Solution 1

2.5
1. Periodic. T
0
=
k
500
, k Z
2. Aperiodic. If it is periodic, denote the period as T
0
. We have, sin (4000(t +T
0
)) =
sin(4000t) and cos (11000(t +T
0
)) = cos(10000t). Thus, 4000T
0
= 2k
1
and 11000T = 2k
2
hold, where k
1
, k
2
Z. Finally, we get
4
11
=
k
1
k
2
, which is
impossible.
3. Periodic. N
0
= k, k Z
4. Aperiodic. Similar to (2)
2.9
1.
P
x
= lim
T
1
T
_
T/2
T/2
A
2
dt = A
2
.
0 < P
x
< , x(t) is a power-type signal and its power is A
2
.
2.
P
x
= lim
T
1
T
_
T/2
T/2
A
2
cos
2
(2f
0
t +)dt
= lim
T
1
T
_
T/2
T/2
A
2
2
{1 + cos[2(2f
0
t +)]} dt
=
A
2
2
.
0 < P
x
< , x(t) is a power-type signal and its power is
A
2
2
.
3.
P
u
= lim
T
1
T
_
T/2
0
1dt =
1
2
0 < P
u
< , u
1
(t) is a power-type signal and its power is
1
2
.
1
4.
P
x
= lim
T
1
T
_
T/2
0
_
Kt

1
4
_
2
dt
= lim
T
1
T
2K
2
_
T
2
= lim
T

2K
2
1

T
= 0,
E
x
= lim
T
_
T/2
0
_
Kt

1
4
_
2
dt
= lim
T
2K
2
_
T
2
= .
Thus, x(t) is neither an energy- nor a power-type signal.
2.13
1. (t)
2. 0
3. 0
4.

n=
(t 2n)
5.

(t)
6.
1
3
(t)
7.
1
6
(t)
8.
1
3
cos(
1
3
)(t +
1
3
)
9.
1
20
(t)
10.
1
15
(t)
11.

(t)
12.
1
2
13. 1
14. 0
15. 1
16. 1
2
5.5
1. P(Y = 1) = P(Y = 1|X = 1)P(X = 1) + P(Y = 1|X = 0)P(X = 0) =
0.8 0.7 + 0.2 0.3 = 0.62
2.
P(Y =1,X=1)
P(Y =1)
=
0.80.7
0.62
= 0.903
5.10
1. P(X > 7) = Q(
74
3
) = Q1 = 0.159
2. P(0 < X < 9) = P(X > 0) P(X > 9) = Q(
4
3
) Q(
94
3
) = 1
Q(
4
3
) Q(
5
3
) = 0.86
5.22
1.
_
+

_
+

f
X,Y
(x, y)dxdy
= K
_
+
0
_
x
0
e
xy
dxdy
= K
_
+
0
_
e
x
e
2x
_
=
1
2
K
= 1.
Thus K = 2.
2.
f
X
(x) =
_
+

f
X,Y
(x, y)dy =
_
2
_
e
x
e
2x
_
, x 0
0, otherwise
f
Y
(y) =
_
+

f
X,Y
(x, y)dy =
_
2e
2y
, y 0
0, otherwise
3. f
X,Y
(x, y) = f
X
(x)f
Y
(y), thus X and Y are not independent.
4. f
X|Y
(x|y) =
f
X,Y
(x,y)
f
Y
(y)
= e
yx
, x y 0.
5. E[X|Y = y] =
_
+

xe
yx
dx = y + 1.
6. E(X), E(X
2
), E(Y ), E(Y
2
), E(XY ) are
3
2
,
7
2
,
1
2
,
1
2
, 1, respectively.
Thus COV (X, Y ) = E(XY )E(X)E(Y ) =
1
4
,
2
X
= E(X
2
)E(X)
2
=
5
4
,

2
Y
= E(Y
2
) E(Y )
2
=
1
4
,
X,Y
=
COV (X,Y )

2
X

2
Y
=

5
5
.
3
5.28
1. According to the properties of P.229, any set of linear combinations of (X, Y )
are themselves jointly Gaussian. Therefore, Z and W are jointly Gaussian ran-
dom variables.
This can also be proved using the denition of joint Gaussian random variables.
The following website may be of some help.
http://cwww.ee.nctu.edu.tw/

ftchien/class/rp08f/topic2(08)
.pdf
2.
E[X] = E[Y ] = 0, E[X
2
] = E[Y
2
] =
2
, E[XY ] = E[X]E[Y ] =
2
.
From above, we have
E[ZW] = E[X
2
sin cos +XY cos
2
XY sin
2
+Y
2
sin cos ]
= sin cos
_
E[Y
2
] E[X
2
]
_
+ (cos
2
sin
2
)E[XY ]
=
_
cos
2
sin
2

