Difference between revisions of "Aufgaben:Exercise 3.5: Triangular and Trapezoidal Signal"

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{{quiz-Header|Buchseite=Stochastische Signaltheorie/Gleichverteilte Zufallsgröße
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{{quiz-Header|Buchseite=Theory_of_Stochastic_Signals/Uniformly_Distributed_Random_Variables
 
}}
 
}}
  
[[File:P_ID125__Sto_A_3_5.png|right|]]
+
[[File:P_ID125__Sto_A_3_5.png|right|frame|Rectangle signal,&nbsp; triangle signal <br>and trapezoid signal ]]
:Wir gehen vom Rechtecksignal <i>x</i>(<i>t</i>) gem&auml;&szlig; dem oberen Bild aus. Die Amplitudenwerte sind 0V und 2V, die Dauer eines Rechtecks sowie der Abstand zweier aufeinander folgender Rechteckimpulse seien jeweils gleich <i>T</i>. Die Zufallsgr&ouml;&szlig;e <i>x</i> &ndash; der Momentanwert des Rechtecksignals <i>x</i>(<i>t</i>) &ndash; hat somit folgende Kennwerte: <i>m<sub>x</sub></i> = <i>&sigma;<sub>x </sub></i> = 1V.
+
We start from the rectangular signal&nbsp; $x(t)$&nbsp; according to the upper graph.
 +
*The amplitude values are&nbsp; $0\hspace{0.05cm} \rm V$&nbsp; and&nbsp; $2\hspace{0.05cm} \rm V$.
 +
*Let the duration of a rectangle and the distance between two successive rectangular pulses be equal to each&nbsp; $T$.  
 +
*The random variable&nbsp; $x$&nbsp; &ndash; the instantaneous value of the rectangular signal&nbsp; $x(t)$&nbsp; &ndash; thus has the characteristic values&nbsp; (mean,&nbsp; standard deviation):  
 +
:$$m_x = \sigma_x = 1\hspace{0.05cm} \rm V.$$
  
:Gibt man nun dieses Signal auf ein lineares Filter mit der Impulsantwort
+
If we now apply this signal to a linear filter with the impulse response
:$$\it h_{\rm 1}(\it t)=\left \{ \begin{array}{*{4}{c}} 1/\it T & \rm f\ddot{u}r\hspace{0.1cm}{\rm 0\le \it t \le \rm \it T} \\\rm 0 & \rm sonst \end{array} \right. ,  $$
+
:$$h_{\rm 1}(t)=\left \{ \begin{array}{*{4}{c}} 1/T & {\; \rm for}\hspace{0.2cm}{ 0\le t \le T} \\\ 0 & {\rm else} \end{array} \right. ,  $$
  
:so ergibt sich an dessem Ausgang entsprechend der Faltung das Dreiecksignal <i>y</i><sub>1</sub>(<i>t</i>) = <i>x</i>(<i>t</i>) * <i>h</i><sub>1</sub>(<i>t</i>) mit
+
then the triangular signal&nbsp; $y_1(t) = x(t) \star h_1(t)$&nbsp; is obtained at its output according to the convolution with
  
:*den Minimalwerten 0V (bei <i>t</i> = 0, 2<i>T</i>, 4<i>T</i>, ...),
+
*the minimum values&nbsp; $0\hspace{0.05cm} \rm V$&nbsp; $($at&nbsp; $t = 0,&nbsp; 2T,&nbsp; 4T,&nbsp;$ ...$)$,
 +
*the maximum values&nbsp; $2\hspace{0.05cm} \rm V$&nbsp; $($at&nbsp; $t = T,&nbsp; 3T,&nbsp; 5T,&nbsp;$ ...$)$.
  
:*den Maximalwerten 2V (bei<i> t</i> = <i>T</i>, 3<i>T</i>, 5<i>T</i>, ...).
 
  
:Bei diesem Tiefpassfilter handelt es sich also um einen Integrator &uuml;ber die Zeitdauer <i>T</i>.
+
Thus, this low-pass filter is an integrator over the time duration&nbsp; $T$.<br>
  
:<br>Legt man dagegen das Rechtecksignal <i>x</i>(<i>t</i>) an den Eingang eines Filters mit der Impulsantwort
+
If,&nbsp; on the other hand,&nbsp; we apply the signal &nbsp; $x(t)$&nbsp; to the input of a filter with the impulse response
:$$\it h_{\rm 2}(\it t)=\left\{ \begin{array}{*{4}{c}} 1/ \it T & \rm f\ddot{u}r\hspace{0.1cm}{\rm 0\le \it t \le \rm \it T{\rm /2}} \\\rm 0 & \rm sonst \end{array} \right. ,$$
+
:$$h_{\rm 2}(t)=\left \{ \begin{array}{*{4}{c}} 1/T & {\; \rm for}\hspace{0.2cm}{ 0\le t \le T/2} \\\ 0 & {\rm else} \end{array} \right. , $$
  
