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, . rr Ae
Unit -5
elle
:
Linear Ayprem with Random
Input
igen SPAT:
A system a sald te be Liuon i, it’s
| pespormee 40 Oo sum Of input Xnl(t), Neel
ji 2qnek te the sum of assponse tater
| separately - Thus U Xn(t) causes % AOAPONSD
Yn (¥) Aen pe a LMneor systerr
Yn (4) = L ( & on Xn] ‘
N
Yn (4) = Se L [AnxXr]
dake [xn]
MzZe
2
=O
Linear We Tnveriark system *
A generat Qian agsem & sata
be time Sunvantort “Us the oe we
e biped bY We
cme = & YC) wil alse be
COAALE POPANG i t
dime sntgied PY the Some
V(t) = L{xced
yctrh) > L(x (t+h)) and Quip setationship ty Lua,
time tnyantant -SYBRT :
|
|
Tn and celeclatcal communtcatton 8
wsuatly the otpet YC) Ce expressoa ™
ay the conyotutfon of rhe cnpet XC) wy,
| & Aystem fmpulee Aes forse fre hey ie,
yet) = DEY) ® X Ct)
| z f ha) X(t- ade
OO
Tryantant Teme systen Taster fp- |
The output Yet) Pn a Atnean time
invartant system petty deteaminsel by
impulse Aes-Po nse h(t)
The fourier taonsgorm of Umpallse
Jusponse Wee) tw aegtned by H(w),
A :
Hitw) = f bCt) eFPF at
Transgea fr. of system
“Note:
4 The setation b/w cross covelation of
inp and eukpat are given. ‘by
Rxy (v)= Rxx (tT) * h(t)
Fyx (t) = Rxx(t) x H(-D
Ry ct) = Revo * A(-D Ry (0) = Ryx (1) ¥ h(t)
pv Xx) bold WSS) random drput
a Athearn Lime invatant system wth
manee, PCD and bt yt) be Ue
ouctput procs ther Ruy (0) =
‘Ny jprceu
ee
«ng :
acorn
k a) * Rxx (9)
- '
Ryy(O = h(-D # Ryy (7)
Sxy ()
Syy (9) = n(w) * Sxyl2)
2 h(w) ® Sxx (2)
suis of ERE ae |
aan connected
ty Ain
Syy (4) * yace)l? Sx ()
on
phone Hw) > 4 ae ; nce)
a pine tnvortat stable
a in 7 Wess proces ther tne
oe Ags
and “ts evap yee) ane ret
_
convolution iniag
bh e
tryor tent ee tee eee Problems
) Constder a Y Gaussian noise o 0 mean ang
N Lied to
power spectral density =~ Opp: “
“dows Pad RC fuller uhese transfer fundun
& we. Rind “te ioe
I+ Tamrg RC .
4M Of tne output random a
the =meanr square value a He
| procs
Sxx (4) = su
a
= 1
ROD = pray ee
Psd of ourput a,
Sy (4) = HA)? Sexlg)
_ \
= No
1149718 Rei |* a
\ x No
ey? RC?
ACE of output & -
§ e ae!
Ryy (1) = er" [So] = 3 inf 4) 4
ets ag
o
{x No
= 3. sicrcto) I+(2mg 8C)*
oo jong T
No 4
WT (gate)? [aor o
_ No .
Torta § a ae
ey (44 1
(2m8c)
- No x T -EIt
ers R2 0%
( tne)
= (tl
fyy(t) = No. en Rem
grke
Monn aqwore vol = yo)
= No oO N
e No_
> anRe
aT RC
om
= ost N
Ryy (0 = F [50 (4)] ie a
IIT? Be REC?
