MA8451- Probability and Random Process

Unit -4 and 5

Assignment questions

Part-A

1. P.T (i)cross correlation function is even function of 𝜏 (ii) Power spectral density function is an even
function of 𝜔
2. P.T cross spectral density function of 𝜔 even function.
3. Find variance of Stationary process{𝑋(𝑡)} whose auto correlation function is given by 𝑅𝑋𝑋 (𝜏) =
2 + 4𝑒 −2|𝜏|
4. Define cross-correlation function and state any two of its properties
5. Show that the power spectrum of random process (real) 𝑋(𝑡) is real and verify that 𝑆𝑋𝑋 (−𝜔) =
𝑆𝑋𝑋 (𝜔)
6. Define power spectral density function.
7. Find the power density spectrum of the random process𝑋(𝑡), whose auto correlation function is
−1, − 3 < 𝜏 < 3
given by 𝑅𝑋𝑋 (𝜏) = {
0, otherwise
8. Find the Power spectral density function of a stationary process whose auto correlation function is
𝜔2 , |𝜔| ≤ 1
given by 𝑅𝑋𝑋 (𝜏) = {
0, |𝜔| > 1
9. Find the Power spectral density function of a stationary process whose auto correlation function is
given by 𝑅𝑋𝑋 (𝜏) = 𝑒 −|𝜏|
10. For a random process𝑋(𝑡), the power density spectrum
𝜋, |𝜔| < 1
𝑆𝑋𝑋 (𝜔) = { . Find the auto correlation function of the process.
0, otherwise
11. Determine the auto correlation function of the process with the power density spectrum
𝑆 , |𝜔| < 𝜔0 1, |𝜔| < 𝜔0
1. 𝑆𝑋𝑋 (𝜔) = { 0 2. 𝑆𝑋𝑋 (𝜔) = {
0, otherwise 0, otherwise
12. Determine the auto correlation function of the process with the power density spectrum 𝑆𝑋𝑋 (𝜔) =
𝜔2 , |𝜔| < 1
{
0, otherwise
13. State any two properties of cross spectral density function .
14. Prove that 𝑌(𝑡) = 2𝑋(𝑡) is linear
15. State unit impulse response of a system. Why it is called so?
16. Define casual system
17. Check whether the system 𝑦(𝑡) = 𝑥 3 (𝑡) is linear or not
18. State the relation between input and output of a linear time invariant system.
19. When a system is said to be stable?
20. Define transfer function of a system.
∞
21. If 𝑋(𝑡) is a WSS process and if 𝑦 (𝑡) = ∫−∞ ℎ(𝑢)𝑋(𝑡 − 𝑢) 𝑑𝑢 then prove that
𝑅𝑋𝑌 (𝜏) = 𝑅𝑋𝑋 (𝜏) ∗ ℎ(−𝜏)
1
; |𝑡| ≤ 𝑐
22. If the system has the impulse response ℎ(𝑡) = {2𝑐 write down the relation between
0; |𝑡| > 𝑐
the spectrums of input 𝑋(𝑡) and output 𝑌(𝑡).
23. Find the autocorrelation function of the white noise.
24. Assume that the input 𝑋(𝑡) to a linear time invariant system is white noise. What is the power
spectral density of the output process 𝑌(𝑡) if the system response
1; 𝜔1 < |𝜔| < 𝜔2
𝐻(𝜔) = {
0; 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
25. Define band limited white noise .

Part-B
1. The autocorrelation function of the random binary transmission 𝑋(𝑡) is given by (𝑖)𝑅(𝜏) =
|𝜏|
1− 𝑓𝑜𝑟 |𝜏| < 𝑇 1 − |𝜏| , 𝑖𝑓 |𝜏| ≤ 1
{ 𝑇 (𝑖𝑖)is 𝑅𝑋𝑋 (𝜏) = { .Find the power spectrum of the
0 𝑓𝑜𝑟 |𝜏| > 𝑇 0, 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒

process 𝑋(𝑡).
2. The autocorrelation function of the random binary transmission 𝑋(𝑡) is given by (𝑖)𝑅(𝜏) =
2 2 𝛼2𝜏2 2
𝑒 −𝛼 𝜏 (ii) 𝑅(𝜏) = 𝑒− 2 (iii) 𝑅(𝜏) = 𝑎 2 𝑒 −2𝑏𝜏 (𝑖𝑣)𝑅(𝜏) = 𝑒 −∝|𝜏| (v) 𝑅(𝜏) = 𝑢(𝜏)𝜏𝑒 −𝜏
𝑏
(𝑎 − |𝜔|), |𝜔| ≤ 𝑎
3. If the power spectral density of a WSS process is given by (𝑖)𝑆(𝜔) = {𝑎 . (ii)
0, |𝜔| ≥ 𝑎
1 (1 + 𝜔2 )2 , |𝜔| ≤ 1
𝑆(𝜔) = (1+𝜔2)2 (𝑖𝑖𝑖)𝑆(𝜔) = { Find the auto correlation function of the
0, |𝜔| ≥ 1
process.
4. The cross-power spectrum of real random processes {𝑋(𝑡)}and{𝑌(𝑡)} is given by 1. 𝑆𝑋𝑌 (𝜔) =
𝑏𝑗𝜔
𝑎+ , 𝑓𝑜𝑟 |𝜔| < 𝛼 𝑎 + 𝑏𝑗𝜔, 𝑓𝑜𝑟 |𝜔| < 1
{ 𝛼 2. 𝑆𝑋𝑌 (𝜔) = { . Find the cross-correlation function
0, elsewhere 0, elsewhere
𝜔 2+9
5. Given the power spectral density of a continuous process as (𝑖)𝑆𝑋𝑋 (𝜔) = 𝜔4+5𝜔2+4
𝜔 2+2 24
(ii) 𝜔4+13𝜔2+36.(iii) 𝜔2+16Find the mean square value of the process.

6. If 𝑋(𝑡) and 𝑌(𝑡) are uncorrelated RP then find the power spectral density of 𝑍(𝑡) = 𝑥(𝑡) +
𝑦(𝑡) .Also find the cross spectral density 𝑆𝑋𝑍 (𝜔) 𝑎𝑛𝑑 𝑆𝑌𝑍 (𝜔)
∞
7. If a system is connected by a convolution integral 𝑌(𝑡) = ∫−∞ ℎ(𝑢)𝑋(𝑡 − 𝑢) 𝑑𝑢 where {𝑋(𝑡)} is
the input and {𝑌(𝑡)} is the output then prove that the system is a linear time invariant system.
8. If the input to a time invariant stable linear system is a wide sense stationary process , prove that
the output will also be a wide sense stationary process.
∞
9. If {𝑋(𝑡)} is a WSS process and if integral 𝑌(𝑡) = ∫−∞ ℎ(𝑢)𝑋(𝑡 − 𝑢) 𝑑𝑢 , Prove that:
i) 𝑅𝑋𝑌 (𝑇) = 𝑅𝑋𝑋 (𝑇) ∗ ℎ(−𝑇) Where * denotes convolution
ii) 𝑅𝑌𝑌 (𝑇) = 𝑅𝑋𝑌 (𝑇) ∗ ℎ(−𝑇) Where * denotes convolution
iii) 𝑆𝑌𝑌 (𝜔) = 𝑆𝑋𝑋 (𝑇)|𝐻(𝜔)|2
iv) 𝑆𝑌𝑌 (𝜔) = 𝑆𝑋𝑌 (𝑇)𝐻 ∗ (𝜔) . 𝐻 ∗ (𝜔) is the complex conjugate of 𝐻(𝜔).