:so ergibt sich das unten dargestellte trapezf&ouml;rmige Signal <i>y</i><sub>2</sub>(<i>t</i>) = <i>x</i>(<i>t</i>) * <i>h</i><sub>2</sub>(<i>t</i>). Dieses zweite Filter wirkt somit als ein Integrator &uuml;ber die Zeitdauer <i>T</i>/2.
+
so the trapezoidal signal&nbsp; $y_2(t) = x(t) \star h_2(t)$.&nbsp; This second filter thus acts as an integrator over the time duration&nbsp; $T/2$.
 +
<br>
  
:Anzumerken ist, dass f&uuml;r die zugeh&ouml;rigen Frequenzg&auml;nge <i>H</i><sub>1</sub>(<i>f</i> = 0) = 1 bzw. <i>H</i><sub>2</sub>(<i>f</i> = 0) = 0.5 gilt.
 
  
:<b>Hinweis</b>: Diese Aufgabe bezieht sich auf den gesamten Lehrstoff von Kapitel 3.4.
 
  
  
===Fragebogen===
+
 
 +
Hints:
 +
*This exercise belongs to the chapter&nbsp; [[Theory_of_Stochastic_Signals/Uniformly_Distributed_Random_Variables|Uniformly distributed random variables]].
 +
 +
*For the corresponding frequency responses&nbsp; $H_1(f=0)= 1$&nbsp; or&nbsp; $H_2(f=0)= 0.5$.
 +
 
 +
 
 +
===Questions===
  
 
<quiz display=simple>
 
<quiz display=simple>
{Welche der nachfolgenden Aussagen sind zutreffend?
+
{Which of the following statements are true?
 
|type="[]"}
 
|type="[]"}
+ <i>y</i><sub>1</sub> ist eine kontinuierliche Zufallsgr&ouml;&szlig;e.
+
+ $y_1(t)$&nbsp; is a continuous valued random variable.
- <i>y</i><sub>1</sub> besitzt eine dreieckf&ouml;rmige WDF.
+
- $y_1(t)$&nbsp; has a triangular PDF.
+ <i>y</i><sub>1</sub> ist gleichverteilt.
+
+ $y_1(t)$&nbsp; is uniformly distributed.
+ <i>y</i><sub>2</sub> hat kontinuierliche und diskrete Anteile.
+
+ $y_2(t)$&nbsp; has continuous and discrete  valued  components.
  
  
{Wie gro&szlig; ist der Gleichanteil des Signals <i>y</i><sub>1</sub>(<i>t</i>)? &Uuml;berpr&uuml;fen Sie diesen Wert auch anhand der Gr&ouml;&szlig;en <i>m<sub>x</sub></i> und <i>H</i><sub>1</sub>(<i>f</i> = 0).
+
{How large is the uniform part of the signal&nbsp; $y_1(t)$?&nbsp; Check this value&nbsp; $m_{y1}$&nbsp; also by using the variables&nbsp; $m_x$&nbsp; and&nbsp; $H_1(f=0)$.
 
|type="{}"}
 
|type="{}"}
$m_\text{y1}$ = { 1 3% } V
+
$m_{y1} \ = \ $ { 1 3% } $\ \rm V$
  
  
{Bestimmen Sie die Leistung des Signals <i>y</i><sub>1</sub>(<i>t</i>) durch Zeitmittelung.
+
{Determine the power of the signal&nbsp; $y_1(t)$&nbsp; by both time averaging and coulter averaging.
 
|type="{}"}
 
|type="{}"}
$P_\text{y1}$ = { 1.333 3% } V^2
+
$P_{y1} \ = \ $ { 1.333 3% } $\ \rm V^2$
  
  
{Berechnen Sie die Leistung <i>P<sub>y</sub></i><sub>1</sub> auch aus der hier vorliegenden WDF. Wie gro&szlig; ist der Effektivwert des Signals <i>y</i><sub>1</sub>(<i>t</i>)?  
+
{What is the standard deviation of the signal&nbsp; $y_1(t)$?  
 
|type="{}"}
 
|type="{}"}
$\sigma_\text{y1}$ = { 0.577 3% } V
+
$\sigma_{y1} \ = \ $ { 0.577 3% } $\ \rm V$
  
  
{Wie gro&szlig; ist die Wahrscheinlichkeit, dass <i>y</i><sub>1</sub>(<i>t</i>) gr&ouml;&szlig;er als 0.75 V ist?
+
{What is the probability that&nbsp; $y_1(t)$&nbsp; is larger than&nbsp; $0.75\hspace{0.05cm} \rm V$?
 