eo! ( aert| elt
wta2) -
ay The Snput fo the RC fetta t
pacuss ith a axctoc ion fa, OM
axx (ty = NO gt). TE re pequened aoaponse
fr meat
H(w2) = 1 find Ace and the |
[ejwRE a |
Square your oh the process Ct). |
PSD of input , j
Sxx() = F [Rxx (2) |
=F { Ne s(0] [Fr cee-|]
2 Next > No
2 a 2 zeattb
paGaN 2 w? R2C? izl? = a74b2
Psp e4 output,
Byy (w) = \ Hew)? Sxx (0)
{ x No
(w? R20%1) 7
No
i * _|___——_
2 Ret oh (pe -y |
No \
aR*c? [ ut+ (2)
| ACF of output & -
Ryy (t) = eo [Sy (J
=N 1( t_— =|
paren Lae
1
= No x I eke")
2Rct oxt—
Re
Syy ()
=e : 7 at
By «Neve me LF Laeal
Mean square value, = Ryy (0)
= No e°
YRC
= No
ERO e, ° = i hlUo-
» x(t) & She put vattage to 0 ctrcutt
(syste
and YCt) W& the output vettage x(4) on”
cpottonaay AaNdom Process uotth }x=0 and
Rxx (T)= e-4Itl Feng By » Syy (wo), Ry (t) Uf the
power taanaga bn. & Hew) = _&
R+tlw
Giver. Ryx(t) = end!tl
(Bo
R+tlw
H(w) =
y(t) = J h(u) X (t-4) da
oo
Efyee] = J €(hcu)x(t-wy]du = 0
2. Wkx# 0
. Pyso
psd af input &,
Sxx(w)= F { Bex (t)]
= Flea]
Eixtw) = 2
wry 2
2 2
w))P = BR
om R24 (Lw)™
PSD. 04 output
yyw) = [HCw)|* Sxx CH)
Re K pes
2 rs Maes
wv ae (sy aa? ‘ | Sr = AE | ! oat ]
ati tng ll \ _ J
(octay(xthy bre [ ae a |
2ak? . I : a
LZ a2 (2) wR) we]
ACF of output
Ryy (T) = i (Sry)
= 24 R* “ry a
Sasi car alr fe
U2 (R287) | F (ae i [ae
rv
= 2aR™ - Kt} alt!
a Le
Ld? -R 2R ~ Bor
ct
= 2a R Ky -« itl
—— geet = wie
L24r. R2 | 2R 2h
WA WSS aandom pacers XCt) ysthh ausoooraslolic
gn. Rxx(t) = Ae" wo A and d OL
“gaol postive constants , O appatea ts Ue
input of an LT! System uur Empulse
| assporsr (H(t) = oh u(t) unos 6 & ;
sol posite constonte Fuh ACF of oe 7?
ye) of the syste
——
x(t) —a4 hw: ebb u(t) FP -—
LE ziver tnak »
Axx (T) = Aen
nit) = erat)
Ge 9) = F [Rex]
F cae]
"
Arak
wa?
Sxx (w)
”
H¢w) = F [hct)] = f net) en Meat
0
oo
= 5 e bt u(t) erat
0
o
Lf few aye tat
. _
- (b+) Yo!
——
« Al le e"]
-(b+i)
HID) = =a
b+two
|H(w)|* = —.
Baw?
Psd of input & -
Syy (1) = | HCW) FF Sxx ()
( 2 Ad
paw
ae.
wa?
——— - Ad feo) Ff]
qe be @ (ae) ek
| Bae fash ae !t
‘Arb? 2b at
5) Wide sense stationary proust x(4) & the
gaput $8 a LErear system vith om
(hops nek L230 Th the ACF
| het) =
rusponse . eo Ht! _ find the PsD and
| oh x(t) & Rxx(t) :
“ACE Of the outpat proctis 9
Psp of put A
Sugitua: Ff Rxx (t) ]
oF fet]
= 2X
wre yr
Sex (wo) = 8
wr
Hw) = FLAW
= fF ney eat
=o “y
ke ‘e-™
at
af aD Le
°
|
a [emp 0 | |
22
~AC Tahu)
{e*- e°| Ly
4 (0-1)
747w
Hoey = 2
+iw
[How|t=
49 +02
PED OF eukput,
By (00) =] HCD] Sxx (0)
"
a
w+ 44
x 8
wr416
32 \ ._t
( wrt? wy
= 32 ah, = F.
