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Tarea 2
CI72D Dinmica Probabilstica de Estructuras
Primero, se determina la funcin de autocorrelacin (), para ello, escribimos el problema en trminos del producto
de convolucin:
= { () () ( + ) ( + ) + ()( + ) + ( + ) ( + ) () + () () ( + )}
Separamos los trminos utilizando la propiedad de linealidad de la esperanza. Con ello, se obtienen los siguientes cuatro
trminos:
{() () ( + ) ( + )} (1)
{()( + )} (2)
{( + ) ( + ) ()} (3)
{() () ( + )} (4)
{() () ( + ) ( + )} = {() () ( + ) ( + )}
= { ( )() ( + )() }
= { ( )() ( + )() }
= {( ) ( + )} ()()
Y realizamos el cambio de variable = , con ello, tenemos lo siguiente:
= ; + = ( )
= {() ( + + )} ()()
= {() ( + + )} ()()
= ( + ) ()()
= () () () (1 )
{()( + )} = () (2 )
= () ()
Calculamos el cuarto termino:
{() () ( + )} = { ( )() ( + )}
= { ( + )( )()}
= {( + )( )}()
= {()( )}()
= ( )()
= () ()
= () ()
() = () () () + () () + () () + ()
Ahora, se calcula la funcin de densidad espectral, para ello, utilizamos el operador transformada de Fourier:
() = ( ())
= { () () () + () () + () () + ()}
= () ()2 + () () + () () + ()
() = () |()|2 + () () + () () + ()
P2
0
() =
0
0
=
0
0
=[ ]
0
= ( 0 0 )
2
= sin 0
sin 0
Y para el caso del lmite, como lim 0
= 1, entonces:
0
(0) = 20
Y lo graficamos para A=5 y 0 = 2:
P3
() = { cos(0 + ) cos(0 ( + ) + )}
Como y son variables independientes, esperanza del producto es igual al producto de las esperanzas:
() = {2 } {cos(0 + ) cos(0 ( + ) + )}
1
= (2 + 2 ) { [cos(0 ) + cos(2 + 20 + 0 )]}
2
(2 + 2 )
= [{cos(0 )} + {cos(2 + 20 + 0 )}]
2
2
cos(2 + 20 + 0 )
{cos(2 + 20 + 0 )} =
0 2
2
(2 + 20 + 0 )
= [sin ]
4 0
sin(4 + 20 + 0 ) sin(20 + 0 )
=
4
=0
Retomamos el clculo inicial:
(2 + 2 )
() = [{cos(0 )} + {cos(2 + 20 + 0 )}]
2
(2 + 2 )
= cos(0 )
2
P4
A)
() (1 2 ) {(1 )(2 )}
= =
1 1
(1 )
= { (2 )}
1
= {(1 )(2 )}
= ()
B)
() (1 2 ) {(1 )(2 )}
= =
2 2
(2 )
= { (1 )}
2
= {(2 )(1 )}
= ()
C)
2 () 2 (1 2 ) 2 {(1 )(2 )}
= =
2 12 12
2 (1 )
= { (2 )}
12
= {(1 )(2 )}
= ()
D)
2 () 2 (1 2 ) 2 {(1 )(2 )}
= =
2 22 22
2 (2 )
= { (1 )}
22
= {(2 )(1 )}
= ()
E)
3 () 3 (1 2 ) 2 {(1 )(2 )}
= =
3 12 2 12 2
(2 ) 2 (1 )
= { }
2 12
= {(2 )(1 )}
= ()
F)
3 () 3 () 2 {(1 )(2 )}
= =
3 1 22 1 22
(1 ) 2 (2 )
= { }
1 22
= {(1 )(2 )}
= ()
En resumen:
3 ()
() =
3
3 ()
() =
3
2 ()
() =
2
2 ()
() =
2
()
() =
()
() =
Ahora calculamos los resultados para la densidad espectral:
A)
()
= () = ()
() ()
= = ()
() = ()
B)
()
= () = ()
() ()
= = ()
() = ()
C)
2 ()
= () = ()
2
2 () 2
()
= = 2 2 ()
2 2
() = 2 ()
D)
2 ()
= () = ()
2
2 () 2
()
= = 2 2 ()
2 2
() = 2 ()
E)
3 ()
=
() = ()
3
3 ()
3 ()
= = 3 3 ()
3 3
() = 3 ()
F)
3 ()
= () = ()
3
3 () 3
()
= = 3 3 ()
3 3
() = 3 ()
En resumen:
() = ()
() = ()
() = 2 ()
() = 2 ()
() = 3 ()
() = 3 ()