EEE 107 1s1920 Homework 4
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Instructions: Work independently. To get full credit, support correct answers with complete and concise solutions. Write your
final answers inside the box provided. Anything written outside the designated spaces will not be graded.
Problem: Power spectral density. Let S(f ) be a real-valued, even, nonnegative function, and define
Z +∞
R(τ ) = S(f ) exp(j2πf τ )df.
−∞
(a) (4 pts) Show that R(τ ) is real-valued, i.e., Im{R(τ )} = 0 for all τ .
(b) (3 pts) Show that R(τ ) is even, i.e., R(τ ) = R(−τ ) for all τ .
(c) (3 pts) Use the Cauchy-Schwarz inequality to show that |R(τ )| ≤ R(0) for all τ .
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Solution:
a: Show that R(τ ) is real-valued.
b: Show that R(τ ) is even.
c: Show that |R(τ )| ≤ R(0) for all τ .
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