|type="{}"}
 
|type="{}"}
$Pr(y_1\ >\ 0.75V)$ = { 0.625 3% }
+
${\rm Pr}(y_1 > 0.75\hspace{0.05cm} \rm V) \ = \ $ { 62.5 3% } $ \ \%$
  
  
{Ermitteln Sie die WDF des Signals <i>y</i><sub>2</sub>(<i>t</i>) und skizzieren Sie diese. Geben Sie zur Kontrolle den WDF-Wert an der Stelle <i>y</i><sub>2</sub> = 0.5 V ein.
+
{Determine the PDF of the signal&nbsp; $y_2(t)$&nbsp; and sketch it.&nbsp; As a check, enter the PDF value at the point&nbsp; $y_2 = 0.5\hspace{0.05cm} \rm V$.
 
|type="{}"}
 
|type="{}"}
$f_\text{y2}(y_2\ =\ 0.5V)$ = { 0.5 3% } 1/V
+
$f_{y2}(y_2= 0.5\hspace{0.05cm} \rm V) \ = \ $ { 0.5 3% } $\ \rm 1/V$
  
  
{Wie gro&szlig; ist der Gleichanteil des Signals <i>y</i><sub>2</sub>(<i>t</i>)? &Uuml;berpr&uuml;fen Sie diesen Wert anhand der Gr&ouml;&szlig;en <i>m</i><sub><i>x</i></sub> und <i>H</i><sub>2</sub>(<i>f</i> = 0).
+
{What is the DC component of the signal&nbsp; $y_2(t)$?&nbsp; Check this value&nbsp; $m_{y2}$&nbsp; also using the quantities&nbsp; $m_x$&nbsp; and&nbsp; $H_2(f=0)$.
 
|type="{}"}
 
|type="{}"}
$m_\text{y2}$ = { 0.5 3% } V
+
$m_{y2} \ = \ ${ 0.5 3% } $\ \rm V$
  
  
{Wie gro&szlig; ist der Effektivwert des Signals <i>y</i><sub>2</sub>(<i>t</i>)?
+
{What is the standard deviation of the signal&nbsp; $y_2(t)$?
 
|type="{}"}
 
|type="{}"}
$\sigma_\text{y2}$ = { 0.409 3% } V
+
$\sigma_{y2} \ = \ $ { 0.409 3% } $\ \rm V$
  
  
{Wie gro&szlig; ist die Wahrscheinlichkeit, dass <i>y</i><sub>2</sub>(<i>t</i>) gr&ouml;&szlig;er als 0.75 V ist?
+
{What is the probability that&nbsp; $y_2(t)$&nbsp; is larger than&nbsp; $0.75\hspace{0.05cm} \rm V$?
 
|type="{}"}
 
|type="{}"}
$Pr(y2\ >\ 0.75V)$ = { 0.375 3% }
+
${\rm Pr}(y_2 > 0.75\hspace{0.05cm} \rm V) \ = \ $ { 37.5 3% } $ \ \%$
  
  
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</quiz>
 
</quiz>
  
===Musterlösung===
+
===Solution===
 
{{ML-Kopf}}
 
{{ML-Kopf}}
[[File:P_ID121__Sto_A_3_5_a_neu.png|right|]]
+
[[File:P_ID121__Sto_A_3_5_a_neu.png|right|frame|Amplitude limit,&nbsp; <br>readable in the PDF]]
:<b>1.</b>&nbsp;&nbsp;Die Zufallsgr&ouml;&szlig;e <i>y</i><sub>1</sub> ist gleichverteilt und dadurch natürlich auch eine kontinuierliche Zufallsgr&ouml;&szlig;e. Die WDF von <i>y</i><sub>2</sub> weist diskrete Anteile bei 0 V und 1 V auf. Zwischen diesen zwei Begrenzungen gibt es selbstverständlich auch kontinuierliche Anteile. In diesem Bereich gilt <i>f<sub>x</sub></i>(<i>x</i>) = 1/2. Richtig sind somit <u>die Lösungsvorschläge 1, 3 und 4</u>.
+
'''(1)'''&nbsp; Correct are&nbsp; <u>the proposed solutions 1, 3 and 4</u>:
 +
*The random variable&nbsp; $y_1$&nbsp; is uniformly distributed and thus just like&nbsp; $x$&nbsp; also a continuous valued random variable.
 +
*The PDF of&nbsp; $y_2$&nbsp; exhibits discrete proportions at&nbsp; $0\hspace{0.05cm} \rm V$&nbsp; and&nbsp; $2\hspace{0.05cm} \rm V$&nbsp; on.  
 +
*There are,&nbsp; of course,&nbsp; continuous valued components between these two boundaries.&nbsp;
 +
*In this domain holds&nbsp; $f_{y2}(y_2) = 1/2$.  
  
