GSIT M2 Nom & Prénom: .....................................................

Exercice 1
On considère les deux signaux f(t) et g(t) définis comme suit :

f(t) g(t)

1 1

1
1. Calculer l'énergie et la puissance de chaque signal
___________________________________________
___________________________________________
___________________________________________
___________________________________________
___________________________________________
___________________________________________
______________________________________________
______________________________________________
______________________________________________
______________________________________________
______________________________________________
______________________________________________

2. Tracer g(2-t), g(t)*δ(t+2) et f(t). δ(t-0.5)

3. Calculer et tracer f(t)*g(t)

_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
GSIT M2 Nom & Prénom: .....................................................

Exercice 2
On considère le signal x(t ) = x + (t ) + x − (t ) défini comme suit :
x + (t ) = B sin c( Bt )e 2πjf 0t et x − (t ) = B sin c( Bt )e −2πjf 0t avec f0=8kHz et B=1kHz
1. Montrer que la TF de x(t − t 0 ) est X ( f )e −2π j f t 0
2. Déterminer X(f) la TF de x(t) et représenter la graphiquement.
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
GSIT M2 Nom & Prénom: .....................................................

Exercice 3
Soit ϕ une phase aléatoire équirépartie (uniforme) sur [0 2π]. Considérons les variables aléatoires x
et y définies par x = cosϕ et y = sinϕ.
1. Calculer les moyennes E[x] et E[y].
2. Calculer les variances de x et y.
3. Montrer que la covariance définie par C x1x 2 = E{( x1 − µ x1 )( x 2 − µ x 2 )} peut aussi s'écrire
C x1x 2 = E{x1 .x 2 } − µ x1 µ x 2
4. Calculer finalement la covariance de x et y

_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
GSIT M2 Nom & Prénom: .....................................................

Exercice 4 : On considère le processus aléatoire Z(t) = X(t).Y(t) où X(t) et Y(t) sont deux processus
aléatoires SSL, statistiquement indépendantes qui ont respectivement pour fonction
d’autocorrélation : Rx(τ) = e-a|τ| et Ry(τ) = 4 e-b|τ|+2 où a et b sont des constantes.
1. Déterminer µx, σx2 et µy, σy2
2. Calculer la moyenne de Z(t)
3. Calculer la variance de Z(t)
4. Calculer l’autocorrélation de Z(t)
5. Z(t) est-il SSL
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________
_____________________________________________________________________________________________