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    AdvDSP S2007-08 HW1

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    srinivangala
    This document outlines 7 problems for an assignment on advanced digital signal processing (DSP). Problem 1 asks to find the autocorrelation of a harmonic process. Problem 2 asks to determine the autocorrelation and power spectral density (PSD) of an amplitude modulated signal. Problem 3 asks to show that two signals are jointly wide-sense stationary (WSS) and find their cross-PSD. Problems 4-6 involve windowing methods, estimating the PSD, and implementing spectral estimation algorithms in MATLAB. Problem 7 investigates the resolution of periodogram-based spectral estimation methods.

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    AdvDSP S2007-08 HW1

    Uploaded by

    srinivangala
    69 views3 pages
    This document outlines 7 problems for an assignment on advanced digital signal processing (DSP). Problem 1 asks to find the autocorrelation of a harmonic process. Problem 2 asks to determine the autocorrelation and power spectral density (PSD) of an amplitude modulated signal. Problem 3 asks to show that two signals are jointly wide-sense stationary (WSS) and find their cross-PSD. Problems 4-6 involve windowing methods, estimating the PSD, and implementing spectral estimation algorithms in MATLAB. Problem 7 investigates the resolution of periodogram-based spectral estimation methods.

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    This document outlines 7 problems for an assignment on advanced digital signal processing (DSP). Problem 1 asks to find the autocorrelation of a harmonic process. Problem 2 asks to determine the autocorrelation and power spectral density (PSD) of an amplitude modulated signal. Problem 3 asks to show that two signals are jointly wide-sense stationary (WSS) and find their cross-PSD. Problems 4-6 involve windowing methods, estimating the PSD, and implementing spectral estimation algorithms in MATLAB. Problem 7 investigates the resolution of periodogram-based spectral estimation methods.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as DOC, PDF, TXT or read online from Scribd
    Download as doc, pdf, or txt
    69 views3 pages

    AdvDSP S2007-08 HW1

    Uploaded by

    srinivangala
    This document outlines 7 problems for an assignment on advanced digital signal processing (DSP). Problem 1 asks to find the autocorrelation of a harmonic process. Problem 2 asks to determine the autocorrelation and power spectral density (PSD) of an amplitude modulated signal. Problem 3 asks to show that two signals are jointly wide-sense stationary (WSS) and find their cross-PSD. Problems 4-6 involve windowing methods, estimating the PSD, and implementing spectral estimation algorithms in MATLAB. Problem 7 investigates the resolution of periodogram-based spectral estimation methods.

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    of 3

    HW#1

    EE 567 – Advanced DSP


    Due Date:26.03.2008

    1) The Harmonic process is defined by


    M
    x(n) = ∑ Ak e j ( wk n +φk )
    k =1
    Where M, Ak, wk are constants and φk are statistically independent with uniform
    density over [0, 2π]. Find the autocorrelation of the harmonic process.

    Assume now that the amplitudes are random and they are mutually independent of the
    phases. Derive an expression for the autocorrelation of the harmonic process.

    2) Given a WSS random process X(t) with autocorrelation function


    Rx (τ ) = e − a τ
    X(t) amplitude modulates a carrier cos(wot+Θ) to produce the output Y(t);

    cos(wot+ Θ)

    X(t) Y(t)
    X

    where wo is a constant and Θ is uniformly distributed over (-π, π). Θ is statistically


    independent of X(t). Determine the autocorrelation function of Y(t). Also determine
    the PSD of Y(t).

    3) Let 2 RP X(t) and Y(t) be defined by


    X (t ) = A cos( wo t ) + B sin( wo t )
    Y (t ) = B cos( wot ) − A sin( wo t )
    Where A and B are random variables and wo is a constant.
    It can be shown that X(t) is WSS if A and B are uncorrelated zero mean random
    variables with the same variance. With the same constraints on A and B Y(t) is also
    WSS. Show by finding the crosscorrelation function RXY(t,t+τ) that X(t) and Y(t) are
    jointly WSS. Also find the cross PSD of the SXY(w).
    4) Show in detail how in the modified periodogram method of estimating the PSD
    windowing improves the BIAS of the estimator.

    5) Derive approximate expressions for the variance of the following estimators for
    the PSD.
    a) Bartlett method, b) Welches Method c) Blackman Tukey method
    Your approximate expressions should be based on the variance of the periodogram.

    6) Write a simple matlab code that will implement Bartlett’s method (given in class
    notes), Welch’s method and Blackman Tukey method. Your code will call three
    functions called bart1.m, welch.m and per_smooth.m (Blackman Tukey).

    Use your code to estimate the PSD of


    a) white noise : Generate a white noise record (using the matlab randn.m
    function) of length N=10000 with zero mean and unit variance.
    For the Bartlett and Welch’s methods the number of samples in each
    section should be L=200. For Welch’s method use 50% overlap. For the
    Blackman Tukey method use the Blackman window. Plot the PSD
    estimates of the 3 methods. Repeat for a larger data record (e.g.
    N=100000). Compare and comment.

    b) b) AR(2) process (refer to your text for the definition). Generate an AR(2)
    process by appropriately filtering white noise with a IIR filter. Use the
    three methods to estimate the PSD.

    7) Investigate the resolution of the periodogram based methods:

    Where w1=0.4π, w2=0.41 π and A=5. Derive an approximate expression for the
    number of samples that need to be employed for the periodogram estimate in order to
    resolve the two frequencies. Investigate via simulations using the basic periodogram
    (rectangular window), modified periodogram (use Bartlett Hamming and Hanning
    windows), Bartlett method, welch’s method and Blackman tukey method the
    resolution ability of the different methods. Compare them and comment on them.
    (the following table taken from Hayes should guide you)

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