Question 2: Autocorrelation and ESD / PSD
a) Find the autocorrelation function and power spectral density of the periodic signal x(t) = ∑∞_{n=1} a_n cos(2πnf_0t + θ_n), knowing that the signal cos(ωt + θ) has autocorrelation 1/2 cos(ωτ). Show all your work.
b) Consider the two input power spectral densities:
ψ_1(f) = K, -∞ < f < ∞ and ψ_2(f) = Π(πf)
What is the total power, P_1, P_2 of these two signals?
Consider a third signal with autocorrelation function R_3(τ) = 3 + 2 cos(2πτ). What are the total power, P_3 of this signal, its DC power and its AC power, all in terms of R_3(τ)?
c) The signal with power spectral density ψ_4(f) = δ(f - 1) + δ(f + 1) is filtered through an RC filter H(f) = 1 / (1 + jωRC), with RC = 1. Find the total output spectral power for the ψ_4(f) input.