Random Process Sample Paths of the Random Process X(t) = At + B

-- x1(t) = 1t +-1
-X2(t) 1t +0
15 = +

..... x3(t) = 1t + +1

Sample functions
cranging
x4(t) = 2t + -1

collection of Random
--

X5(t) = 2t++0
4 variables with time. 10
.... X6(t) = 2t + +1
-- x7(t) = 3t +-1
X8(t) = 3t + +0
X9(t) = 3t + +1

Q. A time domain signal xct) is de fined as, ‫ל‬

f x(+)= At+B
; AeE4,2, 33 Soau

X(t)
0

Random sig/ Random Proceн

LIE *
-5
Plot all the possible sample functions of xct)

LEN
-10
X, (t) = t-T Xu (+) = t x7 (t) = 3t-1

Xzlt) = dt-ト Xglt) c2t x8(t) = 3t -15

Xglt) = 3+-1 xLt) = 3t XgltJ = 3ttt -4 -2 이 2 4

Time t

Sample Functions of X(t) Acos (t), A~ U(0,2)

Q. X(t) = A COS
cos (T2t)
=

Sample A values
2.0
A = 0.00
A = 0.25

ANUCO, 2] 1.5
A =

A=0.75
0.50

A=1.00

Plot all the sample functions of xlt). 1.0

A=1.25
A = 1.50
A = 1.75
A =2.00
0.5
x,
(t)o=

X(t)

0.0
X₂(+) = 0· 1 cos (Tt)
-0.5

X3 lt) = O 123 cos (R½t)

-1.0

-1.5

-2.0

-4 -2 이 2 4
Time t

Xo(t) = 2 cos (t2t)

Sampling the random process at a particular Time in stout:- X(+) x(ti)
t=t,
y Random variable
Random
Xct) = At+8
; AEf4,2, 3} goru Process
Bеб-1, 0, 13 t
x(t)
t=t R. V
SR.V.
R.P.
xct) X (2)
女
x(t+2)
te 2 Sec. x(t)
R.V. t:tt
x(+) X(-3)
to-3sec. X, (+)

R.V. Sample functions

x(t) x2lt)

)+(x
x3(t)

Statistical Parameter in Random Process:- Q. xct) = A cos (wt+ 0) A and w constaut

<几0人-
cij Mean function: fo co)= 元,
(x Find mean function. 0/w
xct) xc2)
E[A coS (utt0l]
t=t R.V =2
R.P h E[x(+)] =

E[x(t)] E[xC2)}= E[A cos2w] (wtто)]

Mean function лlх lt) = = A E [cos
cos2w. ECA]

g
=

Q. x(t)= A coswt ; ANUCo, 1) E [cos (wt to)]= cos (wtto) fo (o). d0= cos(wtt)* do
wc constat

-8
Find the mean function. Also Find E[X(2)] = ?
-2Asinwt } [sin(wt+ 0)]
E[x Lt)]
५

M, (+) = = E(ACoS wt] = coswt. ECAJ = L coswt Mx (t) =

=f(t) Л
r
2sinwt
E[xc2)] = My(2)=
=-

Mx (t) = (os wt = flt) (os2w

Y
 M-I

E[A cos (wtto)] = A E[coswt coso - sinwt sino] X(+) = A ; Lxt<2

ECA]= 2-3 -L

A coscot E[cosoj- A sin wt: E[sino] 8 23

ANUC-3, 2]; BNN[3,4]

E[cosO]= coso de =0

π find mean function.

4 1xt12
π E CA]
7+)]
opOnis
E [x
=
2
E [sino] Mx (+) = =
=

π EC] 2大t13

(wt+0)] 2A sinwt

<<
E[A

2
Mx (+) = cos = -
= f(t)
л
3 23

Auto- Correlation function:-

Pro bability=p
X(t) =
xc+) x(ti)
71
t=t
; probability = 1-p R.P.
R.V

L-P Cx(+)
find mean fun ction. t=t2

E [x7+)] = 7.P+ -+( )L-P) = P-L+P= 2P-1 Auto correlation function of Randlom Process xit) is defined g:

4 Correlation function:. Rxx (ti, *x) = E [xCK): x(E)] ) Both same

Rxx (t2, t1) = E]x (7( .x(t1]
what we studied:. xand Y are two Random Variables,

corvelation blw R.V. Xand Y: Rxy c E[XY} 4 Now,

xCt) x(t)
t=t

xC+) x(++て)
t tt T
Auto - cowelation Function of x(t) is defined a xctl = A sin (wt+@)

Rxx (t, t+z) = E(xLt) x(++2)] AN N(2,4) ; wand & are constant.

E[x (++z)-X(+)] Both same Find A.C.F. of xct). Also find E[x(2) x (5)] ?
Rxx (tt², t)
=
=

cross corelation:. ACF[xc+)]= E [x (+) x (++2)]

defined by
= E[² sin (wt + 4). sin (wt+w2+4)}
cross correlation 6/w x(t) and Yct) is
sin (wt+$). sin (wt+ wZ+4
)
(t+21[ E[A2].
Axy (t, t+z) = E [x(4) Y
f(t)
(wt+$).sin (wttш2+ф)
=

E(xlt+²).ныз Same Rxx(t, t+t) & sin

Rxy (t+T, t) =
=

Same
Ryx (t, t+z) = E[Y(t).x(7+=)] ма=2

CY (7+=(. x (+([ E[A²] = 4+h

Ryx (t+z, t) - E

E[xC 2)X Cs)] ?

; ӨNUCO, 2R]
=
Q. xct) E A Cos (Wtto)

E[x lt) x (t+z)] = Rxx (t, t+2) A.C.F. of x7t)

3
t=2 て = 4
A.C.F. [xL)} = E[x (+). x (t+z)]
Rxx (2, 5) = E(x<2) x(5)] = 8 sin (2w+4). sin (5w+o) = E[A² coS (wtto). cos (wt+w2+o)]

AE[2cos (wt+0). cos (wt+wEtо]

=E[ cos (Qwt+ o+2wx) + cos (wt)]

A² 6s@wt+ 2ET +ELCosɛ

Rxx(t,t+z) = A² coSwz = Rx (E)

 8
E[cos(2wt+ 2wz+ 0)] =
cos (2wt+ 2wz+ 0).foco). do

'g
रात

(cos(2wt+awz+o) do
ал