1. Find the variance of the Random Process whose autocorrelation function is given below.

τ 2+ 8
R ( τ ) =10
τ2+ 4
Ans: 10

2. For a Wide Sense Stationary (WSS) Process, it is found that E [ X (1.7) X (2.5) ] =0.7 and
E [ X (2) X (2.5) ] =0.9 . Find E [ X ( 49) X (49.8) ].
Ans: 0.7

3. Find the mean square value at t=1.9 seconds i.e. E [ X 2 (1.9) ] for the random process with
the following autocorrelation function.
R ( τ ) =10 e−2|τ |−5 e−4|τ |
Ans: 5

4. Which of the following shown is not a valid Autocorrelation function?

a.

b.

c.

d.

5. Three real random variables have covariance matrix given below

 Find the value in the blank space.

6. Given that random process X ( t )= A cos ( ω0 t+θ ) where θ , ω 0 are fixed values and A is a
random variable and uniformly distributed between 0 to 1. Check whether the process is
stationary and/or deterministic.

7. A random process is given by

X ( t )= A e−Bt
Where A and B are random variables. In a sample function of the random process it is
observed that X(1)=1.21306 and X(2)=0.73576. Find the value of X(3.2189).

Ans: 2

8. If X(t) is a stationary random process with mean value E [ X ( t ) ] =3, find the mean value of
5

∫ X (t) dt
0

Ans: 15

9. Consider the random process X(t)=A, where is a random variable and uniformly distributed
between 0 to 10, Find the autocorrelation function R X (τ )

Ans: 33.33