© ee Lote? ot |
—— x
Syy (w) = ~32, [ ome
!
wre?
ACF of output &-
-l 1 -\ \
Ry (eo= 3 IE (sae) (ace)|3
-4\Tl are
= 32 joe rs
33 | ae 2x1
| -u etl) ane
33 )
| 8) The randem proces A(t) having ‘mtisc
po-2"! ohone p and a one reat Pasitire :
‘corstanta , & applied #2 tre Mput ob Ue
systert ste impulse sponse
usher, A fs a 2eet pose
Constant, Fihd tne ACF Oo the netanks
response yct)
PSD of input iby
Sex (w) = FL Rex Od
-¢ [pe*!]
2a
° pen P (Sa)
- 2d
Sxx (w)= P [a]
F [hct) J
i E
{ h(we
oo
H(w) =
Tot at
o At Swot
J Ae” eat
+e
-aAjse
"
-asiw)t yy 5 Ale a~riw)t|
“Atiw) -
“A (ete) oA (0?
=(atiw) dee
H(w) = A
A+iw
|H(w)|2. 2
paw Syy tw) = S25-| a” wea
wee | ewe ae
Ack a ouput
ae sort fe i saa) Be fsa
Ryy (t) =
AX. “aE pee
Alt) ae
Lege ot ye es
2
ee ar
\
_ prad of A\t 2 alcl
pane os
= deer
Xt) w geven o&%
D Assume a nandan
hpuk to a syste with waystem be f
fn. H(w) = 1, Wo ew Ae:
are TE ea ata
ourpur - PSD of input i
Rxx (CT) = No $(v)
2
Bxx we F [ Bex (w)]
eN “et
No F [8ct)]
| | -
| | -
| PSD of output &-
Syy (w) = [Htey)? Sx (0?
a Px No 7 7Wo £WK Wo
a
7 ~ Wo s WS Wo
= No
|
| ACF output /
| Ryy (T) = a [ Syy (wor), ule Wee
oe \
= + ( sy) etdw
an y rhe output Power denstty Apter
(ee e autocovitlation Br. for 2 system with
oP it bo for an ‘input, vith PED ,
a) pl gre 7
po!
aco) = F [400]
@
- f nt) ora
oo eo
= ed fut my Iw)dt
Fetema > fe rt) ety
3
°
. i. y.
- Ati) °
-) -2 °
cialis fe =e
(isto) ]
H(w) = =e
tw
nto) = fo = ans]
ir iamrg
JHow)\* = 1
\+ CaTig)*
PsD of output, |
Syy (2) = IHCw)|* Sxx (4)
eo ho
tomy? ®
ACF of output &,
Ry (nt) = Fo! [Sv]
1
= he [rear | > be (te")
=ho elt if
yp f Grpulet 284POmse 47,
9) An LT] aystem hos on )
dhe Output ACE p,,,
wqual 4o on Plu (t) . Fund
Coraesponding fo an Snpur x
_ pt
hct)= & u(t)
Hows F [4]
: Fe a(t) ot at
o
oe
-Bt Lf
= fe Fe Mat
- (BtIWR Fo
= [(e
( aS |
°
\
‘anit ls par
©
- (priwot
> S e ab
o
\H(w))® = 1 —_
p+ Wr
PSD of output A,
Sy (w) = \H (wm) |? Sex C2)
= tL
Bry &x()
ACF &,
Ryy(t) = Fo [svt]
= Gl - Sxx (0)
f [ om Sx a]
= § [arp x Fo! [Sxx(%)]
_é@ -BITI
ae x Rex (oD) y
bury iy ra
454 rT Rxx (T-udu fo giur gin
°
2
¢ ph : |
\ , J frugal bs
conveuutton theoram |, |
€' (FC) Ges)} - [FC] x F [ore]
a (NCHY Ho band atmited wide nese such
ypad SUN) = No wie WB Fuad the ACF
0 , Laewhere
L aN - s
Sun () = \* | “WELW s We
0, eee ht
ACE. ‘i
Ann (t) = F [svn (J
Ga q
=a J sue me tw
Ww a
«LM elWEau
ow 2
We
No eit \
yr [ it J-W8
We
TWat 97 Wet
> No eee |
ND.