:<br><br>
 
:<b>2.</b>&nbsp;&nbsp;Der lineare Mittelwert <i>m</i><sub><i>y</i>1</sub> = 1V ist aus der Angabenskizze direkt abzulesen, k&ouml;nnte aber auch formal mit der Gleichung f&uuml;r die Gleichverteilung (zwischen 0 V und 2 V) berechnet werden. Eine weitere L&ouml;sungsm&ouml;glichkeit bietet die Beziehung:
 
:$$m_{y_{\rm 1}}=m_x\cdot H_{\rm 1}(\it f=\rm 0) = \rm 1\,V \cdot 1\hspace{0.15cm}\underline{ =\rm 1\,V}.$$
 
  
:<b>3.</b>&nbsp;&nbsp;Eigentlich m&uuml;sste die Mittelung &uuml;ber den gesamten Zeitbereich (beidseitig bis ins Unendliche) erfolgen. Aus Symmetriegr&uuml;nden gen&uuml;gt jedoch die Mittelung &uuml;ber das Zeitintervall 0 &#8804;  <i>t</i> &#8804; <i>T</i>:
 
:$$P_{y_{\rm 1}}=\rm\frac{1}{\it T}\cdot \int_{\rm 0}^{\it T} \hspace{-0.15cm}\it y_{\rm 1}(\it t)^{\rm 2}\it \hspace{0.05cm}\hspace{0.1cm}{\rm d}t=\rm\frac{1}{\it T}\cdot \int_{\rm 0}^{\it T} \hspace{-0.15cm}(\rm 2V \cdot \it\frac{t}{T})^{\rm 2} \hspace{0.1cm}{\rm d} t
 
= \rm {4}/{3}\, V^2  \hspace{0.15cm}\underline{= \rm 1.333\, V^2}.$$
 
  
:<b>4.</b>&nbsp;&nbsp;Die Scharmittelung liefert das gleiche Ergebnis. Mit der WDF <i>f<sub>y</sub></i><sub>1</sub>(<i>y</i><sub>1</sub>) = 1/(2V) gilt nämlich:
+
'''(2)'''&nbsp; The linear mean&nbsp; $m_x = 1\hspace{0.05cm} \rm V$&nbsp; can be read directly from the data sketch,&nbsp; but could also be formally calculated using the equation for the uniform distribution $($between&nbsp; $0\hspace{0.05cm} \rm V$&nbsp; and&nbsp; $2\hspace{0.05cm} \rm V)$.&nbsp; Another solution is provided by the relation:
 +
:$$m_{y_{\rm 1}}=m_x\cdot H_{\rm 1}( f= 0) = 1\hspace{0.05cm} \rm V \cdot 1 \hspace{0.15cm}\underline{ =\rm 1\hspace{0.05cm} \rm V}.$$
 +
 
 +
 
 +
'''(3)'''&nbsp; Actually,&nbsp; the averaging should be done over the whole time domain (both sides to infinity).
 +
* However,&nbsp; for reasons of symmetry,&nbsp; the averaging over the time interval&nbsp; $0 \le t \le T$&nbsp; is sufficient:
 +
:$$P_{y_{\rm 1}}=\rm\frac{1}{\it T}\cdot \int_{\rm 0}^{\it T} \hspace{-0.15cm}\it y_{\rm 1}{\rm (}\it t{\rm {\rm )}}^{\rm 2}\it \hspace{0.05cm}\hspace{0.1cm}{\rm d}t=\rm\frac{1}{\it T}\cdot \int_{\rm 0}^{\it T} \hspace{-0.15cm}(\rm 2V \cdot \it\frac{t}{T}{\rm )}^{\rm 2} \hspace{0.1cm}{\rm d} t
 +
= \rm {4}/{3}\, V^2 \hspace{0.15cm}\underline{= \rm 1.333\, V^2}.$$
 +
 
 +
*Sharp averaging gives the same result.&nbsp; Using the PDF&nbsp; $f_{y1}(y_1) = 1/(2\hspace{0.05cm} \rm V)$&nbsp; namely:
 
:$$P_{y_{\rm 1}}=
 
:$$P_{y_{\rm 1}}=
\int_0^{2V} \hspace{-0.3cm}\it y_{\rm 1}^{\rm 2}\cdot f_{\it y_{\rm 1}}(\it y_{\rm 1})\it \hspace{0.1cm}{\rm d}y_{\rm 1}
+
\int_0^{2V} \hspace{-0.3cm}\it y_{\rm 1}^{\rm 2}\cdot f_{\it y_{\rm 1}}{\rm (}\it y_{\rm 1}{\rm )}\it \hspace{0.1cm}{\rm d}y_{\rm 1}
 
