the processes?

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PTSPUNITVII Questions&Answers
GRIETECE 9
Ans:
Cross correlation function
R
X
() =
1
2n
] S
X
(). c
]o:
. J

-

=
1
2n
] [1 +
]o
k
c
]o:
. J
k
-k

=
1
2n
] c
]o:
. J +
1
2n
]
]o
k
. c
]o:
. J
k
-k
k
-k

=
1
2n
j
c
]n
]:
[
-k
k
+
]
2kn
] . c
]o:
. J
k
-k

=
c
]k
-c
-]k
2n]:
+
]
2kn
] . J [
c
]n
]:

k
-k

=
sInk:
n:
+
]
2kn
|j
o.c
]n
]:
[
-k
k
-
1
]:
] c
]o:
. J]
k
-k

=
sInk:
n:
+
1
2kn
j
kc
]k
+kc
-]k
:
[ -
1
2kn:
j
c
]n
]:
[
-k
k

=
sInk:
n:
+
cos k:
n:
-
1
2nk:
j
c
]k
-c
-]k
]:
[
=
1
n:
|sink + cos k] -
1
kn:
2
. sink

9. The auto correlation function of an a periodic random process is R
XX
(z) =
e
-
z
2
2o
2
. Find the PSD and average power of the signal.
Ans:
The power spectral density S
XX
() = ] R
XX
(). c
-]o:
. J

-

= ] c
-
2
2o
2
. c
-]o:
. J

-

= ] c
-_

2
2o
2
+]o:]
. J

-

=] expj-
1
2c
2
{
2
+ 2]o
2
+ (]o
2
)
2
- (]o
2
)
2
][ J

-

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PTSPUNITVII Questions&Answers
GRIETECE 10
= ] c
-(+]no
2
)
2
2o
2

-
. c
(]no
2
)
2
2o
2
. J
= c
-n
2
o
2
2
] c
-(+]no
2
)
2
2o
2
. J

-

Let
:+]oc
2
2c
= k = J = 2o. Jk
S
XX
() = c
-
n
2
o
2
2
] c
-k
2
. (2o)Jk

-

= 2o. c
-
n
2
o
2
2
] c
-k
2
. Jk

-

= 2o. c
-
n
2
o
2
2
. c. ] c
-k
2
. Jk

0

= 22. o. c
-
n
2
o
2
2
n
2

S
XX
() = 2no
2
. c
-
n
2
o
2
2

Average power is E|X
2
(t)] = R
XX
(u) = 1

10. A stationary random process X(t) has a spectral density S
XX
(m) =
1
m
2
+1

and an independent stationary process Y(t) has the spectral density S
YY
(m) =
m
2
m
2
+1
. Assuming X(t) and Y(t) are of zero mean, find
(a) PSD of U(t) = X(t) + Y(t)
(b) S
XY
(m)and S
XU
(m)
Ans:
(a) PSD of u(t) = S
XX
() + S

()

=
16
o
2
+16
+
o
2
o
2
+16


= 1


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PTSPUNITVII Questions&Answers
GRIETECE 11
(b) S
X
() = F|R
X
()] = F|E{X(t). (t + )]]

= F||E{X(t)]]. |E{(t + )]]]

= 0

S
X0
() = F|R
X0
()]
= F|E{X(t). u(t + )]]

= F|E|X(t). {X(t + ) +(t +)]|]

= F|E{X(t). X(t + )] +E{X(t). (t +)]]

= F|E{X(t). X(t + )]] + F|E{X(t). (t +)]]

= F|R
XX
()] + F|E|X(t)]. E|(t + )]]

=S
XX
() + u

= S
XX
() =
16
o
2
+16












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