10. Show that 𝑆𝑌𝑌 (𝜔) = |𝐻(𝜔)|2 𝑆𝑋𝑋 (𝜔) where 𝑆𝑋𝑋 (𝜔) and that 𝑆𝑌𝑌 (𝜔) are the power spectral
density functions of the input 𝑋(𝑡) and the output 𝑌(𝑡) respectively and 𝐻(𝜔) is the system
transfer function.
1
11. A circuit has an impulse response given by ℎ(𝑡) = {𝑇 ; 0 ≤ 𝑡 ≤ 𝑇} Express 𝑆𝑌𝑌 (𝜔) in terms of
𝑆𝑋𝑋 (𝜔)
12. A system has an impulse response ℎ(𝑡) = 𝑒 −𝛽𝑡 𝑈(𝑡), find the power spectral density of the output
𝑌(𝑡) corresponding to the input 𝑋(𝑡).
13. A linear time invariant system has an impulse response ℎ(𝑡) = 𝑒 −𝛽𝑡 𝑢(𝑡). Find the output auto
correlation function 𝑅𝑌𝑌 (𝜏) corresponding to the input 𝑥(𝑡).
14. 𝑋(𝑡) is the input voltage to a circuit and 𝑌(𝑡) is the output voltage. {𝑋(𝑡)} is a stationary random
process with 𝜇𝑋 = 0 and 𝑅𝑋𝑋 (𝜏) = 𝑒 −2|𝜏|. Find 𝜇𝑌 , 𝑆𝑌𝑌 (𝜔) and 𝑅𝑌𝑌 (𝜏), if the system transfer
1
function is given by 𝐻(𝜔) = 𝜔+𝑖 2 .
15. 𝑋(𝑡) is the input voltage to a circuit and 𝑌(𝑡) is the output voltage. {𝑋(𝑡)} is a stationary random
process with 𝜇𝑋 = 0 and 𝑅𝑋𝑋 (𝜏) = 𝑒 −𝛼|𝜏| . Find 𝜇𝑌 , 𝑆𝑌𝑌 (𝜔)and 𝑅𝑌𝑌 (𝑇), if the power transfer
𝑅
function is 𝐻(𝜔) = 𝑅+𝑖𝐿𝜔
16. Given 𝑅𝑋𝑋 (𝜏) = 𝐴 𝑒 −𝑎|𝜏| and ℎ(𝑡) = 𝑒 −𝑏𝑡 𝑢(𝑡) where 𝑢(𝑡) is the impulse function. Find the
spectral density of the output 𝑦(𝑡). (or) Given 𝑅𝑋𝑋 (𝜏) = 𝐴 𝑒 −𝑎|𝜏| and ℎ(𝑡) = 𝑒 −𝑏𝑡 𝑢(𝑡) where
1: 𝑡≥0
𝑢(𝑡) = { . Find the spectral density of the output 𝑦(𝑡).
0: 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
17. A random process 𝑋(𝑡) is the input to a linear system whose impulse function is ℎ(𝑡) = 2𝑒 −𝑡 ; 𝑡 ≥
0. If the autocorrelation function of the process is 𝑅𝑋𝑋 (𝜏) = 𝑒 −2|𝜏|. Find the power spectral density
of the output process 𝑌(𝑡).
18. A random process 𝑋(𝑡) is the input to a linear system whose impulse function is ℎ(𝑡) = 2𝑒 −𝑡 ; 𝑡 ≥
0. If the autocorrelation function of the process is 𝑅𝑋𝑋 (𝜏) = 𝑒 −2|𝜏|. Determine the cross correlation
function 𝑅𝑋𝑌 (𝜏) between input process X(t) and the output process Y(t) ,cross correlation
function𝑅𝑌𝑋 (𝜏) between the output process Y(t) and the input process
19. Assume a random process 𝑋(𝑡) is given as input to a system with system transfer function 𝐻(𝜔) =
𝑁0
1, − 𝑤0 < 𝜔 < 𝑤0. If the auto correlation function of the input process is 𝛿(𝑇), find the auto
2
correlation function of the output process.
20. If 𝑌(𝑡) = 𝐴 cos(𝑊0 𝑡 + 𝜃) + 𝑁(𝑡) , where A is a constant , 𝜃 is a random variable with
uniform distribution is (-𝜋 , 𝜋) and N(t) is a band –limited Gaussian white noise with a power
𝑁0
, 𝑓𝑜𝑟 |𝑊 − 𝑊0 | < 𝑊𝐵
spectral density 𝑆𝑁𝑁 (𝑊) = { 2 .Find the power spectral density
0, 𝑒𝑙𝑠𝑒𝑤ℎ𝑒𝑟𝑒
of Y(t).Assume that N(t) and 𝜃 are independent.
1 − 𝑡
21. A linear system is described by the impulse response ℎ(𝑡) = 𝑒 𝑅𝐶 𝑢(𝑡). Assume an input
𝑅𝐶
process whose auto correlation function is A𝛿(𝜏). Find the mean and auto correlation function of
the output process.