Assignment:
1. For what values of the parameters A, B ∈ R the functions below can be
a) PSDs of stationary rps with finite power
P1(f) = A rect(ƒ) + b triang(Tƒ/2)
P2(ƒ) = eA|ƒ| - eB|ƒ|
b) Autocorrelations of stationary rps
x3(mT) = {A, m = 0 B, m = ±1 O, |m|≥ 2
x4(x) = A sinc(x/T - B)
2. Starting from the binary random process xn, n ∈ Z, with iid random variables and probability mass distribution
Px(1) = Px(-1) = 1/2,
a) Calculate the mean, autocorrelation, PSD and the first order PMD of the process yn yn = xn + xn-1/2 and determine whether it has iid random variables itself.
b) Determine whether the signal Zn = xn xn -1 has iid random variables.