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Capitulo7 Peebles
Capitulo7 Peebles
PROCESOS ESTOCSTICOS
UNIDAD III
TEMA: CAPTULO 7 PEEBLES
NOMBRE: ALEX TIPANTUA
Pgina 1
x ( t )= Ao cos ( wot +)
Donde Ao y wo son constantes y
1
E ( x ( t ) )= Acos (w o t +) d
A
[ sen ( w o t + )sen(wo t)]
2 A
[sen( wo t)]
A2
E[1+ cos ( 2 wo t+ 2)]
2
A2 A2
1
+ Acos(2 w o t+2 ) d
2 2
1
Pxx=lim
T 2T
A2
dt
A2
Pxx=
2
|x T ( w )| =x T ( w ) x T( w )
2
Procesos Estocsticos
Pgina 2
E|x T ( w )| A 2 T 2
T
=
Sa [ ( wwo ) t ] + Sa2 ( w+ wo ) t
2T
2
anterior,
si
E [ X ( t ) ] =0 y t< 0
( 2A ) sen(w t)
E [ X ( t ) ] =
y t< 0
A
E [ X (t)]=
2
2
A2 A2
1
E [ X ( t ) ] = + cos ( 2 w 0 t +2 )
d
2 2 0
()
pxx = lim
1
A2
A2
u
(t)dt=
2T T 2
4
Procesos Estocsticos
Pgina 3
el
]}
proceso
se
define
como
1
cos ( a )= ( e ja +e ja )
2
xT ( w ) =
AT j
{e
2
2
xT ( w ) =
J ( wwo ) T
2
A T
4
sa
J ( wwo ) T
2
j
( wwo ) T
+e
2
sa [ wwo ) T sa [ w+ wo ) T
+
2
2
( w+ wo ) T
}
2
s xx ( w )= lim E|x T ( w )|
T
[ [ wwo ] + [ w+wo ] ]
4
s xx ( w )=
s xx ( w )=
A2
4
( 0, /2 )
a Es x (t )estacionario en sentido amplio ?
E [ X ( t ) ] =0 y t< 0
Procesos Estocsticos
Pgina 4
es uniforme en el intervalo
E [ X ( t ) ] = xf ( ) d
E [ X ( t ) ] =
0
E [ X ( t ) ]=
Acos ( wot + ) u ( t ) d
2A
[cos ( wot ) sen (wot )] u ( t )
E [ X 2 ( t ) ] =0 t <0
E [ X 2 ( t ) ] = xf ( ) d
/2
E [ X ( t ) ] =
2
A 2 cos 2 ( wot + ) u ( t ) d
/2
t
1
A2
pxx = lim
u ( t ) dt
T 2T T 2
2
pxx =
A
4
1 ja ja
cos ( a )= ( e +e )
2
Procesos Estocsticos
Pgina 5
xT ( w ) =
AT j
e
2
J ( wwo ) T
2
sa
j
( wwo ) T
+e
2
J ( wwo ) T
2
2
2
A 2 T 2 sa [ wwo ) T sa [ w+ wo ) T
2
(
)
xT w =
+
4
2
2
s xx ( w )= lim E|x T ( w )|
T
A2
{ [ wwo ] + [ w +wo ] }
4
s xx ( w )=
s xx ( w )=
A2
4
E [ X ( t ) ] =0 y t< 0
E [ X ( t ) ] = xf ( ) d
E [ X ( t ) ]=
1
sen ( wot + ) d
0
( wot )
cos
2A
E [ X ( t ) ]=
E [ X 2 ( t ) ] =E [ A 2 sin 2 ( wot + ) ]
Procesos Estocsticos
Pgina 6
( w+ wo ) T
2
]}
E [ X ( t ) ] = A 2 sin 2 ( wot + )
2
E [ X 2 ( t ) ] =A 2 /2
t
1
A
pxx = lim
u ( t ) dt
T 2T T 2
A2
pxx =
2
sen ( a )=( e ja + e ja )
xT ( w ) =
AT j
j
{e sa ( wwo ) T e sa ( w+ wo ) T }
j
s xx ( w )= lim E|x T ( w )|
T
[ [ wwo ] + [ w+wo ] ]
2
s xx ( w )=
2
Pxx ( w )=
A
2
anterior,
si
Pgina 7
el
proceso
se
define
como
2
2
A A
2
2
(
)
x t = A0 cos ( w0 t+ ) = + cos (2 wot +2 )
2 2
E [ X ( t ) ] = xf ( ) d
A2 A 2
1
+ cos(2 wot + 2) d
2 2
E [ X ( t ) ] =
0
E [ X ( t ) ]=
A
2
E [ X ( t ) x ( t + ) ]=R XX ( t , t + )
R XX ( t , t+ )=E [
2
A2
[ 1+cos ( 2 wot +2 ) ] . A {1+cos (2 wot +2 )}]
2
2
E [ X ( t ) x (t+ ) ] =
A4
1
[1+ cos ( 2 wot )]
4
2
