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Cairo University

Faculty of Engineering

Dept of Electronics
and Electrical Communications

Digital Communications
Problem set # 2

3rd Year

Random Processes

March 2011




Sketch the ensemble of the random process

x(t) = at + b
where b is a constant and a is R.V uniformly distributed in the range (-2,2). Just by
observing the ensemble, state whether this is a stationary or a nonstationary process.
Given a R.P x(t)=k, where k is an R.V. uniformly distributed in the range (-1,1).
a. Sketch the ensemble of this R.P
b. Determine the mean of the R.P
c. Determine Rx(t1,t2). Is the process W.S.S? If yes, what is its power?
x(t) and y(t) are the output waveforms of two independent transmitters. If u(t) is the
summation of the two outputs, v(t) is the summation of the outputs of two amplifiers, the
first has x(t) at its input and its gain=2, and the second amplifier has y(t) at its input and its
Find Ru(), Rv(), Ruv(), and Rvu() in terms of Rx() and Ry().


A Low pass filter that consists of a resistance and a capacitance has uncertainty in the value
of the capacitance, and as a result, the cut-off frequency x of the filter is uniformly
distributed 100Hz x 120Hz. if v(t) is the output waveform resulting from exciting the
circuit by a unit step of value A . Find E{v(t)}, Rv(t1,t2), and E{v 2}.


Let X and Y be independent random variables. Given that X has a uniform distribution over
-1 x 1 and that y= 2, and E{y 2} = 6. For v(t) = (Y+3Xt)t, find v, Rv(t1,t2), and E{v 2}.


Give reasons why the following matrix cannot be a correlation matrix of two jointly widesense stationary processes

A2 cos
2 A cos

2 A2 cos 32

A2 sin 2


z(t) is the result of subtracting a line code v(t) generated by a transmitter and an advanced
version of it by T seconds. Find the mean and variance of z(t) in terms of Rv().


Let X and Y be independent R.V.'s, both having zero mean and variance 2. Find the
autocorrelation and cross correlation of the random processes
v(t) = X cos ot + Y sin ot
w(t) = Y cos ot X sin ot


Determine the autocorrelation function and PSD of a polar signal assuming symbols 1 / 0
(of symbol duration T) are represented by +A and A volts respectively. The pulses are not
synchronized, so that the starting time td of the first pulse for positive time is equally likely
to lie between 0 and T seconds. Assume that during any interval (n-1)T< t-td <nT (where n
is an integer), the presence of a 1 or 0 is independent of all other intervals.

10) Determine the autocorrelation function and PSD of an on-off signal ('1' is represented by A
and '0' by no pulse) given the same assumptions of problem 9.
11) A random process Y(t) consists of a dc component of 32 volts, a periodic component g(t)
with zero mean, and a random component x(t) with zero mean. The autocorrelation
function of Y(t) is shown in figure.


Find the average power of the periodic component g(t) and that of the random component



12) The power spectral density of a random process X(t) is shown in the figure.




a) Determine and sketch the autocorrelation function Rx() of X(t).

b) Find the dc/ac power components contained in X(t).
c) Determine whether the samples of X(t) are uncorrelated and/or independent. If not, find
the conditions for uncorrelation and independence of these samples.
13) A random process x(t) with the shown PSD is passed through a BPF with a transfer
function H(). Determine the PSD and mean square velue of the output process.


100 kHz

1 MHz

0.5 MHz

14) Consider two linear filters connected in cascade as shown in the following figure. Let X(t)
be a w.s.s. process with autocorrelation function Rx(). Find the autocorrelation function of
Y(t) and the cross-correlation function Rvy()