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首页统计与自适应信号处理课后习题答案.pdf
Solutions Manual for statistical and adaptive signal processing [美]Dimitris G. Manolakis\ Vinay K. Ingle\ Stephen M. Kogon 统计与自适应信号处理【美】Dimitris G. Manolakis等著 全书课后习题详细解答,共467页。
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Solutions Manual
for
Statistical and Adaptive Signal Processing

This page is intentionally left blank.
ii

Preface
This solutions manual provides solutions to the problems contained in the first
edition of our book STATISTICAL AND ADAPTIVE SIGNAL PROCESSING.
The solutions have been prepared and written by David Marden and ourselves. We
have attempted to provide very detailed solutions to the problems with notation
consistent with that used in the book. Where applicable, we have also given a
printout of Matlab code and figures for the problem solution.
Despite our efforts, however, you may find that some of the solutions may be less
detailed and refined than others. Inevitably through the use of this solutions man-
ual, omissions and errors will be discovered. Our goal is to continually improve
upon this manual using your comments. Periodically, we will issue changes to the
solutions manual and new problems to you upon request. In this respect, we would
appreciate any feedback including improved solutions, suggestions for new prob-
lems, corrections which can be sent to Prof. Vinay K. Ingle at vingle@ece.neu.edu
or at
Prof. Vinay K. Ingle
Department of Electrical and Computer Engineering
Northeastern University
360 Huntington Avenue
Boston, MA 02115
Thank you.
Dimitris G. Manolakis
Vinay K. Ingle
Stephen K. Kogon
iii

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iv

Chapter 2
Discrete-Time Signals and Systems
2.1 Sampling frequency F
s
= 100 sam/sec
(a) Continuous-time signal x
c
(t) = 2cos(40πt + π/3) has frequency of 20 Hz. Hence
x(n) = x
c
(t)
|
t=n/F
s
= 2cos
40π n
100
+ π/3
which implies that ω
0
=
40π
100
=
2π
5
.
(b) Steady-state response y
c,ss
(t): Given that h(n) = 0.8
n
u(n), the frequency response function is
H(e
jω
) =
1
1 −0.8e
−jω
Since ω
0
= 2π/5, the system response at ω
0
is
H(e
jω
) =
1
1 − 0.8e
−j2π/5
= 0.9343 e
−j0.2517π
Hence y
ss
(n) = 2(0.9343) cos(2πn/5 +π/3 − 0.2517π),or
y
c,ss
(t) = 1. 8686 cos(40πt + 0.585π)
(c) Any x
c
(t) that has the same digital frequency ω
0
after sampling and the same phase shift as above will
have the same steady state response. Since F
s
= 100 sam/sec, the two other frequencies are 120 and 220
Hz.
2.2 The discrete-time signal is
x(n) = A cos(ω
0
n)w
R
(n)
where w
R
(n) is an N-point rectangular window.
(a) The DTFT of x(n) is determined as
X(e
jω
) = F [A cos(ω
0
n)w
R
(n)]
=
(
A/2
)
F
e
jω
0
w
R
(n)
+
(
A/2
)
F
e
−jω
0
w
R
(n)
(1)
Using the DTFT of w
R
(n) as
F [w
R
(n)] =
N−1
n=0
e
−jωn
= e
−jω(N−1)/2
sin(ω N/2)
sin(ω/2)
(2)
and the fact that complex exponential causes a translation in the frequency domain (1) can be written
after a fair amount of algebra and trigonometry as
X(e
jω
) = X
R
(e
jω
) + jX
I
(e
jω
)
1
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