2Tt at “WB
No sin Wat
ant
0
wv 4
W) We Ten pdne pp, pors Of a Sous poss fiber,
& gouty urhow de bo Th %, 0 tog,
Yi RC , .
goussian ores Aneyy & trput tty
the Aten , ind the ACE Of output.
H(w)« F (h(t) J
”
of nie eat
=o
. jot
we Atay é we
0
oC s sos
zdf eo tale
=a pe en
-Atiw) °
H(w) = - & -0 20 ol
— fe -e |e —~
At tw { J Atiw
(HQ) 7-2 2%
A? 4 wo
PSD ow qousston whit. noise with zero mean ib.
nN (1) = No
a
PSD Oo} output @ ,
Syy(w) = \H00)/28nn(w)
= 2 No
W4d2 2
ACF of eutput uo
Ryy (w) . ec fe at 1
wa? 2
- Now \ gor
“ar 7
{N
ast canter
ot
eee a
o> alaohenrt
w-Wo) £ WB . Ford ACF
we < we Wort WB
Syn (w) = No, Wo-
Z
ACE
Ann (T) = “1 [ Neyar|
7 - an Snn() &
Wot We
hs aime (Ne) dw
TWU dw
= oF S
wo-WB
° Wot WB
_ No { eet \
at it J wo M6
gi (wot we) T _ ot wor wa) Tt
- No |
No feet
” it
= No pivet = g
—_ a
_ No tol gi w_t
Ort SUL WB
No sinurg t [cos Ttisinwot
amt Bt (cose 4
A - No ginw_eTt Co&Wot |” Ace & Oo
NN(T) ont ° [ aval fr] Ae
1) | A white gowsstar note mice) ze ale “J
PSD Nojp th appiind to a nigh Pll mer
Le ane pique. Daderrn dt ACF of the.
output W(t).
WN)
Se i
Z
Le
|
a —t Tp
Thi tanger igre} high pour fltlen
|
| .)
H(w) = We
oe
Rajor
Guu» Saw (w) = No
2. ig
| How) = “wt
PSD of ouxpud
gun () = [ACW San)
= RA No
Rew 7
re
2 we wa RE
7
Neg? 2 RL
Snn (W) wd wy a? (* :
ACE 4 eutput,
Sy (t) = FE [SHN (99)
= Ho at et
2 Dad
| - NR oo EM
YL - oO!
A punte Gaussian Note Pe
0 ACE Low poss N(t) oO zero meas ty
7 rie Uler, Shown tn quén.
co ace + eae N(t) +
Ah NI)
e
hw pansy 4p. % dow pass filter i,
ROW) =
papore
psd ob gaussian white noise , Suw (w) = Ne
WG) \* 2 Lh
wach +)
PSD Of eurpur,
Sayny CW) = 1A (0) 1? SH CW?
_ ( ‘s)
Te wRec? 2
isovet Sap) Lag
RC!
wd) = No a? 1—
Sun (v9) 2 Weta fae ke |
Re
ACF 0} eutput,
Run () = Fo! [Sun]
- Np aA ej *ttl
o/ Me ey aa
= No oki
uy RC ‘) Raxove thoak Axy(T) = &xx(t) * AIT)
Ray (t) = & [xCH YC eT]
=e [xt J how x (e+t-wdu]
[Wet - 5 he x(e-wee |
-E | Lee (tt T-4) htwyda]
= J € [x@) xteet-u) Jha
ao
= J Rxx (T- u) iw) av
-o
[oo 4eo #908 = 5 gw) g(t-w) du]
2 Rax(t) * W(T)
