EE 6110 Digital Modulation and Coding

Tutorial 2. August, 2011.

Department of Electrical Engineering, IIT, Madras.

Instructions:

1. Attempt ALL the problems sincerely and independently.

Attempt all the problems.

1. In the class, while dealing with the density of N jointly Gaussian distributed RVs, I assumed
covariance matrix is invertible. This may not be true, always (and hence density in such cases
may not exist). If we assume that any linear combination of the considered Gaussian RVs is
Gaussian, then one can show that covariance matrix is invertible. (See Upmanya Madhow, p.
151, Pr. 3.32. I expect you go through this and this problem would not be done in the class).
2. Is there a strict sense stationary random process which is NOT wide sense stationary?
3. Show that the mean and autocorrelation are time invariant for a strict sense stationary process.
Assume that the corresponding nite dimensional density exists.
4. Recall the derivation of vectorization of the noise process N (t). In that context, show that
E (N2 (t ), Nj ) = 0 for 1 j M . Usual assumptions go for N (t).

5. Compute the power spectral density function of the random binary wave X(t) (obtained using
binary antipodal signalling) shown below. Assumptions:
(a) The pulses are NOT synchronized to origin, i.e., starting time of rst pulse, td is uniformly
distributed between 0 and T.
(b) Given nth bit interval the bits `0' and `1' are equally likely.
(c) The presence of `1' or `0' in the nth interval is independent of `1' or `0' in any other
interval.
6.

The following problem allows one to understand the

relationship between sampling rate and the maximum frequency component in the spectral
density of the random signal. A random signal X(t) is said to be band-limited, if the corresponding power spectral density has no frequency component greater than W Hz. Show that

the above random process X(t) and its sinc interpolated, reconstructed signal X(t)
from its
n
samples X( 2W ) taken at regular intervals of 1/2W secs apart, are equal in the mean-square
sense, i.e., given

Sampling of a Random Process:

X(t)
=

n=
X

n=

X(

n
n
)sinc[2W (t
)]
2W
2W

(t )|2 ) = 0 .
and SX (f ) = 0 for |f | > W , show that E (|X (t ) X

7. We saw in the class the frequency domain derivation for complex envelop of a real valued
(passband) signal (xem (t) = F 1 (X+ (f + fC ))). In the time domain, this amounts to a phase
shifter u(f ) followed by a multiplier with 2ej2fC t .
1

(a) Dene H(f ) = j sgn(f ) where

sgn(f ) = {
H(f ) is called as

1
1

Hilbert transformer. Find h(t).

f >0
f 0

(Is it a linear lter?)

(b) Obtain the time domain representation of phase shifter, in terms of Hilbert transformer.
(c) Show that for any sinusoidal input the Hilbert transformer introduces a phase shift of
/2.
8. Consider the linear ltering of a random process. Compute the autocorrelation of output
process Y (t), in terms of that of X(t) and the lter impulse response of h(t).