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PTSP - Unit-4 - Important - Questions& - Answers

The document discusses concepts related to random processes including: properties of first and second order stationary random processes, auto correlation functions, time and ensemble averages, wide sense stationarity, ergodicity, cross correlation functions, and determining if random processes are stationary or ergodic based on given properties.

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ECE N.V.Satyanarayana Murthy
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121 views

PTSP - Unit-4 - Important - Questions& - Answers

The document discusses concepts related to random processes including: properties of first and second order stationary random processes, auto correlation functions, time and ensemble averages, wide sense stationarity, ergodicity, cross correlation functions, and determining if random processes are stationary or ergodic based on given properties.

Uploaded by

ECE N.V.Satyanarayana Murthy
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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UNIT-IV

1. Explain about first order, second order, wide-sense and strict-sense


stationery random processes
2.Determine whether the random process X (t) =Acos (ω0t+ϴ) is wide
stationary or not where A, ω0 are constants and ϴ is a uniformly
distributed random variable on the interval (0,2П).
3. Random process is described by Xt  A; where A is continuous
random variable, uniformly distributed on (0, 1). Classify the process?

4.Auto correlation function of a stationary random process isRxx(τ)=25

+4/(1+6 τ2).Find its variance.


5.Explain about Time averages and Ensemble averages?
6.Determine whether the random process X(t)=Acos(ω0t+ϴ) is wide ergodic or not
where A, ω0 are constants and ϴ is a uniformly distributed random variable on the
interval (-П,П).

[Model question]
7.State and prove the properties of cross correlation function?
8. State and prove the properties of auto correlation function?
9. Consider a random process X(t)=Acosωt where ω isa constant and A isa
random variable uniformly distributed over (0,1). Find the auto
correlation and covariance of X(t)
10. Determine the auto correlation function of system response?
11.Consider two random processes X (t)=Acosωt +Bsinωt and Y(t)=Bcosωt-
Asinωt where A and B are uncorrelated, zero mean random variables with same
variance and ω is a constant. Show that X (t) and Y(t) are jointly stationary
12. Define Wide Sense Stationary Process and write it’s conditions.

12.b A random process is given as X (t) = At, where A is a uniformly distributed random
variable on (0, 2). Find whether X (t) is wide sense stationary or not.

13.For the given random process X (t) , the mean value is X  6 and Autocorrelation function is

RXX ( )  36  25e Find
a) The average power of the random process X (t) b) Variance of X (t)
Question no 14 answer is same as question no 4 answer

15. Assume that an Ergodic random process X(t) has the an Autocorrelation function

2
R XX ( )  18  (1  4 cos( 2 )) a) Find X
6  2
b) Does third Process have a periodic component?
c) What is the Average Power in X (t).

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