=\rm\frac{1}{2V}\cdot \int_0^{2V} \hspace{-0.3cm}\it y_{\rm 1}^{\rm 2}\hspace{0.1cm}{\rm d}y_{\rm 1} =\rm \frac{8\,{\rm V^3}}{3 \cdot 2\,{\rm V}}
 
=\rm\frac{1}{2V}\cdot \int_0^{2V} \hspace{-0.3cm}\it y_{\rm 1}^{\rm 2}\hspace{0.1cm}{\rm d}y_{\rm 1} =\rm \frac{8\,{\rm V^3}}{3 \cdot 2\,{\rm V}}
 
\hspace{0.15cm}\underline{= \rm 1.333\, V^2}.$$
 
\hspace{0.15cm}\underline{= \rm 1.333\, V^2}.$$
  
:Die Varianz kann mit dem Satz von Steiner ermittelt werden und ergibt 4/3 V<sup>2</sup> - 1 V<sup>2</sup> = 1/3 V<sup>2</sup>. Die Wurzel daraus ist die gesuchte Streuung (der Effektivwert):
+
 
 +
'''(4)'''&nbsp; The variance can be determined using Steiner's theorem:  
 +
:$$4/3\hspace{0.05cm} \rm V^2 - 1\hspace{0.05cm} \rm V^2 = 1/3\hspace{0.05cm} \rm V^2.$$
 +
*The root of this is the standard deviation&nbsp;  (standard deviation)&nbsp; we are looking for: &nbsp; &nbsp;
 
:$$\sigma_{y_{\rm 1}}\hspace{0.15cm}\underline{=0.577 \, \rm V}.$$
 
:$$\sigma_{y_{\rm 1}}\hspace{0.15cm}\underline{=0.577 \, \rm V}.$$
  
:<b>5.</b>&nbsp;&nbsp;Die gesuchte Wahrscheinlichkeit ist das Integral &uuml;ber die WDF von 0.75V bis 2V, also <u>0.625</u>.
 
  
:<b>6.</b>&nbsp;&nbsp;Die WDF besteht aus zwei Diracfunktionen bei 0 V und 1 V (jeweils mit dem Gewicht 1/4) und einem konstanten kontinuierlichen Anteil von <u>0.5 (mal 1/V)</u>. Bei <i>y</i><sub>2</sub> = 0.5 V gibt es deshalb nur den kontinuierlichen Anteil.
+
'''(5)'''&nbsp; The probability we are looking for is the integral over the PDF of&nbsp; $0.75\hspace{0.05cm} \rm V$&nbsp; to $2\hspace{0.05cm} \rm V$, i.e.
 +
:$${\rm Pr}(y_1 > 0.75\hspace{0.05cm} \rm V) \hspace{0.15cm}\underline{ = 62.5\%}.$$
  
:<b>7.</b>&nbsp;&nbsp;Der Mittelwert <i>m</i><sub><i>y</i><sub>2</sub></sub> <u>= 0.5V</u> kann direkt aus obiger WDF-Skizze abgelesen werden oder &ndash; wie bei b) &ndash; &uuml;ber die Beziehung <i>m</i><sub><i>y</i><sub>2</sub></sub> = <i>m<sub>x</sub></i> &middot; <i>H</i><sub>2</sub> (<i>f</i> = 0) = 1 V &middot; 0.5 berechnet werden.
 
  
:<b>8.</b>&nbsp;&nbsp;Mit obiger WDF gilt f&uuml;r die Leistung:
+
'''(6)'''&nbsp; The PDF consists of two Dirac delta functions at&nbsp; $0\hspace{0.05cm} \rm V$&nbsp; and&nbsp; $1\hspace{0.05cm} \rm V$&nbsp; $($each with weight&nbsp; $1/4)$&nbsp; and a constant continuous component of
:$$P_{y_{\rm 2}}=\int_{-\infty}^{+\infty}\hspace{-0.3cm}y_{\rm 2}^{\rm 2}\cdot f_{\it y_{\rm 2}}(\it y_{\rm 2})\hspace{0.1cm}{\rm d}y_{\rm 2}=\rm \frac{1}{2}\cdot\frac{1}{3}\cdot 1\,V^2+\rm \frac{1}{4}\cdot 1\,V^2
+
:$$f_{y2}(y_2= 0.5\hspace{0.05cm} \rm V) \hspace{0.15cm}\underline{=0.5 \cdot\rm 1/V}.$$
 +
*At&nbsp; $y_2 = 0.5 \hspace{0.05cm} \rm V$&nbsp; there is therefore only the continuous part.
 +
 
