Communication, Networking, Signal and Image Processing (CS)

Question 1: Probability and Random Processes

January 2001

# Part 4

Let $\mathbf{X}_{t}$ be a band-limited white noise strictly stationary random process with bandwidth 10 KHz. It is also known that $\mathbf{X}_{t}$ is uniformly distributed between $\pm5$ volts. Find:

(a) (10 pts)

Let $\mathbf{Y}_{t}=\left(\mathbf{X}_{t}\right)^{2}$ . Find the mean square value of $\mathbf{Y}_{t}$ .

(b) (10 pts)

Let $\mathbf{X}_{t}$ be the input to a linear shift-invariant system with transfer function:
$H\left(f\right)=\begin{cases} \begin{array}{lll} 1 \text{ for }\left|f\right|\leq5\text{ KHz}\\ 0.5 \text{ for }5\text{ KHz}\leq\left|f\right|\leq50\text{ KHz}\\ 0 \text{ elsewhere. } \end{array}\end{cases}$

Find the mean and variance of the output.

# Solution 1

Write it here

Write it here.

## Alumni Liaison

Correspondence Chess Grandmaster and Purdue Alumni

Prof. Dan Fleetwood