4.12  Exercises


4.1. Using the DTFT W(ejΩ) of the N-samples rectangular window given in Eq. (4.7), prove that the DTFTs of the Hann and Hamming windows, given in Eq. (4.4) and Eq. (4.3), are 0.5W(ejΩ) 0.25W(ej(Ω+2π(N1))) 0.25W(ej(Ω2π(N1))) and 0.54W(ejΩ) 0.23W(ej(Ω+2π(N1))) 0.23W(ej(Ω2π(N1))), respectively.
4.2. A cosine x[n] = Acos (Ω1n) is multiplied by a rectangular window of N = 8 samples, from n = 0,,7 and the windowed signal xw[n] has its spectrum estimated by an FFT with N points. The FFT resolution is ΔΩ = (2π)N rad. Using the DTFT of xw[n], what are the FFT values for X[k]|k=3 assuming: a) Ω1 = 3ΔΩ is centered in the fourth bin and b) Ω1 = 2.5ΔΩ is half-way the third and fourth bins?
4.3. Given the signal x(t) = 12sinc(6t) in volts, what are its: a) total signal energy and b) energy within the frequency band [1,12] Hz?
4.4. What is the MS spectrum Ŝms[k] of x[n] = 3cos ((π4)n) volts? Using the values of Ŝms[k], how can one obtain the average power of x[n] in watts?
4.5. Assume X[k] is the N-points FFT of a periodic signal x[n] of period N0 = 8 samples. When N = 8, X[k] is [0,3 + 4j,0,6,0,6,0,3 4j]. Inform: a) the estimated MS spectrum Ŝms[k] of x[n], b) the signal power P and c) the new Ŝms[k] in case N = 16 samples of x[n] were used, together with a 16-points FFT.
4.6. Assume X = [8,8,8,8] is the 4-points FFT of a discrete-time signal x[n]. What are the values of its: a) DTFS, b) MS spectrum Ŝms[k], c) the periodogram Ŝ[k] (using Matlab/Octave convention of BW = 2π), d) the estimated PSD Ŝ(ejΩ) and e) the signal power P.
4.7. a) What is the PSD S(ejΩ) of a complex exponential x[n] = ejΩ1n, with Ω1 = π4 rad after multiplication by a rectangular window of N = 10 samples? b) When the periodogram Ŝ[k] of this signal is estimated with a FFT of N = 10 points, what are the values of Ŝ[0] and Ŝ[1]?
4.8. The periodogram of a sinusoid immersed in AWGN was calculated with an 8-points FFT as [2,2,2,6,2,6,2,2] in watts/Hz, assuming Fs = 500 Hz. The noise and the sinusoid are uncorrelated, such that, at the sinusoid bins, the power is the sum of the sinusoid power and the noise power at that bin. Inform: a) the sinusoid average power, b) the noise average power, c) the SNR in dB.
4.9. The bilateral PSD of a continuous-time white noise signal ν(t) is N02 = 8 W/Hz. This signal was digitized using an ideal lowpass filter and Fs = 20 kHz, creating a discrete-time signal ν[n]. Inform: a) the average power of ν(t), b) the average power of ν[n] and c) the power corresponding to a single periodogram bin of a windowed ν[n] estimated with an FFT of length N = 256 when Fs = 20 kHz and Fs = 2π are informed.
4.10. Assuming Fs = 100 Hz, the result of Welch’s method with 8-length FFTs for a real signal composed by a sum of two sinusoids was S = [0,100,0,20,0] in dBW/Hz. Inform: a) the sinusoid frequencies, b) the sinusoid powers in watts and c) their power ratio in dB. Hint: one can use Matlab/Octave to investigate this setup with the commands:

1N=8; n=0:N-1; x1=4*cos(pi/4*n); x2=10*cos(3*pi/4*n); x=x1+x2; 
2Fs=100; [S,f]=pwelch(x,rectwin(N),0,N,Fs), S*f(2), SdB=10*log10(S)

4.11. A signal x[n] has its PSD estimated via AR modeling with the result: A=[1.0, -1.8151, 0.9025] and Perror=4 (for example, with the Matlab command [A,Perror]=lpc(x,2)). What is the frequency of the peak of this PSD and its amplitude?
4.12. An autoregressive model H(z) of order one was obtained with the command [A,Perror]=lpc(x,1)), where A=[1, -0.75] and Perror=0.04 watts. a) What is the expression for H(z) = gA(z) assuming that g incorporates the information from Perror? b) What is the expression for the PSD Ŝ(f) corresponding to this model assuming Fs = 100 Hz (the expression must depend only on f)? c) What is the value of Ŝ(f) at frequency f = 2 Hz?
4.13. The unilateral PSD of a continuous-time white noise signal ν(t) is N0 = 4 W/Hz. The signal ν(t) is the input to a lowpass filter with real-valued coefficients, gain g = 3 and zero phase within the passband from 0 to 200 Hz (this filter is not realizable). The filter output x(t) is converted to a discrete-time signal x[n] using a C/D process with sampling frequency Fs = 1 kHz. The average power values of x(t) and x[n] are the same and denoted as P. Inform: a) the value P in watts, b) the detailed graphs of the PSDs Sν(f), Sx(f), and Sx(ejΩ) corresponding to the signals ν(t), x(t) and x[n], respectively. Note that x[n] is not a discrete-time white noise, because its PSD does not have a constant value over the range [Fs2,Fs2[.
4.14. The periodogram of a signal x[n] with N = 100 samples is estimated via Welch’s method using a rectangular window w[n] with M = 25 samples. The sampling frequency is Fs = 1Ts = 100 Hz. The window shift is M samples, such that there is no overlapping among windows, and the samples of x[n] are organized into four blocks of M samples each. After zero-padding, each block of samples is converted to frequency domain using an FFT of Nf = 128 points. a) What is the frequency spacing Δf in Hertz between neighboring periodogram bins? b) What is the frequency resolution Δm in Hertz imposed by the DTFT W(ejΩ) of the windows w[n]? Assume that Δm is the range between the two zeros of W(ejTs2πf) that define its main lobe, where W(ejTs2πf) is the DTFT converted to continuous-time using Ω = Tsω = Ts2πf. c) Is the overall frequency resolution limited by Δf or Δm? d) Why is it that someone cannot consistently improve the overall resolution in spectral analysis by simply using zero-padding and improving Δf by using a larger number Nf of FFT points?