1

Quiz I
Instructor: B. Sainath, 2210-A, Electrical and Electronics Eng. Dept., BITS Pilani.
Course: Advanced Digital Signal Processing (EEE G613)
DATE: Sep. 10th MAX. TIME: 40 Mins. MAX. POINTS: 10

Note: There is no negative marking. There is no partial marking for just writing down right formula. Overwritten
answers will not be rechecked.

Q. 1. [Power Spectrum]
Consider the following autocorrelation sequence:
RY [k] = b|k| cos (kω0 ) ,
where |b| < 1, ω0 = 2πf0 6= 0.
Answer the following:
i). Determine the power spectrum PY (ejω ). [2 points]
ii). Using the result in (i), determine
∞
X
RY [k].
k=−∞

What is its value when b = 0.8 and ω0 = 0?. [2 points]

iii). Using the properties of the Fourier transform, determine

Z π
1 − b2
2
dω. [1 point]
0 1 − 2b cos (ω) + b

Q. 2. [MA[1] Process]
Consider the system function of MA[1] process given by
H(z) = b0 + b1 z −1 ,
where b0 6= 0, b1 6= 0.
Determine:
i). The output autocorrelation sequence RX [k] in terms of Dirac-delta functions. Recall that the input is discrete
white noise process. Note: Use inverse Z−transform.. [2 points]
jω
ii). The output power spectral density (PSD) PX (z), where z = ejω . Sketch the normalized PSD, that is, PXσ(e2 )
W
as a function of ω for one period, when b0 = b1 = 1. [2 points]

Q. 3. [Frobenius Norm]
Frobenius norm of an m × n matrix is defined as
q
||A||F , σ12 + σ22 + ...σn2 ,
where σj , j = 1, 2, . . . , n denote the singular values of A.
Compute the Frobenius norm of  
1 2
A= . [1 point]
2 1

ALL THE BEST!

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I. SOLUTIONS
Q. 1. Recall that the Fourier transform of the autocorrelation sequence is the power spectrum. First, show that
2
the power spectrum of b|k| is 1−2b 1−b
cos(ω)+b2 . Using the properties of Fourier transform, we can show that

1 − b2 1 − b2
 
1
F (RY [k]) = + , PY (ejω ).
2 1 − 2b cos (ω − ω0 ) + b2 1 − 2b cos (ω + ω0 ) + b2
From the properties of the discrete-time Fourier transform, we have
∞
X 1 − b2
RY [k] = PY (0) = .
1 − 2b cos (ω0 ) + b2
k=−∞

Furthermore, for ω0 = 0 and b = 0.8, we get ∞ 1+b

P
k=−∞ RY [k] = 1−b = 9.
From the properties, we have Z π
1 1 − b2
dω = 1.
2π −π 1 − 2b cos (ω) + b2
Since the integrand is an even function, after simplification, we get
Z π
1 − b2
2
dω = π.
0 1 − 2b cos (ω) + b
Note that the value of the definite integral is independent of b (|b| < 1).

Q. 2. Let RW [k] = σW 2 δ[k] denote the autocorrelation function of discrete white noise process. Therefore,
2
PW (z) = σW . The output autocorrelation sequence is given by
RX [k] = h[k] ~ RW [k] ~ h[−k],
= Z −1 H(z)PW (z)H(z −1 ) ,


2
b1 b0 δ[k − 1] + b1 2 + b0 2 δ[k] + b1 b0 δ[k + 1] .



= σW
where ~ denotes the convolution.
The output PSD is given by
PX (z) = H(z)PW (z)H(z −1 ) ,

= b1 2 + b0 2 + b1 b0 z + z −1 2



σW .
For z = ejω , we get
PX (ejω ) = b1 2 + b0 2 + 2b1 b0 cos ω σW

2
.
For b0 = b1 = 1, the PSD becomes PX (ejω ) = 2 (1 + cos ω), which is plotted in the Figure 1.
Output PSD (normalized)

1
2(1 + cos ω)
0
0 pi/2 pi
ω , radians

Fig. 1. Output PSD of the MA(1) process.

√
Q. 3. Singular values are 3 √and 1. Therefore, the Frobenius
√ norm is equal to 10.
Alternatively, it is equal to 12 + 22 + 22 + 12 = 10.