E [ X 2 ( t ) ] =P XX =
3 A4
8
Procesos Estocsticos
Pgina 8
jwt
dt
x T ( w ) =
T
2 cos ( a )= ( e ja + e ja )
A
T j2
( 2 T ) {e
sa ( w2 wo ) T +{e j 2 sa ( w+ 2 wo ) T }
2
x T ( w )= A2 T Sa ( wt ) +
xT ( w )2=x T ( w ) x T ( w )
|x T ( w )|
2T
A4 T
A4 T 2
T
Sa ( wt ) +
[ Sa ( w2 wo ) T + Sa2 ( w+2 wo ) T ]
2
8
s xx ( w )= lim E|x T ( w )|
T
1
1
[ w ] + [ w2 wo ] + [ w2 wo ]
[
]
2
4
4
s xx ( w )=
Pxx =
1
s ( w ) dw
2 xx
Pxx =
7.6. Sean
A0
B0
3A
8
( w 0 t ) + B0 sen ( w0 t )
x ( t ) =A 0 cos
Donde
w0
Procesos Estocsticos
Pgina 9
E [ A ] =0
E [ B ]=0
2 ]=E [ A2 ]
E [( A A)
)2 ] =E [ B2 ]= 2
E [ ( B B
) ( B B)
]=E [ AB ] =0
E [ ( A A
R XX ( t , t+ )=E [ A 2 ] cos ( wot ) cos ( wot + wo ) + E [ AB ] cos ( wot ) . sin ( wot + wo )+ E [ B2 ] sin ( wot )
R xx ( )= cos ( wo )
c Hallar elespectro de densidad de potencia
7.17. Hallar el espectro de densidad de potencia del proceso aleatorio para el que
R xx ( )= p cos4 (w o )
Si
wo
ecuacin
Procesos Estocsticos
Pgina 10
R xx ( )=P cos4 ( w0 )
R xx ( )=P
R xx ( w )=
p 3
1
1
w+ ( w2 w 0 ) + ( w+2 w0 ) + ( w4 w 0) + ( w+ 4 w0 )
2 2
4
4
1
R xx=
s ( w ) dw
2 xx
R xx=
1 p 3
1 1
+1+1+ + =P
2 2 2
4 4
6 w2
4
1+ w
1
6 w 2 dw
Lxx =
2 1+ w 4
{ (
)}
Lxx =
6 1
w2 + 2 w+1
1
2w
ln 2
+
tan 1 2
4 2
w 2 w+1 2 2
1w 0
Lxx =
6
1
3
0+
=
22
2
Procesos Estocsticos
Pgina 11
x t ( w ) = x (t ) e
jwt
dt =
a)
jwt
Lxx =e
A j w t + j j w t j
[e
+e
]
2
0
dt = AT e sa [ (ww 0 T ) ] + AT e sa [ (w +w 0 T ) ]
T
Lxx =Y ( w )= y (T ) e
jwt
dt=
w (t) j w t + j j w t j
[e
+e
]
2
0
jwt
Lxx =e
e i
j (ww )t
e j
dt= w ( t ) e
dt+
w(t )
2 T
2 T
0
Lxx =e j(w +w ) d t
0
b)
AT
E= X t ( w ) Y t ( w )=E
sa (ww0) T w( t) e j(ww )d dt
2
T
AT j 2
E=
e
sa ( ww0 ) T w ( t ) e j+(w+ w )t dt
2
T
E=
AT j 2
e sa ( w+ w0 )T w ( t ) e j+(ww )t dt
2
T
0
AT j 2
E=
e
sa ( ww0 ) T w ( t ) e j+(ww )t dt
2
T
E=
AT
sa (w +w 0)T w ( t ) e j (w+w )t dt
2
T
0
AT W
2 TS a 2 [(ww0 )T ] +2 TS a2 [ ( w+w 0) T ] }
{
2
2TE [ e j 2 ] Sa [(ww0 )T ] + Sa [(w+ w0 ) T ]
Procesos Estocsticos
Pgina 12
]]
lim
E [ X T ( W )Y (w)]
T
2T
AW
lim TSa [(w+ w0 )T ]
2 T
lim
T
2
S a [ T ] = ( )
lim
T
S [ T ] = ( )
x (t) es
R xx ( )=3+2 exp(4 )
a Ha llar el espectro de potencia de x (t )
2
s xx ( w )=6 ( w )+ ew / 16
b Cul es la potencia media de x (t)?
R xx ( 0 ) =5 w
c Qu fraccin de la potencia se asociaa la banda de frecue ncia
1
1
<w<
2
2
1
P=
1
2
[6 [ w ] + ew / 16]dw
1
2
1
P=3+2
1
2
w
16
e
dw
2 ( 8 )
Procesos Estocsticos
Pgina 13
1
1
<w< ?
2
2
{ }
1 1
2
2
P=3+2
2
2
2 2
P=3+2
[( ) ( )]
1
1
1+
4
4
P=3+2 [ ( 2 ) 0.591 ]
P=3.3 9
3.39
=0.6 7
5
Procesos Estocsticos
Pgina 14