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<
+
=
elsewhere
t t
t t
t x
, 0
2 1 2
1 0 1
,
( ) ( ) ( ) 1 2 2 + + + = t t t h
( ) x t
t
0
1
1 2
2
( ) h t
t
1
1 2
2
( ) ( ) ( ) ( ) ( ) ( ) x t h t x h t d h x t d
= = =
4
PROBLEM 3: (25 points):
Consider the following system:
+
0.6
1
z
( ) X z
( ) Y z
a) Find the pulse response of the system ( ) H z .(5 points)
b) Find the power transfer functions for the system. (5 points)
c) State ROC and plot their pole zero diagram. (5 points)
ROC of ( ) T z
5
d) If the input to the system is assumed white noise with ( ) 2
xx
S z = , use residue theory to find the
mean-squared output fluctuations
[ ] ( ) ( )
2 1
1
0
2
yy yy
y n R S z z dz
j
= =
%
at the output (10 points)
6
PROBLEM 4: (25 points)
In the input to system of problem 3 has [ ] ( ) 10 0.6
n
xx
R n =
a) Find the power spectral density of the output noise. (10 points)
b) The cross-spectral density of the input and output noise ( )
xy
S z . (5 points)
7
c) Find the signal to noise ratio at the input and output for 0 n if an input signal of
[ ] [ ]
6 f n u n = is
added to the input noise. (10 points)