 +
 
 +
'''(7)'''&nbsp; The mean value&nbsp; $m_{y_{\rm 2}}\hspace{0.15cm}\underline{ =\rm 0.5\hspace{0.05cm} \rm V}$&nbsp; can be read directly from the above PDF sketch or calculated as in subtask&nbsp; '''(2)'''&nbsp; as follows: 
 +
:$$m_{y_{\rm 2}} = m_x\cdot H_{\rm 2}( f = 0) = 1\hspace{0.05cm} \rm V \cdot 0.5 {\hspace{0.1cm} = \rm 0.5\hspace{0.05cm} \rm V}.$$
 +
 
 +
 
 +
'''(8)'''&nbsp; With the above PDF,&nbsp; for given power:
 +
:$$P_{y_{\rm 2}}=\int_{-\infty}^{+\infty}\hspace{-0.3cm}y_{\rm 2}^{\rm 2}\cdot f_{\it y_{\rm 2}}{\rm (}\it y_{\rm 2})\hspace{0.1cm}{\rm d}y_{\rm 2}=\rm \frac{1}{2}\cdot\frac{1}{3}\cdot 1\,V^2+\rm \frac{1}{4}\cdot 1\,V^2
 
= 5/12 \,V^2
 
= 5/12 \,V^2
 
\hspace{0.15cm}{ =\rm 0.417\,V^2}.$$
 
\hspace{0.15cm}{ =\rm 0.417\,V^2}.$$
  
:Der erste Anteil geht auf die kontinuierliche WDF zur&uuml;ck, der zweite auf die WDF&ndash;Diracfunktion bei 1 V. Die Diracfunktion bei <nobr>0 V</nobr> liefert keinen Beitrag zur Leistung. Daraus folgt f&uuml;r den Effektivwert:
+
*The first part goes back to the continuous PDF,&nbsp; the second part to the PDF Dirac function at&nbsp; $1\hspace{0.05cm} \rm V$.  
 +
*The Dirac function at&nbsp; $0\hspace{0.05cm} \rm V$&nbsp; does not contribute to the power.&nbsp; It follows for the standard deviation:
 
:$$\sigma_{y_{\rm 2}} = \sqrt{{\rm 5}/{\rm 12}\rm V^2 -{1}/{4}\rm V^2}=
 
:$$\sigma_{y_{\rm 2}} = \sqrt{{\rm 5}/{\rm 12}\rm V^2 -{1}/{4}\rm V^2}=
 
\sqrt{{\rm 1}/{\rm 6}\rm V^2}
 
\sqrt{{\rm 1}/{\rm 6}\rm V^2}
 
\hspace{0.15cm}\underline{=0.409\, \rm V}.$$
 
\hspace{0.15cm}\underline{=0.409\, \rm V}.$$
  
:<b>9.</b>&nbsp;&nbsp;Diese Wahrscheinlichkeit setzt sich ebenfalls aus zwei Anteilen zusammen:
+
 
:$${\rm Pr}(y_2 > 0.75 {\rm V} ) = {\rm Pr}(0.75 {\rm V} \le y_2 < 1 {\rm V} ) + {\rm Pr}(y_2 = 1 {\rm V} ) = \frac{1}{2} \cdot \frac{1}{4}+ \frac{1}{4} = \frac{3}{8}\hspace{0.15cm}\underline{ = 0.375}. $$
+
'''(9)'''&nbsp; This probability is also composed of two parts:
 +
:$${\rm Pr}(y_2 > 0.75 {\rm V} ) = {\rm Pr}(0.75 {\rm V} \le y_2 < 1 {\rm V} ) + {\rm Pr}(y_2 = 1 {\rm V} ) = \frac{1}{2} \cdot \frac{1}{4}+ \frac{1}{4} = \frac{3}{8}\hspace{0.15cm}\underline{ = 37.5\%}. $$
 +
 
  
 
{{ML-Fuß}}
 
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[[Category:Aufgaben zu Stochastische Signaltheorie|^3.4 Gleichverteilte Zufallsgröße^]]
+
[[Category:Theory of Stochastic Signals: Exercises|^3.4 Uniformly Distributed Random Variable^]]

Latest revision as of 13:11, 17 February 2022

Rectangle signal,  triangle signal
and trapezoid signal

We start from the rectangular signal  $x(t)$  according to the upper graph.

