题目
若系统的输入为平稳随机过程,其谱密度函数为
S
x
x
(
j
Ω
)
S_{xx}(j\Omega)
Sxx(jΩ) ，系统的输出为
y
(
t
)
=
x
(
t
)
+
x
(
t
−
τ
0
)
y(t)=x(t)+x(t-\tau_0)
y(t)=x(t)+x(t−τ0)
试求输出的功率谱密度函数。
解答
S
x
x
(
j
Ω
)
=
E
[
P
x
T
]
=
E
[
lim
T
→
∞
1
2
T
∣
X
T
(
j
Ω
)
∣
2
]
S_{xx}(j\Omega) = E[P_{xT}]=E[\lim_{T \to \infty} \frac{1}{2T}|X_T(j\Omega)|^2]
Sxx(jΩ)=E[PxT]=E[limT→∞2T1∣XT(jΩ)∣2]
F
[
y
(
t
)
]
=
X
T
(
j
Ω
)
(
1
+
e
−
j
Ω
τ
0
)
F[y(t)]=X_T(j\Omega)(1+e^{-j\Omega \tau_0})
F[y(t)]=XT(jΩ)(1+e−jΩτ0)
所以有
S
y
y
(
j
Ω
)
=
E
[
lim
T
→
∞
1
2
T
∣
X
T
(
j
Ω
)
(
1
+
e
−
j
Ω
τ
0
)
∣
2
]
=
E
[
lim
T
→
∞
1
2
T
∣
X
T
(
j
Ω
)
∣
2
∣
(
1
+
e
−
j
Ω
τ
0
)
∣
2
]
=
∣
1
+
e
−
j
Ω
τ
0
∣
2
S
x
x
(
j
Ω
)
=
2
(
1
+
c
o
s
Ω
τ
0
)
S
x
x
(
j
Ω
)
S_{yy}(j\Omega) =E[\lim_{T \to \infty} \frac{1}{2T}|X_T(j\Omega)(1+e^{-j\Omega \tau_0})|^2]\\ =E[\lim_{T \to \infty} \frac{1}{2T}|X_T(j\Omega)|^2|(1+e^{-j\Omega \tau_0})|^2]\\ =|1+e^{-j\Omega \tau_0}|^2S_{xx}(j\Omega)\\ =2(1+cos\Omega\tau_0)S_xx(j\Omega)
Syy(jΩ)=E[limT→∞2T1∣XT(jΩ)(1+e−jΩτ0)∣2]=E[limT→∞2T1∣XT(jΩ)∣2∣(1+e−jΩτ0)∣2]=∣1+e−jΩτ0∣2Sxx(jΩ)=2(1+cosΩτ0)Sxx(jΩ)
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