2
,
E[Z] = E[W] = 0.
Thus, COV (Z, W) = E[ZW] E[Z]E[W] =
_
cos
2
sin
2

2
. Since
Z and W are jointly Gaussian random variables, independence is equivalent to
uncorrelatedness, i.e., COV (Z, W) = 0.
Finally, we have cos 2 = 0 which leads to =
1
2
k +

4
, k Z.
5.40
1. S
X
(f) =
N
0
2
and H(f) =
_
1, |f| B
0, otherwise
Then we have S
Y
(f) = S
X
(f)|H(f)|
2
=
_
N
0
2
, |f| B
0, otherwise
According to Wiener-Khinchin Theorem, R
Y
(f) = F
1
S
Y
(f) =
N
0
sin(2B)
2
.
2. R
Y
(f) = 0 for =
1
2B
. According to Property 1 of P.247, Y (t) is also a
Gaussian process. For jointly Gaussian random variables Y (t) and Y (t +), un-
correlatedness is equivalent to independence. Hence, the two random variables
are independent.
E[Y (t)] = E[Y (t+)] = 0, and
2
Y
= R
Y
(0) = N
0
B, thus the joint probability
density function of Y (t) and Y (t +) can be given by
f
Y (t),Y t+
(y(t), y(t +)) =
1
2N
0
B
e

y
2
(t)+y
2
(t+)
2N
0
B
4
5.58
1. The output bandpass process has non-zero power content for frequencies in the
band 49 10
6
|f| 51 10
6
. The power content is
P =
_
4910
6
5110
6
10
8
_
1 +
f
10
8
_
df +
_
5110
6
4910
6
10
8
_
1
f
10
8
_
df
= 2 10
2
.
2. The output process Nt can be written as
N(t) = N
c
(t) cos(250 10
6
t) N
s
(t) sin(250 10
6
t),
where N
c
(t) and N
s
(t) are the in-phase and quadrature components, respective-
ly, given by
N
c
(t) = N(t) cos(250 10
6
t) +

N(t) sin(250 10
6
t)
N
s
(t) =

N(t) cos(250 10
6
t) N(t) sin(250 10
6
t)
The power content of the in-phase component is given by
E[|N
c
(t)|
2
] = E[|N(t)|
2
] cos
2
(250 10
6
t) +E[|

N(t)|
2
] sin
2
(250 10
6
t)
= E[|N(t)|
2
] = 2 10
2
where we have used the fact that E[|N(t)|
2
] = E[|

N(t)|
2
]. Similarly we nd
that E[|N
c
(t)|
2
] = 2 10
2
.
3. The power spectral density of N
c
(t) and N
s
(t) is
S
N
c
(f) = S
N
s
(f) =
_
S
N
(f 50 10
6
) +S
N
(f + 50 10
6
), |f| 50 10
6
0, otherwise
where S
N
c
(f) =
_
10
8
, |f| 10
6
0, otherwise
. The power content of S
N
c
(f) can be
found easily as P
N
c
= P
N
s
=
_
10
6
10
6
10
8
df = 2 10
2
.
4. The power spectral density of the output is given by
S
Y
(f) = S
X
(f)|H(f)|
2
= 10
6
(|f| 49 10
6
)(10
8
10
16
|f|) for49 10
6
|f| 51 10
6
Hence, the power content of the ouput is
P
Y
= 10
6
_
4910
6
5110
6
(f 49 10
6
)(10
8
+ 10
16
f))df
+10
6
_
5110
6
4910
6
(f 49 10
6
)(10
8
10
16
f))df
= 10
6
_
2 10
4

4
3
10
2
_
The power spectral density of the in-phase and quadrature components of the
output process is given by
S
Y
c
(f) = S
Y
s
(f) = 10
6
__
(f + 50 10
6
) 49 10
6
_ _
10
8
10
16
(f + 50 10
6
)
__
+10
6
__
(f 50 10
6
) 49 10
6
_ _
10
8
+ 10
16
(f 50 10
6
)
__
= 10
6
(2 10
1
6f
2
+ 10
2
)
5
for |f| 10
6
and zero otherwise. The power content of the in-phase and quadra-
ture component is
P
Y
c
= P
Y
s
= 10
6
_
10
6
10
6
(2 10
16
f
2
+ 10
2
)df
= 10
6
_
2 10
4

4
3
10
2
_
= P
Y
.
6