  • The amplitude values are  $0\hspace{0.05cm} \rm V$  and  $2\hspace{0.05cm} \rm V$.
  • Let the duration of a rectangle and the distance between two successive rectangular pulses be equal to each  $T$.
  • The random variable  $x$  – the instantaneous value of the rectangular signal  $x(t)$  – thus has the characteristic values  (mean,  standard deviation):
$$m_x = \sigma_x = 1\hspace{0.05cm} \rm V.$$

If we now apply this signal to a linear filter with the impulse response

$$h_{\rm 1}(t)=\left \{ \begin{array}{*{4}{c}} 1/T & {\; \rm for}\hspace{0.2cm}{ 0\le t \le T} \\\ 0 & {\rm else} \end{array} \right. , $$

then the triangular signal  $y_1(t) = x(t) \star h_1(t)$  is obtained at its output according to the convolution with

  • the minimum values  $0\hspace{0.05cm} \rm V$  $($at  $t = 0,  2T,  4T, $ ...$)$,
  • the maximum values  $2\hspace{0.05cm} \rm V$  $($at  $t = T,  3T,  5T, $ ...$)$.


Thus, this low-pass filter is an integrator over the time duration  $T$.

If,  on the other hand,  we apply the signal   $x(t)$  to the input of a filter with the impulse response

$$h_{\rm 2}(t)=\left \{ \begin{array}{*{4}{c}} 1/T & {\; \rm for}\hspace{0.2cm}{ 0\le t \le T/2} \\\ 0 & {\rm else} \end{array} \right. , $$

so the trapezoidal signal  $y_2(t) = x(t) \star h_2(t)$.  This second filter thus acts as an integrator over the time duration  $T/2$.



Hints:

  • For the corresponding frequency responses  $H_1(f=0)= 1$  or  $H_2(f=0)= 0.5$.


Questions

1

Which of the following statements are true?

$y_1(t)$  is a continuous valued random variable.
$y_1(t)$  has a triangular PDF.
$y_1(t)$  is uniformly distributed.
$y_2(t)$  has continuous and discrete valued components.

2

How large is the uniform part of the signal  $y_1(t)$?  Check this value  $m_{y1}$  also by using the variables  $m_x$  and  $H_1(f=0)$.

$m_{y1} \ = \ $

$\ \rm V$

3

Determine the power of the signal  $y_1(t)$  by both time averaging and coulter averaging.

$P_{y1} \ = \ $

$\ \rm V^2$

4

What is the standard deviation of the signal  $y_1(t)$?

$\sigma_{y1} \ = \ $

$\ \rm V$

5

What is the probability that  $y_1(t)$  is larger than  $0.75\hspace{0.05cm} \rm V$?

${\rm Pr}(y_1 > 0.75\hspace{0.05cm} \rm V) \ = \ $

$ \ \%$

6

Determine the PDF of the signal  $y_2(t)$  and sketch it.  As a check, enter the PDF value at the point  $y_2 = 0.5\hspace{0.05cm} \rm V$.

$f_{y2}(y_2= 0.5\hspace{0.05cm} \rm V) \ = \ $

$\ \rm 1/V$

7

What is the DC component of the signal  $y_2(t)$?  Check this value  $m_{y2}$  also using the quantities  $m_x$  and  $H_2(f=0)$.

$m_{y2} \ = \ $

$\ \rm V$

8

What is the standard deviation of the signal  $y_2(t)$?

$\sigma_{y2} \ = \ $

$\ \rm V$

9

What is the probability that  $y_2(t)$  is larger than  $0.75\hspace{0.05cm} \rm V$?

${\rm Pr}(y_2 > 0.75\hspace{0.05cm} \rm V) \ = \ $

$ \ \%$


Solution

Amplitude limit, 
readable in the PDF

(1)  Correct are  the proposed solutions 1, 3 and 4:

  • The random variable  $y_1$  is uniformly distributed and thus just like  $x$  also a continuous valued random variable.
  • The PDF of  $y_2$  exhibits discrete proportions at  $0\hspace{0.05cm} \rm V$  and  $2\hspace{0.05cm} \rm V$  on.
  • There are,  of course,  continuous valued components between these two boundaries. 
  • In this domain holds  $f_{y2}(y_2) = 1/2$.


(2)  The linear mean  $m_x = 1\hspace{0.05cm} \rm V$  can be read directly from the data sketch,  but could also be formally calculated using the equation for the uniform distribution $($between  $0\hspace{0.05cm} \rm V$  and  $2\hspace{0.05cm} \rm V)$.  Another solution is provided by the relation:

$$m_{y_{\rm 1}}=m_x\cdot H_{\rm 1}( f= 0) = 1\hspace{0.05cm} \rm V \cdot 1 \hspace{0.15cm}\underline{ =\rm 1\hspace{0.05cm} \rm V}.$$


(3)  Actually,  the averaging should be done over the whole time domain (both sides to infinity).

