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    1MASSACHUSETTSINSTITUTEOFTECHNOLOGY

    DepartmentofElectricalEngineeringandComputerScience

    6.341DiscreteTimeSignalProcessingFall2004

    BACKGROUND EXAMSeptember30,2004.

    FullName:

    Note:Thisexamisclosedbook. Nonotesorcalculatorspermitted.The exam will be graded on the basis of the answers only. Please dontputanyexplanationsorworkintheanswerbooklet.Five pages of scratch paper are attached at the end of the exam. Thesearenottobehandedin. Letusknowifyouneedadditionalscratchpaper.

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    2Problem 1 [8%]Considerthediscrete-timesystemdescribedbythefollowingequation:

    y[n] = x[n]2%(a) Isthissystem linear?

    2%(b) Isthissystemtime-invariant?2%(c) Isthissystemcausal?2%(d) Isthissystemstable?

    Problem 2[4%]ConsideranLTIdiscretetimesystemforwhichtheinputandoutputsatisfythefollowingdifferenceequation:

    1y[n] + y[n1]=x[n]2

    2%(a) Isthissystemcausal?2%(b) Isthissystemstable?

    Problem 3 [4%]ConsiderthediscretetimeLTIsystemdescribedbythe following frequencyresponse:

    12ej H(ej) =

    1 12ej (13ej)

    2%(a) Isthissystemcausal?2%(b) Isthissystemstable?

    Problem 4 [6%] Determine the transfer function Hxy(z) from x[n] to y[n] and the transferfunctionHey(z) from e[n] to y[n]forthefollowingsystem:

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    3e[n]

    ?

    x[n] +

    -

    y[n]

    -+6+

    1z

    ZZ Z

    Z -3 + ++

    0.5ZZZ

    Z

    Figure4-1:Problem 5 [5%] Determine the frequency response H(ej ) of the stable LTI system whoseinputandoutputsatisfythedifferenceequation:

    1 1y[n] y[n1]=x[n] + x[n1]

    3 2Problem 6 [9%] We generate a discrete time random process x[n] by drawing a sequence ofi.i.d. numbers from a random number generator with uniform distribution in [1,1]. x[n] is thenprocessedthroughanLTIsystemwith impulseresponseh[n] = [n] + [n1]toobtainy[n],i.e. y[n] = x[n] + x[n1].

    3%(a) What isthemeanmy[n]oftheprocess?3%(b) What istheautocorrelationyy [m]oftheprocess?3%(c) What isthepowerspectraldensityPyy(ej)oftheprocess?

    Problem 7 [9%] We process a zero-mean, unit variance, white, discrete-time process x[n]throughthestableLTIsystemwithtransferfunction

    111zH1(z) = 2

    11z14togetanoutputy1[n].

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    43%(a) Findastable(possiblynon-causal)systemH2(z)suchthatifwepassy1[n]throughH2(z),

    theoutput iswhite.3%(b) Isyouranswerto(a)uniquewithinascalarfactor?3%(c) Assume we pass y1[n] through H2(z) to obtain y2[n]. Are x[n] and y2[n] uncorrelated?

    (i.e. isxy2[m]equalto0?)

    Problem 8 [8%] In the system shown below, two functions of time, x1(t) and x2(t), aremultiplied together, and the product w(t) is sampled by a periodic impulse train. x1(t) is bandlimitedto1,andx2(t) isbandlimitedto2;that is,

    X1(j)=0, || 1X2(j)=0, || 2

    Determinethemaximum samplingintervalTsuchthatw(t)isrecoverablefromwp(t)throughtheuseofan ideal lowpassfilter.

    p(t) = (t nT)x1(t) n=

    ? ?w(t) - - wp(t)

    6

    x2(t)

    X1(j) X2(j)$%e

    % e% e

    % e%% ee

    '

    1 1 2 2

    Figure8-1:

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    5Problem9[9%]Assumethatthecontinuous-timesignalxc(t)inthefigure9-1hasfiniteenergyand isexactlybandlimitedsothat,

    Xc(j)=0 for || 2 104The continuous-time signal xc(t) is sampled as indicated in the figure below to obtain thesequencex[n],whichwewanttoprocesstoestimatethetotalareaAunderxc(t)aspreciselyaspossible. Specifically,wedefine

    A= xc(t)dt

    Thediscrete-timesignalcalculates

    A=T x[n]n=

    5%(a) FindthelargestpossiblevalueofT whichwillresultinasaccurateanestimateaspossibleofAforanyxc(t)consistentwiththestatedassumptions.

    4%(b) UnderthestatedassumptionswillyourestimateofAbeexactorapproximate?

