Recent questions tagged autocorrelation-and-power-spectral-density

​​​​A white Gaussian noise $w(t)$ with zero mean and power spectral density $\frac{N_{0}}{2}$, when applied to a first-order RC low pass filter produces an output $n(t)$....

For a real signal, which of the following is/are valid power spectral density/densities?$\text{S}_X(\omega)=\frac{2}{9+\omega^2}$$\text{S}_X(\omega)=e^{-\omega^2} \cos ^2...

The power spectral density of a deterministic signal is given by $\left[\sin (f) / f^{2}\right]$ where $f$ is frequency. The autocorrelation function of this signal in th...

In the ciruit of the figure is $\mathrm{R}=100 \; \Omega, \mathrm{L}=20 \; n \mathrm{H}$ and $\mathrm{C}=32 \; \mathrm{pF}$.The circuit is maintained at a temperature of ...

Zero mean white Gaussian noise with a two-sided power spectral density of $4 \mathrm{~W} / \mathrm{kHz}$ is passed through an ideal lowpass filter with a cut-off frequenc...

The power spectral density $\text{(PSD)}$ of a noise process is given by$\mathrm{S}_{\mathrm{N}}(f)=\left\{\begin{array}{cc}10^{-8}\left(1+\frac{|f|-10^8}{10^8}\right) & ...

The PSD and the power of a signal $g(t)$ are, respectively, $\mathrm{S}_{\text{g}}(\omega)$ and $\text{P}_{\text{g}}$. The PSD and the power of the signal $a \text{g}(t)$...

A periodic signal $\text{g}(t)$ is shown inthe figure. Determine the PSD of $\text{g}(t)$.

A deterministic signal $x(t)=\cos 2 \pi t$ is passed through a differentiator as shown in the figure isDetermine the autocorrelation $R_\mathrm{xx}(T)$ and the power spec...

The $\text{ACF}$ of a rectangular pulse of duration $\mathrm{T}$ isa rectangular pulse of duration $\mathrm{T}$a rectangular pulse of duration $\mathrm{2T}$a triangular p...

White noise of two-sided spectral density $2 \times 10^{-6} \mathrm{~V}^{2} / \mathrm{Hz}$ is applied to a simple $\mathrm{R}-\mathrm{C}$ low pass filter whose $3 \mathrm...

The noise at the input to an ideal frequency detector is white. The detector is operating above threshold. The power spectral density of the noise at the output israised-...

Noise with uniform power spectral density of $\text{N}_{0}$ $\mathrm{W / Hz}$ is passed through a filter $\mathrm{H}(\omega)=2$ exp $\left(-j \omega t_{d}\right)$ followe...

The autocorrelation function of an energy signal hasno symmetryconjugate symmetryodd symmetryeven symmetry

Statement for Linked Answer Questions 78 and 79The following two questions refer to wide sense stationary stochastic processesIt is desired to generate a stochastic proce...

If $S(f)$ is the power spectral density of a real, wide-sense stationary random process, then which of the following is $\text{ALWAYS}$ true?$S(0) \geq S(f)$$S(f) \geq 0$...

Noise with double-sided power spectral density of $\mathrm{K}$ over all frequencies is passed through a $\text{RC}$ low pass filter with $3 \mathrm{~dB}$ cut-off frequenc...

A white noise process $X(t)$ with two-sided power spectral density $1 \times 10^{-10} \mathrm{~W} / \mathrm{Hz}$ is input to a filter whose magnitude squared response is ...

If the power spectral density of stationary random process is a sinc-squared function of frequency, the shape of its autocorrelation is

(a) A Gaussian random variable with zero mean and variance $\sigma$ is input to a limiter with input output characteristic given by$$ \begin{array}{ll} e_{\text {out }}=e...

$\mathrm{X(t)}$ is a stationary random process with autocorrelation function $R_X(\tau)=\exp \left(-\pi \tau^2\right)$. This process is passed through the system shown be...

A single bit, equally likely to be $0$ and $1$, is to be sent across an additive white Gaussian noise (AWGN) channel with power spectral density $N_{0}/2.$ Binary signali...

Let a random process $Y(t)$ be described as $Y(t)=h(t) \ast X(t)+Z(t),$ where $X(t)$ is a white noise process with power spectral density $S_{x}(f)=5$W/Hz. The filter $h(...

An information source generates a binary sequence $\left \{ \alpha _{n} \right \}$. $\alpha _{n}$ can take one of the two possible values $-1$ and $+1$ with equal probabi...

Consider a random process $X\left ( t \right )=3V(t)-8,$ where $V(t)$ is a zero mean stationary random process with autocorrelation $R_{v}\left ( \tau \right )=4e^{-5\mid...

Let $X(t)$ be a wide sense stationary $(WSS)$ random process with power spectral density $S_{X}(f).$ If $Y(t)$ is the process defined as $Y(t)= X(2t-1)$, the power spectr...

A real band-limited random process $X(t)$ has two-sided power spectral density$$S_{X}(f)= \begin{cases} 10^{-6} (3000-\mid f \mid) \text{Watts/Hz} & \text{for } \mid f \...

The power spectral density of a real stationary random process $X(t)$ is given by $$ S_X (f) = \begin{cases} \frac{1}{W}, & \mid f \mid \leq W \\ 0, & \mid f \mid W \e...

A BPSK scheme operating over an AWGN channel with noise power spectral density of $\frac{N_o}{2}$, uses equiprobable signals $s_1(t)=\sqrt{\frac{2E}{T}}\sin(\omega_ct)$ a...

The power spectral density of a real process $X(t)$ for positive frequencies is shown below. The values of $E[X^2(t)]$ and $ \mid E[X(t)] \mid$, respectively, are$\frac{6...