  • However,  for reasons of symmetry,  the averaging over the time interval  $0 \le t \le T$  is sufficient:
$$P_{y_{\rm 1}}=\rm\frac{1}{\it T}\cdot \int_{\rm 0}^{\it T} \hspace{-0.15cm}\it y_{\rm 1}{\rm (}\it t{\rm {\rm )}}^{\rm 2}\it \hspace{0.05cm}\hspace{0.1cm}{\rm d}t=\rm\frac{1}{\it T}\cdot \int_{\rm 0}^{\it T} \hspace{-0.15cm}(\rm 2V \cdot \it\frac{t}{T}{\rm )}^{\rm 2} \hspace{0.1cm}{\rm d} t = \rm {4}/{3}\, V^2 \hspace{0.15cm}\underline{= \rm 1.333\, V^2}.$$
  • Sharp averaging gives the same result.  Using the PDF  $f_{y1}(y_1) = 1/(2\hspace{0.05cm} \rm V)$  namely:
$$P_{y_{\rm 1}}= \int_0^{2V} \hspace{-0.3cm}\it y_{\rm 1}^{\rm 2}\cdot f_{\it y_{\rm 1}}{\rm (}\it y_{\rm 1}{\rm )}\it \hspace{0.1cm}{\rm d}y_{\rm 1} =\rm\frac{1}{2V}\cdot \int_0^{2V} \hspace{-0.3cm}\it y_{\rm 1}^{\rm 2}\hspace{0.1cm}{\rm d}y_{\rm 1} =\rm \frac{8\,{\rm V^3}}{3 \cdot 2\,{\rm V}} \hspace{0.15cm}\underline{= \rm 1.333\, V^2}.$$


(4)  The variance can be determined using Steiner's theorem:

$$4/3\hspace{0.05cm} \rm V^2 - 1\hspace{0.05cm} \rm V^2 = 1/3\hspace{0.05cm} \rm V^2.$$
  • The root of this is the standard deviation  (standard deviation)  we are looking for:    
$$\sigma_{y_{\rm 1}}\hspace{0.15cm}\underline{=0.577 \, \rm V}.$$


(5)  The probability we are looking for is the integral over the PDF of  $0.75\hspace{0.05cm} \rm V$  to $2\hspace{0.05cm} \rm V$, i.e.

$${\rm Pr}(y_1 > 0.75\hspace{0.05cm} \rm V) \hspace{0.15cm}\underline{ = 62.5\%}.$$


(6)  The PDF consists of two Dirac delta functions at  $0\hspace{0.05cm} \rm V$  and  $1\hspace{0.05cm} \rm V$  $($each with weight  $1/4)$  and a constant continuous component of

$$f_{y2}(y_2= 0.5\hspace{0.05cm} \rm V) \hspace{0.15cm}\underline{=0.5 \cdot\rm 1/V}.$$
  • At  $y_2 = 0.5 \hspace{0.05cm} \rm V$  there is therefore only the continuous part.


(7)  The mean value  $m_{y_{\rm 2}}\hspace{0.15cm}\underline{ =\rm 0.5\hspace{0.05cm} \rm V}$  can be read directly from the above PDF sketch or calculated as in subtask  (2)  as follows:

$$m_{y_{\rm 2}} = m_x\cdot H_{\rm 2}( f = 0) = 1\hspace{0.05cm} \rm V \cdot 0.5 {\hspace{0.1cm} = \rm 0.5\hspace{0.05cm} \rm V}.$$


(8)  With the above PDF,  for given power:

$$P_{y_{\rm 2}}=\int_{-\infty}^{+\infty}\hspace{-0.3cm}y_{\rm 2}^{\rm 2}\cdot f_{\it y_{\rm 2}}{\rm (}\it y_{\rm 2})\hspace{0.1cm}{\rm d}y_{\rm 2}=\rm \frac{1}{2}\cdot\frac{1}{3}\cdot 1\,V^2+\rm \frac{1}{4}\cdot 1\,V^2 = 5/12 \,V^2 \hspace{0.15cm}{ =\rm 0.417\,V^2}.$$
  • The first part goes back to the continuous PDF,  the second part to the PDF Dirac function at  $1\hspace{0.05cm} \rm V$.
  • The Dirac function at  $0\hspace{0.05cm} \rm V$  does not contribute to the power.  It follows for the standard deviation:
$$\sigma_{y_{\rm 2}} = \sqrt{{\rm 5}/{\rm 12}\rm V^2 -{1}/{4}\rm V^2}= \sqrt{{\rm 1}/{\rm 6}\rm V^2} \hspace{0.15cm}\underline{=0.409\, \rm V}.$$


(9)  This probability is also composed of two parts:

$${\rm Pr}(y_2 > 0.75 {\rm V} ) = {\rm Pr}(0.75 {\rm V} \le y_2 < 1 {\rm V} ) + {\rm Pr}(y_2 = 1 {\rm V} ) = \frac{1}{2} \cdot \frac{1}{4}+ \frac{1}{4} = \frac{3}{8}\hspace{0.15cm}\underline{ = 37.5\%}. $$