    Discrete-time- - -C/D system

    x[n]

    A=

    estimate

    of

    Axc(t)

    6T

    Figure9-1:

    Problem 10[8%]InthesystembelowH(ej)isadiscretetimeall-passfilterwithaconstantgroupdelayof3.7andcontinuousphase, i.e.,H(ej) = ej(3.7), || < .

    xc(t) - C/D -xd[n] H(ej) -yd[n] D/C - yc(t)6 6T1 T2

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    64%(a) Assumingnoaliasing,describe inwords(onesentence)theoutputoftheoverallsystem,

    yc(t), intermsofxc(t),xd[n],T1 andT2.4%(b) Assuming no aliasing, describe in words (one sentence) the output of the discrete time

    systemyd[n] intermsofxc(t),xd[n],T1 andT2.Problem 11 [4%] For the system shown below, if the discrete-time system H(ej) is LTI, is theoverallsystemHc(j)LTI?

    Hc(j)

    xc(t) - C/D -xd[n] H(ej) -yd[n] D/C - yc(t)6 6T T

    Problem 12 [4%] Determine the output y[n] for a system with the following input sequencex[n]and impulseresponseh[n].

    3x2

    2x x[n] x h[n]1x 1x x1

    - -

    0 1 2 n 1 0 1 nProblem 13 [8%]Forthepole-zeroplotgivenbelowanswerthefollowingquestions:

    4%(a) IftheROCis |z|>2:2%(i) Isthesystemstable?2%(ii) Isthesystemcausal?

    4%(b) IftheROC|z|

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    71

    0.5

    ImaginaryPart

    0

    0.5

    1

    H(z)

    1 0.5 0 0.5 1 1.5 2Real Part

    Figure13-1: Pole-ZeroDiagram

    Problem 14 [6%] Consider a continuous-time LTI system for which the magnitude of thefrequency response is 1 and the phase is as shown below. Determine the response of thatsystemtotheinputx(t) = s(t)cos(ct),whereS(j)=0for || c.2

    H(ej)0

    0

    Problem 15 [8%] The first plot in Figure 15-1 shows a signal x[n] that is the sum of threenarrow-bandpulseswhichdonotoverlap intime. Itstransformmagnitude |X(ej)| isshowninthesecondplot. ThegroupdelayandfrequencyresponsemagnitudefunctionsofFilterA, a discrete-timeLTIsystem,areshowninthethirdandfourthplots,respectively. Theremainingplots in Figures 15-2 and 15-3 show 8 possible output signals, yi[n] i = 1,2,...8 DeterminewhichofthepossibleoutputsignalsistheoutputofFilterAwhenthe input isx[n].

    Problem 16What isyourbestestimateofyourgradeonthisexam?

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    8

    -1

    -0.5

    0

    0.5

    1

    x[n]

    Input Signal x[n]

    Magnitude(dB)

    GroupDelay(Samples)

    |X(e^jw)|

    0 50 100 150 200 250 300 350 400

    n

    20Fourier Transform Magnitude of Input x[n]

    15

    10

    5

    00 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

    Frequency Normalized by pi

    250Group Delay of filter A

    200

    150

    100

    50

    00 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

    Frequency Normalized by pi

    Frequency Response Magnitude of filter A0

    -50

    -100

    -150

    -2000 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2

    Frequency Normalized by pi

    Figure16-1: InputandFilterA information

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    9

    -1.5

    -1

    -0.5

    0

    0.5

    1

    y1[n]

    Possible Output y1[n]

    y4[n]

    y3[n]

    y2[n]

    0 50 100 150 200 250 300 350 400

    n

    1Possible Output y2[n]

    0.5

    0

    -0.5

    -1-200 -150 -100 -50 0 50 100 150 200

    n

    1Possible Output y3[n]

    0.5

    0

    -0.5

    -1

    -1.50 50 100 150 200 250 300 350 400

    n

    Possible Output y4[n]1

    0.5

    0

    -0.5

    -10 50 100 150 200 250 300 350 400

    n

    Figure16-2: Outputsy1y4

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    10

    -1

    -0.5

    0

    0.5

    1

    y5[n]

    Possible Output y5[n]

    y7[n]

    y6[n]

    -200 -150 -100 -50 0 50 100 150 200

    n

    1Possible Output y6[n]

    0.5

    0

    -0.5

    -10 50 100 150 200 250 300 350 400

    n

    1Possible Output y7[n]

    0.5

    0

    -0.5

    -10 50 100 150 200 250 300 350 400

    n

    -1

    -0.5

    0

    0.5

    1

    y8[n]

    Possible Output y8[n]

    0 50 100 150 200 250 300 350 400

    n

    Figure16-3: Outputsy5

    y8