Problem 4.14 Which of the following functions is an autocorrelation function of a wide-sense stationary process?

Give a brief reason for each answer.

(a) e
(b) e_ITI cosr
(c) F(t)
=

IIn

e_ITI sinr

(d)
(a) .e
1

(f)

9-InI _,-IrI

45
Solution to Problem 4.14 (a) Yes, wit/i PSD
(b) Yes, wit/i PSD
(c) No. PSD

2/(1 +w
)
2

0.

2 sin(wa)/w, which will be negative for some values of w.

(d) No. The function is not even (i.e., symmetric about zero).
(e) No. Its maximum occurs at r
(F) Yes, wit/i IS])

0.28, not at zero.

= (4+w2)(1+w2)

Problem 4.15 Iv the following function an autocorrelation function of a WSS process?

(r)

Solution to Problem
tion:
1. It is an

even

1.5cHnI + (11/3)e_3nI

4.15 It meets the necessary and sujJicieiit conditions for a legitimate autocorrelation func

function (i.e., symmetrical about r

2. It ac/iieues its rriaxirriumri value at r

0).

0.

9. Its power spectral density

P.S.]).

15(2)
11 (2)3
+
w
+
2
1
3w-+9
22
3
+
-i-1
2
w
+9
2
w
2 + 27 + 22w
3w
2 + 22
+1)(w
(w
+
2
9)
2 + 49 + 22w
25w
2 + 22
2 + 1) (w
(w
2 + 9)

is positive-definite.