GATE EC 2015 Set 3 — Question 62

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NAT+2 / -0HardAutocorrelation & PSDRandom ProcessesCommunications

Communications → Random Processes → Autocorrelation & PSD

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Question

A random binary wave y(t)y(t) is given byy(t)=n=Xnp(tnTϕ)y(t) = \sum_{n=-\infty}^{\infty} X_n p(t - nT - \phi)where p(t)=u(t)u(tT)p(t) = u(t) - u(t - T), u(t)u(t) is the unit step function and ϕ\phi is an independent random variable with uniform distribution in [0,T][0, T]. The sequence {Xn}\{X_n\} consists of independent and identically distributed binary valued random variables with P{Xn=+1}=P{Xn=1}=0.5P\{X_n = +1\} = P\{X_n = -1\} = 0.5 for each nn. The value of the autocorrelation Ryy(3T4)E[y(t)y(t3T4)]R_{yy} \left( \frac{3T}{4} \right) \triangleq E \left[ y(t) y \left( t - \frac{3T}{4} \right) \right] equals ________.
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