Probability Theory and Random Process 20EC3305

V R Siddhartha Engineering (Autonomous): Vijayawada

E C E Department
2nd year B. Tech, III-Semester AY:2022-23 VR-20
20EC3305 - Probability Theory & Random Processes
Assignment–II Question Bank
CO3 Characterize systems driven by a stationary random process using autocorrelation and power spectral density
functions.
Cognitive Levels(K): K1-Remember; K2-Understand; K3-Apply; K4-Analyze; K5-Evaluate; K6-Create

Random Process & Random Process Spectral Characteristics

Course Cognitive
Q. No. Question
Outcome Level
CO3 K2
A. Define Random processes. Explain the classification of random
processes, with neat sketches.
1 B. Consider a random process X(t)=Cos(wt+ θ ) where ‘w’ is real
constant and θ is a uniform variable in (0, π/2). Show that X(t) is K3
not a WSS process. Also find the average power in the process.

A. Define Stationary and Ergodic Random Processes. CO3 K1

B. What is a wide sense stationary random process. A random process

is defined by Y(t)= X(t) cos(ωot+θ) where X(t) is WSS random
2 K3
process that amplitude modulates a carrier of constant angular
frequency ωo with a random phase θ independent of X(t) and
uniformly distributed on (-π, π). Is Y(t) a WSS random process.
A. Define Auto correlation. State and prove the properties of CO3 K2
autocorrelation function.
B. Given the auto correlation function for a stationary ergodic process
25 2  36 K3
with periodic components is RXX    . Find the mean,
3 6.25 2  4
average power and variance of the process X(t).
K3
C. Consider a random process X  t   A cos t  where  is a constant
and A is a random variable uniformly distributed over [0, 1]. Find
the autocorrelation and covariance of X(t).
A. Define cross correlation. State and prove the properties of cross CO3 K2
correlation function.
B. If two random processes X(t) and Y(t) be defined by
X  t   A cos 0t   B sin 0t  and Y  t   B cos 0t   A sin 0t  . K3

Where A and B are random variables and 0 is constant. Determine the

4
cross correlation function.
CO3 K2
A. Define a Kth order stationary random process. When it will become
a strict sense stationary process.
B. If X(t) is a stationary random processes with mean E[X(t)]=3 and K3

G. Hema Kumar, E.C.E. Department, V. R. Siddhartha Engineering College, Vijayawada Page 1

Probability Theory and Random Process 20EC3305
auto correlation function RXX    9  2e

. Determine the mean and
2
variance of the value of random variable Y   X  t  dt
0

A. A Gaussian random process is known to be a WSS process with CO3 K3

t t
mean X  4 and RXX    25e3 where   k i and i,k=1,2. Find
2
the joint Gaussian density function.
5 K3
B. If X  t   5 cos 10t    and Y  t   20sin 10t    , where  is a
random variable uniformly distributed in [0, 2π]. Prove that the process
X(t) and Y(t) are jointly wide sense stationary processes.
A. Derive Weiner khintchine relation? CO3 K3

B. Define auto power spectral density. State and prove its properties.
6 K3
C. Find the power spectral density of a WSS process with auto
correlation function RXX    e  a
2

A. Define cross power spectral density. State and prove its properties. CO3 K2
B. If the cross-correlation of two processes X(t) and Y(t) is
AB
7 RXY  t , t     [sin o   cos o  2t    ] where A, B and ωo are K3
2
constants. Find the cross power spectrum.
A. Define the Response of the LTI system. Derive the expressions for CO3 K3
mean, mean square value, Auto correlation and cross-correlation
function of the response of a linear system?
8
Show that SYY    H   S XX   where S XX   and SYY   are K3
2
B.
power spectral density functions of input X(t) and output Y(t) and
H(w) is the output transfer function
A. Find out the mean square value of the output response for a system CO3 K3
having impulse response h(t) = e-t u(t) and input of white noise.
B. Find the transfer function H(ω) for the network shown in figure.
9 K3

G. Hema Kumar, E.C.E. Department, V. R. Siddhartha Engineering College, Vijayawada Page 2