Assignment 3
Assignment 3
1. Suppose a zero mean Gaussian white noise with PSD N0/2 is applied to a low pass
filter with a bandwidth of B and pass band amplitude response of one.
(i) Draw the PSD of the random process appearing at the filter output.
(ii) Suppose the filter output is sampled at the rate of 2B times per second,
sketch the PSD of the sampled output.
(iii) Comment on the nature of the sampled output with justifications.
2. White noise with power density (N0/2)= 6x10-6 Watts/Hz is applied to an ideal filter
with gain = 1 and bandwidth B rad/s. Find B so that the output’s average noise
power is 15 Watts.
3. Consider the received signal Y(t), which is corrupted by noise process N(t),
i.e., Y(t) = A cos (ω0t+θ) + N(t), where A is a constant, θ is a random variable
distributed uniformly in (-π, π) and N(t) is a band limited Gaussian white noise with
a power spectral density SNN(ω)= {N0/2 , for | ω - ω0 | < ωB.
Find the power spectral density of Y(t). Assume that N(t) and θ are independent.
4. Let N1(t) and N2(t) be two independent Poisson processes with rates λ1=1 and λ2=2,
respectively. Let N(t) be the merged process N(t)=N1(t)+N2(t).
i. Find the probability that N(1)=2 and N(2)=5.
ii. Given that N(1)=2, find the probability that N1(1)=1.